Stefan Straetmans

Finance · 2001–2008

A researcher in the Science corpus: 5 papers; trusts 19 researchers and is trusted by 31 researchers here, as inferred from the citation graph.

Subfields

Whom Stefan Straetmans trusts overall

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

  1. Thomas Mikosch
  2. Donald W. K. Andrews
  3. Ser-Huang Poon
  4. Tim Bollerslev
  5. Kristin J. Forbes
  6. F. Longin
  7. Michael Rockinger
  8. Lars Peter Hansen
  9. C. Starica
  10. Graciela L. Kaminsky

Who trusts Stefan Straetmans overall

  1. Olivier De Jonghe
  2. Chen Zhou
  3. Shiu‐Sheng Chen
  4. D. Oh
  5. Andrew J. Patton
  6. Heni Boubaker
  7. René Garcia
  8. Anna Pavlova
  9. Haijun Li
  10. Marco Rocco

Papers from Stefan Straetmans's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  3. A Directory of Coefficients of Tail Dependence
  4. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  5. Contagion as a Wealth Effect
  6. Identifying Bull and Bear Markets in Stock Returns
  7. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
  8. Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications
  9. Systemic Risk: A Survey (Social Science Research Network)
  10. A Rational Expectations Model of Financial Contagion

Their papers