Vit Bubak

Economics and Econometrics · 2011

A researcher in the Science corpus: 1 paper; trusts 12 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Vit Bubak trusts overall

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

  1. Robert F. Engle
  2. Fulvio Corsi
  3. Torben G. Andersen
  4. Francis X. Diebold
  5. Ole E. Barndorff-Nielsen
  6. P. R. Hansen
  7. Tim Bollerslev
  8. N. Shephard
  9. Asger Lunde
  10. Kevin Sheppard

Who trusts Vit Bubak overall

  1. Nikolaos Antonakakis
  2. David Gabauer
  3. Guiglielmo Maria Caporale

Papers from Vit Bubak's perspective

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

  1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  2. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  3. Generalized autoregressive conditional heteroskedasticity
  4. MODELING AND FORECASTING REALIZED VOLATILITY
  5. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  6. A Simple Long Memory Model of Realized Volatility
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  9. Dynamic Conditional Correlation
  10. The Volatility of Realized Volatility

Their papers