Laura Ballester

Economics and Econometrics · 2017

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Laura Ballester trusts overall

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

  1. Robert F. Engle
  2. Francis X. Diebold
  3. W. Enders

Papers from Laura Ballester's perspective

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

  1. Dynamic Conditional Correlation
  2. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
  3. Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets*
  4. Better to give than to receive: Predictive directional measurement of volatility spillovers
  5. The flexible Fourier form and Dickey–Fuller type unit root tests
  6. Generalized autoregressive conditional heteroskedasticity
  7. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  8. A Reality Check for Data Snooping
  9. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  10. A Closed-Form GARCH Option Valuation Model

Their papers