Federico Nardari

Finance · 2002–2010

A researcher in the Science corpus: 6 papers; trusts 38 researchers and is trusted by 55 researchers here, as inferred from the citation graph.

Subfields

• Finance — 97 citations into it; #833 of 10,518 by trust here, #626 by citations
• Economics and Econometrics — 71 citations into it; #2,232 of 23,481 by trust here, #2,388 by citations
• Accounting — 42 citations into it; #2,022 of 8,970 by trust here, #1,922 by citations
• Management Science and Operations Research — 10 citations into it
• Statistics and Probability — 9 citations into it
• Strategy and Management — 7 citations into it; #2,503 of 10,874 by trust here, #2,807 by citations
• Probabilistic & Bayesian Methods — 6 citations into it
• Artificial Intelligence — 5 citations into it

Whom Federico Nardari trusts overall

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

1. Siddhartha Chib
2. Bjørn Eraker
3. N. Shephard
4. Ole E. Barndorff-Nielsen
5. Robert F. Engle
6. Geert Bekaert
7. Andrew Ang
8. Narasimhan Jegadeesh
9. Torben G. Andersen
10. Chenchuramaiah T. Bathala

Who trusts Federico Nardari overall

1. Mark J. Jensen
2. Siddhartha Chib
3. Carmen Broto
4. Jun Yu
5. Garland B. Durham
6. S. J. Koopman
7. Manabu Asai
8. John M. Griffin
9. Alexander Philipov
10. Florian Huber

Papers from Federico Nardari's perspective

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

1. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
2. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
3. MCMC Analysis of Diffusion Models With Application to Finance
4. The Impact of Jumps in Volatility and Returns
5. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
6. Common risk factors in the returns on stocks and bonds
7. Bayesian Dynamic Factor Models and Portfolio Allocation
8. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
9. An empirical investigation of continuous-time equity return models
10. Markov chain Monte Carlo methods for stochastic volatility models

Their papers

• Markov chain Monte Carlo methods for stochastic volatility models (2002) — 572 citations
• Analysis of high dimensional multivariate stochastic volatility models (2006) — 361 citations
• Do Investors Trade More When Stocks Have Performed Well? Evidence from 46 Countries (2007) — 326 citations
• Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets (2010) — 502 citations
• Time-varying short-horizon predictability ☆ (2008) — 437 citations
• Are Daily Cross-Border Equity Flows Pushed or Pulled? (2004) — 303 citations