Jungsik Noh

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Jungsik Noh trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Daniel B. Nelson
  4. James W. Taylor
  5. Roger W. Koenker
  6. Qiwei Yao
  7. Peter Hall
  8. Victor Chernozhukov
  9. Liang Peng
  10. G. Bassett

Papers from Jungsik Noh's perspective

Ordered by how strongly the researchers Jungsik Noh 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. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Least absolute deviations estimation for ARCH and GARCH models
  5. Inference in ARCH and GARCH models with heavy-tailed errors
  6. Regression Quantiles
  7. Asymptotics for minimisers of convex processes
  8. A Quantile Regression Approach to Estimating the Distribution of Multiperiod Returns
  9. Conditional value-at-risk: Aspects of modeling and estimation
  10. The efficiency of the estimators of the parameters in GARCH processes

Their papers