D. Ferraro
Economics and Econometrics · 2011
A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 34 citations into it
- Finance — 15 citations into it
- Renewable Energy, Sustainability and the Environment — 12 citations into it
Whom D. Ferraro trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lutz Kilian
- R. Giacomini
- Barbara Rossi
- Yin-Wong Cheung
- Torben G. Andersen
- James D. Hamilton
- Tim Bollerslev
- M. Chinn
- Ken West
Who trusts D. Ferraro overall
Papers from D. Ferraro's perspective
Ordered by how strongly the researchers D. Ferraro trusts endorse each paper. Same corpus, a different order for every researcher.
- Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? (Social Science Research Network)
- Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
- Forecast comparisons in unstable environments
- Asymptotic Inference about Predictive Ability
- A Reality Check for Data Snooping
- Tests of Equal Forecast Accuracy and Encompassing for Nested Models
- Testing for structural change in conditional models
- Generalized autoregressive conditional heteroskedasticity
- Why is it so Difficult to Beat the Random Walk Rorecast of Exchange Rates? (Social Science Research Network)
- Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
Their papers
- Can Oil Prices Forecast Exchange Rates (2011) — 316 citations