Sanjay Srivastava

Economics and Econometrics · 2007

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 7 citations into it; #20,387 of 23,481 by trust here, #20,008 by citations
• Finance — 6 citations into it; #9,302 of 10,518 by trust here, #8,598 by citations

Whom Sanjay Srivastava trusts overall

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

1. Robert F. Engle
2. Andrew J. Patton
3. Eric R. Ziegel

Who trusts Sanjay Srivastava overall

1. Taha B. M. J. Ouarda
2. Reza Modarres

Papers from Sanjay Srivastava's perspective

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

1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
2. Generalized autoregressive conditional heteroskedasticity
3. Dynamic Conditional Correlation
4. Analysis of Financial Time Series
5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
6. Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula
7. Estimation of Copula Models for Time Series of Possibly Different Length
8. A Simplex Method for Function Minimization
9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
10. Empirical option pricing: a retrospection

Their papers

• Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series (2007) — 52 citations