G. Ali

Economics and Econometrics · with Awan · 2013–2019

A researcher in the Science corpus: 3 papers; trusts 9 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom G. Ali trusts overall

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

  1. Daniel B. Nelson
  2. Philippe Lambert
  3. Dima Alberg
  4. Sébastien-Yves Laurent
  5. Jun Yu
  6. Haim Shalit
  7. Reza Modarres
  8. Rami Yosef
  9. Robert F. Engle
  10. D. McMillan

Who trusts G. Ali overall

  1. Christian Francq

Papers from G. Ali's perspective

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

  1. Modelling financial time series using GARCH-type models with a skewed student distribution for the innovations
  2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  3. Forecasting UK stock market volatility
  4. Generalized autoregressive conditional heteroskedasticity
  5. On Leverage in a Stochastic Volatility Model
  6. Generalized autoregressive conditional heteroscedasticity modelling of hydrologic time series
  7. Estimating stock market volatility using asymmetric GARCH models
  8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  9. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  10. Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates

Their papers