A. Alizadeh

Economics and Econometrics · 2004–2009

A researcher in the Science corpus: 5 papers; trusts 6 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom A. Alizadeh trusts overall

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

  1. Clive W. J. Granger
  2. Robert F. Engle
  3. Tim Bollerslev
  4. W. Fong
  5. Halbert White
  6. Nikos Nomikos
  7. Gabriel Pérez-Quirós
  8. Donald Lien
  9. I. Marsh
  10. H. Byström

Who trusts A. Alizadeh overall

  1. Monica Billio
  2. Nikos Nomikos
  3. Roberto Casarin
  4. Panos K. Pouliasis
  5. Anthony Osuntuyi
  6. Hsiang‐Tai Lee
  7. Dimitris A. Tsouknidis
  8. Chris Brooks

Papers from A. Alizadeh's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. The Cross‐Section of Expected Stock Returns
  3. Firm Size and Cyclical Variations in Stock Returns
  4. Investigating causal relations by econometric models and cross-spectral methods
  5. Out-of-sample tests of forecasting accuracy: an analysis and review
  6. The hedging performance of electricity futures on the Nordic power exchange
  7. A Markov regime switching approach for hedging stock indices
  8. Testing for Constant Hedge Ratios in Commodity Markets: A Multivariate GARCH Approach
  9. Price Discovery, Causality and Forecasting in the Freight Futures Market
  10. Asymptotic Inference about Predictive Ability

Their papers