Hemendra Gupta

Finance · 2020

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

Subfields

Whom Hemendra Gupta trusts overall

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

  1. Tim Bollerslev
  2. M. Karmakar

Papers from Hemendra Gupta's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  3. Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison
  4. Predictive Regressions: A Present-Value Approach
  5. Modeling Conditional Volatility of the Indian Stock Markets
  6. Negative-value problems of the logarithmic mean Divisia index decomposition approach
  7. The co-movement of stock markets in East Asia: Did the 1997-1998 Asian financial crisis really strengthen stock market integration?
  8. Aggregate and Firm-Level Stock Returns During Pandemics, in Real Time (Social Science Research Network)
  9. Irrational exuberance: the national bestseller that will help tou survive in todays stock market
  10. Japan's Financial Crisis and Economic Stagnation

Their papers