Heino Bohn Nielsen

Finance · 2004–2014

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 17 citations into it; #6,676 of 10,518 by trust here, #8,598 by citations
• Economics and Econometrics — 16 citations into it; #8,595 of 23,481 by trust here, #17,346 by citations
• Statistics and Probability — 8 citations into it

Whom Heino Bohn Nielsen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. S. Ling
2. F. Bec
3. M. Borkovec
4. Anders Rahbek
5. Luc Bauwens
6. Claudia Klüppelberg
7. Christian Francq

Who trusts Heino Bohn Nielsen overall

1. Søren Johansen
2. K. Juselius
3. Sébastien Fries
4. Lukas Menkhoff
5. R. Frydman
6. Michael D. Goldberg
7. Jean-Michel Zakoian

Papers from Heino Bohn Nielsen's perspective

Ordered by how strongly the researchers Heino Bohn Nielsen trusts endorse each paper. Same corpus, a different order for every researcher.

1. Asymptotic theory for multivariate GARCH processes
2. Estimation and testing stationarity for double‐autoregressive models
3. GARCH Models
4. Estimation in Random Coefficient Autoregressive Models
5. Multivariate GARCH Models: A Survey
6. The Tail of the Stationary Distribution of an Autoregressive Process with Arch(1) Errors
7. A Theory for the Term Structure of Interest Rates
8. Vector equilibrium correction models with non-linear discontinuous adjustments
9. ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH (Econometric Theory)
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Cointegration Analysis in the Presence of Outliers (2004) — 90 citations
• Unit root vector autoregression with volatility induced stationarity (2014) — 49 citations