Anna Carbone

Economics and Econometrics · 2004–2008

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Anna Carbone trusts overall

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

  1. Robert F. Engle
  2. Xavier Gabaix
  3. Tim Bollerslev
  4. Plamen Ch. Ivanov

Who trusts Anna Carbone overall

  1. Ladislav Kristoufek
  2. Jozef Baruník
  3. Raffaello Morales
  4. Aurelio Fernández Bariviera
  5. M. Gould
  6. Espen Alexander Fürst Ihlen
  7. T. Di Matteo
  8. M. A. Porter
  9. Foad Shokrollahi

Papers from Anna Carbone's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. New frontiers for arch models
  3. A theory of power-law distributions in financial market fluctuations (Nature)
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. Is the "Leverage Effect" a Leverage Effect?
  6. Second-order moving average and scaling of stochastic time series
  7. Effect of nonstationarities on detrended fluctuation analysis. (Physical review. E, Statistical, nonlinear, and soft matter physics)
  8. What moves stock prices?
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. Statistics for long-memory processes

Their papers