Keven Bluteau

Economics and Econometrics · 2018–2022

A researcher in the Science corpus: 4 papers; trusts 18 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Keven Bluteau trusts overall

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

  1. David Ardia
  2. Robert F. Engle
  3. Tim Bollerslev
  4. Paraskevi Katsiampa
  5. J. Ziegel
  6. Juri Marcucci
  7. Franc J. G. M. Klaassen
  8. N. Shephard
  9. Lawrence R. Glosten
  10. Todd E. Clark

Papers from Keven Bluteau's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Value at Risk: The New Benchmark for Managing Financial Risk
  5. Tests of Equal Forecast Accuracy and Encompassing for Nested Models
  6. Realising the future: forecasting with high frequency based volatility (HEAVY) models
  7. Controlling the false discovery rate: a practical and powerful approach to multiple testing
  8. COHERENCE AND ELICITABILITY
  9. Scoring Rules for Continuous Probability Distributions
  10. Volatility estimation for Bitcoin: A comparison of GARCH models

Their papers