D. Almeida

Finance · with Hotta · 2018

A researcher in the Science corpus: 1 paper; trusts 39 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom D. Almeida trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Andrew J. Patton
  4. Christian M. Hafner
  5. P. R. Hansen
  6. Annastiina Silvennoinen
  7. Sébastien-Yves Laurent
  8. Timo Teräsvirta
  9. Ole E. Barndorff-Nielsen
  10. Kris Boudt

Papers from D. Almeida's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Dynamic Conditional Correlation
  3. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. Asymptotic theory for multivariate GARCH processes
  6. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  7. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
  8. Extreme Correlation of International Equity Markets
  9. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
  10. Volatility Forecast Comparison Using Imperfect Volatility Proxies

Their papers