Ivana Komunjer

Economics and Econometrics · 2005–2015

A researcher in the Science corpus: 8 papers; trusts 44 researchers and is trusted by 38 researchers here, as inferred from the citation graph.

Subfields

Whom Ivana Komunjer trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Andrew J. Patton
  4. Whitney K. Newey
  5. Samuel Kotz
  6. Olivier Scaillet
  7. Alexander J. McNeil
  8. Christopher A. Sims
  9. P. Giot
  10. Nikolay Iskrev

Who trusts Ivana Komunjer overall

  1. Dongming Zhu
  2. James W. Taylor
  3. John Douglas Opdyke
  4. L. Ziegler
  5. Anil K. Bera
  6. Zhongjun Qu
  7. John W. Galbraith
  8. Victoria Zinde-Walsh
  9. Antonio F. Galvao
  10. Catherine Constable

Papers from Ivana Komunjer's perspective

Ordered by how strongly the researchers Ivana Komunjer 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. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  5. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  7. Nonparametric methods for inference in the presence of instrumental variables
  8. Advances in Economics and Econometrics: Endogeneity in Nonparametric and Semiparametric Regression Models
  9. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  10. Portfolio Selection

Their papers