T. Walther

Economics and Econometrics · International Review of Financial Analysis · 2018–2020

A researcher in the Science corpus: 3 papers; trusts 28 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom T. Walther trusts overall

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

  1. Paraskevi Katsiampa
  2. Tim Bollerslev
  3. Andrew J. Patton
  4. Robert F. Engle
  5. Eric Ghysels
  6. Eduard Baumöhl
  7. Ladislav Kristoufek
  8. Aurelio Fernández Bariviera
  9. Andrew Urquhart
  10. Tony Klein

Who trusts T. Walther overall

  1. Elie Bouri
  2. Tony Klein

Papers from T. Walther's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (PLoS ONE)
  3. The inefficiency of Bitcoin
  4. Volatility Forecast Comparison Using Imperfect Volatility Proxies
  5. Volatility estimation for Bitcoin: A comparison of GARCH models
  6. Cryptocurrency Value Formation: An Empirical Analysis Leading to a Cost of Production Model for Valuing Bitcoin (Mediterranean Conference on Information Systems)
  7. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  8. Dynamic Conditional Correlation
  9. A Simple Approximate Long-Memory Model of Realized Volatility
  10. Stock Market Volatility and Macroeconomic Fundamentals (Review of Economics and Statistics)

Their papers