Magnus Andersson

Economics and Econometrics · with Hall · 2006–2015

A researcher in the Science corpus: 3 papers; trusts 12 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Magnus Andersson trusts overall

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

  1. Robert F. Engle
  2. Torben G. Andersen
  3. Ken Kuttner
  4. Tim Bollerslev
  5. Lorenzo Cappiello
  6. Robert A. Connolly
  7. Francis X. Diebold
  8. Chris Stivers
  9. Edwin J. Elton
  10. Ole E. Barndorff-Nielsen

Papers from Magnus Andersson's perspective

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

  1. Stock Market Uncertainty and the Stock-Bond Return Relation
  2. MODELING AND FORECASTING REALIZED VOLATILITY
  3. Monetary policy surprises and interest rates: evidence from the Fed funds futures markets
  4. Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
  5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  6. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  7. Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
  8. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
  9. Generalized autoregressive conditional heteroskedasticity
  10. Mapping regional economic activity from night-time light satellite imagery

Their papers