D. Oh

Finance · 2013–2018

A researcher in the Science corpus: 4 papers; trusts 46 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom D. Oh trusts overall

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

  1. Andrew J. Patton
  2. Andrew S. Harvey
  3. Xiaohong Chen
  4. S. Demarta
  5. Tim Bollerslev
  6. Robert F. Engle
  7. Bruno R'emillard
  8. Fulvio Corsi
  9. Ole E. Barndorff-Nielsen
  10. Alexander J. McNeil

Who trusts D. Oh overall

  1. Andrew J. Patton
  2. Gregor Kastner
  3. Yanqin Fan

Papers from D. Oh's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  3. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  4. The t Copula and Related Copulas
  5. On Default Correlation: A Copula Function Approach
  6. Dynamic Conditional Correlation
  7. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  9. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  10. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

Their papers