K. Herrmann

Economics and Econometrics · 2008–2010

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom K. Herrmann trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Michael Rockinger
  4. S. Y. Park
  5. Thomas M. Cover
  6. Eric Jondeau
  7. Anil K. Bera
  8. Claude E. Shannon
  9. Daniel B. Nelson
  10. Ximing Wu

Who trusts K. Herrmann overall

  1. Christopher Krauss
  2. Vlad Ardelean

Papers from K. Herrmann's perspective

Ordered by how strongly the researchers K. Herrmann 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. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  4. A mathematical theory of communication
  5. Information Theory and Statistical Mechanics
  6. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. Maximum entropy autoregressive conditional heteroskedasticity model
  9. On non-Gaussianity and dependence in financial time series: a nonextensive approach
  10. Elements of information theory (2. ed.)

Their papers