Franziska Schulz

Economics and Econometrics · 2016

A researcher in the Science corpus: 1 paper; trusts 19 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Franziska Schulz trusts overall

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

  1. Teresa Serra
  2. Daniel B. Nelson
  3. Helmut Ltkepohl
  4. J. Ghosh
  5. Robert F. Engle
  6. Christian M. Hafner
  7. K. Balcombe
  8. Xiangdong Long
  9. Ladislav Kristoufek
  10. Wolfgang Karl Härdle

Papers from Franziska Schulz's perspective

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

  1. Multivariate GARCH models
  2. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  3. Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model
  4. Volatility Spillovers between Food and Energy Markets, A Semiparametric Approach
  5. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  6. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
  7. Multivariate GARCH Models: A Survey
  8. Anatomy of a crisis: The causes and consequences of surging food prices
  9. Bayesian Estimation and Selection of Nonlinear Vector Error Correction Models: The Case of the Sugar-Ethanol-Oil Nexus in Brazil
  10. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH

Their papers