G. Mizon
Economics and Econometrics · 2001–2014
A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 12 citations into it
- Finance — 5 citations into it
Whom G. Mizon trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts G. Mizon overall
Papers from G. Mizon's perspective
Ordered by how strongly the researchers G. Mizon trusts endorse each paper. Same corpus, a different order for every researcher.
- Power and bipower variation with stochastic volatility and jumps
- Another Look at Tests of Equality between Sets of Coefficients in Two Linear Regressions
- Model selection when there are multiple breaks
- Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
- A Decision_Theoretic Approach to Forecast Evaluation
- NATURE'S CAPACITIES AND THEIR MEASUREMENT
- Generalized autoregressive conditional heteroskedasticity
- Time Series Analysis by State Space Methods
- On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
- Asymptotic Inference about Predictive Ability
Their papers
- Unpredictability in economic analysis, econometric modeling and forecasting (2014) — 80 citations
- Congruence and encompassing (2001) — 62 citations