P. Dabral

Environmental Processes · 2016–2017

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom P. Dabral trusts overall

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

  1. Robert F. Engle

Papers from P. Dabral's perspective

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

  1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  2. Seasonal Autoregressive Integrated Moving Average Model for Precipitation Time Series
  3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  4. Spatial Interaction and the Statistical Analysis of Lattice Systems
  5. Generalized autoregressive conditional heteroskedasticity
  6. The stationary bootstrap
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. A Closed-Form GARCH Option Valuation Model
  9. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers