C. Starica

Finance · 2000–2004

A researcher in the Science corpus: 4 papers; trusts 8 researchers and is trusted by 31 researchers here, as inferred from the citation graph.

Subfields

Whom C. Starica trusts overall

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

  1. Thomas Mikosch
  2. Bärbel F. Finkenstädt
  3. Lajos Horv'ath
  4. Tim Bollerslev
  5. Jem N. Corcoran
  6. Jan Beran
  7. Piotr Kokoszka
  8. D. Straumann
  9. Holger Rootz'en
  10. Paul Doukhan

Who trusts C. Starica overall

  1. Richard A. Davis
  2. Richard A. Davis
  3. Thomas Mikosch
  4. Rama Cont
  5. Richard C. Bradley
  6. Bojan Basrak
  7. Peter Buhlmann
  8. Claudia Klüppelberg
  9. Christian Gouriéroux
  10. Wai Keung Li

Papers from C. Starica's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Empirical Process of the Squared Residuals of an ARCH Sequence
  3. Statistics for long-memory processes
  4. Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
  5. Mixing: Properties and Examples
  6. Whittle estimation in a heavy-tailed GARCH(1,1) model
  7. STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (Econometric Theory)
  8. Extreme Values in Finance, Telecommunications, and the Environment
  9. Markov Chains and Stochastic Stability
  10. GARCH processes: structure and estimation

Their papers