M. Doolan

Finance · 2015

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 11 citations into it
• Economics and Econometrics — 9 citations into it
• Management Science and Operations Research — 5 citations into it

Whom M. Doolan trusts overall

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

1. Robert F. Engle
2. Andrew J. Patton
3. Ken West
4. Annastiina Silvennoinen

Papers from M. Doolan's perspective

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

1. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
2. Asymptotic Inference about Predictive Ability
3. Testing and Valuing Dynamic Correlations for Asset Allocation
4. Data-based ranking of realised volatility estimators
5. Choosing the Best Volatility Models: The Model Confidence Set Approach*
6. Multivariate GARCH models
7. Multivariate GARCH Models: A Survey
8. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
9. Generalized autoregressive conditional heteroskedasticity
10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers

• Selecting volatility forecasting models for portfolio allocation purposes (2015) — 50 citations