Sébastien Fries

Economics and Econometrics · 2017

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Sébastien Fries trusts overall

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

  1. S. Ling
  2. Markku Lanne
  3. Anders Rahbek
  4. Richard A. Davis
  5. Peter J. Brockwell
  6. Pentti Saikkonen
  7. Peter C. B. Phillips
  8. Heino Bohn Nielsen
  9. Jonathan B. Hill
  10. Christian Gouriéroux

Papers from Sébastien Fries's perspective

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

  1. Time Series: Theory and Methods
  2. A Double AR(p) Model: Structure and Estimation
  3. Theory and Inference for a Class of Observation-driven Models with Application to Time Series of Counts
  4. Noncausal Autoregressions for Economic Time Series
  5. Maximum likelihood estimation for α-stable autoregressive processes
  6. Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
  7. Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500
  8. An Introduction To The Theory Of Point Processes
  9. Unit root vector autoregression with volatility induced stationarity
  10. ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Econometric Theory)

Their papers