Theresa L. Utlaut

2008

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 17 researchers here, as inferred from the citation graph.

Whom Theresa L. Utlaut trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Hirotugu Akaike
  4. Daniel B. Nelson
  5. Everette S. Gardner Jr.
  6. Ed McKenzie
  7. Helmut Ltkepohl

Who trusts Theresa L. Utlaut overall

  1. J. B. Nascimento
  2. Zahra Zohrevand
  3. Alfredo Nespoli
  4. Marco Cristo
  5. Uwe Glässer
  6. Ansari Saleh Ahmar
  7. Emanuele Giovanni Carlo Ogliari
  8. Gowtham Atluri
  9. Kit Yan Chan
  10. Prithwish Chakraborty

Papers from Theresa L. Utlaut's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. Combining forecasts: A review and annotated bibliography
  4. A new look at the statistical model identification
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  8. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  9. The stationary bootstrap
  10. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach

Their papers