Md. Akhtaruzzaman

Economics and Econometrics · Finance Research Letters · 2019–2020

A researcher in the Science corpus: 5 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Md. Akhtaruzzaman trusts overall

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

  1. Francis X. Diebold
  2. Robert F. Engle
  3. D. Dimitriou
  4. K. Yilmaz
  5. Kamil Yilmaz
  6. Dimitris Kenourgios
  7. Dayong Zhang

Who trusts Md. Akhtaruzzaman overall

  1. L. Yarovaya

Papers from Md. Akhtaruzzaman's perspective

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

  1. Dynamic Conditional Correlation
  2. Better to give than to receive: Predictive directional measurement of volatility spillovers
  3. Global Financial Crisis and Emerging Stock Market Contagion: A Multivariate FIAPARCH-DCC Approach
  4. Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets*
  5. Generalized autoregressive conditional heteroskedasticity
  6. The Specification of Conditional Expectations
  7. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  10. A Reality Check for Data Snooping

Their papers