Ctlin Stric

Finance · 2004–2005

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 34 researchers here, as inferred from the citation graph.

Subfields

Whom Ctlin Stric trusts overall

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

  1. Ken West
  2. Tim Bollerslev
  3. Jan Beran
  4. Thomas Mikosch
  5. Francis X. Diebold
  6. Liudas Giraitis
  7. D. Straumann
  8. István Berkes
  9. A. Inoue
  10. Peter M. Robinson

Who trusts Ctlin Stric overall

  1. Peter M. Robinson
  2. Giovanni Motta
  3. Ke-Li Xu
  4. Pierre Perron
  5. Yang K. Lu
  6. Timo Teräsvirta
  7. Heejoon Han
  8. Piotr Fryzlewicz
  9. Rainer Dahlhaus
  10. Christian M. Hafner

Papers from Ctlin Stric's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Long Memory and Regime Switching
  3. Statistics for long-memory processes
  4. Asymptotic Inference about Predictive Ability
  5. Whittle estimation in a heavy-tailed GARCH(1,1) model
  6. WHITTLE ESTIMATION OF ARCH MODELS (Econometric Theory)
  7. GARCH processes: structure and estimation
  8. Estimation in Conditionally Heteroscedastic Time Series Models
  9. Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
  10. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH

Their papers