Fabio Trojani

Finance · 2001–2010

A researcher in the Science corpus: 5 papers; trusts 31 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

Whom Fabio Trojani trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Lars Peter Hansen
  4. Hans R. Künsch
  5. Qi Li
  6. Joshua V. Rosenberg
  7. Alexander J. McNeil
  8. Torben G. Andersen
  9. Andrew Ang
  10. Geert Bekaert

Who trusts Fabio Trojani overall

  1. Wolfgang Karl Härdle
  2. Jungyoon Lee
  3. Adityanand Guntuboyina
  4. Bodhisattva Sen
  5. Peter M. Robinson
  6. Dursun Aydin
  7. M. Nieto
  8. Nora Muler
  9. Heng Lian
  10. Eugene Choo

Papers from Fabio Trojani's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  3. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  5. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  6. Term premia and interest rate forecasts in affine models
  7. Specification Analysis of Affine Term Structure Models
  8. Nonparametric Risk Management and Implied Risk Aversion
  9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  10. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics

Their papers