T. Chakravarty

Economics and Econometrics · 2008

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 5 citations into it; #7,727 of 23,481 by trust here, #19,308 by citations
• Finance — 5 citations into it; #3,552 of 10,518 by trust here, #8,309 by citations

Whom T. Chakravarty trusts overall

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

1. Tim Bollerslev
2. Daniel B. Nelson
3. Jianqing Fan
4. Nora Muler
5. Torben G. Andersen
6. Robert Fildes
7. Irène Gijbels
8. Victor J. Yohai

Who trusts T. Chakravarty overall

1. Drew D. Creal
2. Olivier Wintenberger
3. S. J. Koopman
4. André Lucas
5. Pawel Janus

Papers from T. Chakravarty's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
3. Time Series Analysis by State Space Methods
4. Local polynomial modelling and its applications
5. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
6. Stationarity and the existence of moments of a family of GARCH processes
7. VOLATILITY AND CORRELATION FORECASTING
8. A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models
9. Robust estimates for GARCH models
10. Separating Microstructure Noise from Volatility

Their papers

• Beta-t-(E)GARCH (2008) — 88 citations