Berthold R. Haag

Economics and Econometrics · 2006–2009

A researcher in the Science corpus: 2 papers; trusts 15 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Berthold R. Haag trusts overall

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

  1. W. Härdle
  2. Tim Bollerslev
  3. Daniel B. Nelson
  4. James Davidson
  5. Paolo Zaffaroni
  6. Yacine Aït-Sahalia
  7. Jens-Peter Kreiss
  8. Menelaos Karanasos
  9. Sébastien-Yves Laurent
  10. Christian Conrad

Who trusts Berthold R. Haag overall

  1. Christian Conrad
  2. Menelaos Karanasos

Papers from Berthold R. Haag's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  3. STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (Econometric Theory)
  4. Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model
  5. Applied Nonparametric Regression
  6. LARCH, leverage and long memory
  7. Local polynomial modelling and its applications
  8. STATIONARITY AND MEMORY OF ARCH(∞) MODELS (Econometric Theory)
  9. Recent Advances in ARCH Modelling
  10. On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach

Their papers