N. Scholtes

Finance · 2016

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom N. Scholtes trusts overall

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

  1. Tim Bollerslev
  2. Daniel B. Nelson
  3. Peter F. CHRISTOFFERSENti
  4. Luc Bauwens
  5. Diaa Noureldin
  6. Sébastien-Yves Laurent
  7. Keith Kuester
  8. Timotheos Angelidis
  9. Stefan Mittnik
  10. N. Shephard

Papers from N. Scholtes's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  3. Value-at-Risk for long and short trading positions
  4. A New Class of Multivariate Skew Densities, with Application to GARCH Models
  5. Multivariate High-Frequency-Based Volatility (HEAVY) Models
  6. Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
  7. Conditional density and value‐at‐risk prediction of Asian currency exchange rates
  8. Multivariate GARCH Models: A Survey
  9. Value-at-Risk Prediction: A Comparison of Alternative Strategies
  10. Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies ☆

Their papers