R. Filer
Economics and Econometrics · 2000–2009
A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 10 citations into it
- Finance — 10 citations into it
Whom R. Filer trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts R. Filer overall
Papers from R. Filer's perspective
Ordered by how strongly the researchers R. Filer trusts endorse each paper. Same corpus, a different order for every researcher.
- Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
- Fitting autoregressive models for prediction
- Investigating causal relations by econometric models and cross-spectral methods
- Equity Markets and Growth: Cross-Country Evidence on Timing and Outcomes, 1980-1995
- Specification tests in econometrics
- Risk Management: Value at Risk and Beyond
- On a measure of lack of fit in time series models
- Density Estimation for Statistics and Data Analysis
- Statistics for long-memory processes
- Smoothing noisy data with spline functions
Their papers
- Do Stock Markets Promote Economic Growth (2000) — 137 citations
- Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets (2009) — 60 citations