B. Pesaran

Economics and Econometrics · 2007–2010

A researcher in the Science corpus: 2 papers; trusts 11 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom B. Pesaran trusts overall

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

  1. Robert F. Engle
  2. Torben G. Andersen
  3. Jeremy Berkowitz
  4. Tim Bollerslev
  5. Francis X. Diebold
  6. Ole E. Barndorff-Nielsen
  7. Gabriele Fiorentini
  8. Luc Bauwens
  9. N. Shephard
  10. Enrique Sentana

Who trusts B. Pesaran overall

  1. Robert F. Engle
  2. Seema W. Narayan

Papers from B. Pesaran's perspective

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

  1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  2. Generalized autoregressive conditional heteroskedasticity
  3. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. Dynamic Conditional Correlation
  6. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  8. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  9. The distribution of realized stock return volatility
  10. The Distribution of Realized Exchange Rate Volatility

Their papers