B. Candelon
Economics and Econometrics · 2001–2014
A researcher in the Science corpus: 9 papers; trusts 38 researchers and is trusted by 27 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 67 citations into it; #3,689 of 23,481 by trust here, #3,270 by citations
- Finance — 51 citations into it; #1,755 of 10,518 by trust here, #1,266 by citations
- Statistics and Probability — 14 citations into it
- Management Science and Operations Research — 6 citations into it
Whom B. Candelon trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Clive W. J. Granger
- Kristin J. Forbes
- Roberto Rigobon
- Donald W. K. Andrews
- Liangjun Su
- Christopher A. Sims
- Tim Bollerslev
- Halbert White
- Lars Peter Hansen
- James D. Hamilton
Who trusts B. Candelon overall
- Shiu‐Sheng Chen
- António Afonso
- Yuanyuan Zhang
- Jón Dańıelsson
- Antonio Rúa
- Rania Jammazi
- Katrin Assenmacher-Wesche
- Seref Bozoklu
- Veli Yılancı
- C. Aloui
Papers from B. Candelon's perspective
Ordered by how strongly the researchers B. Candelon trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- Money, Income, and Causality
- MODELING AND FORECASTING REALIZED VOLATILITY
- Density Estimation for Statistics and Data Analysis
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Identifying Bull and Bear Markets in Stock Returns
- Statistics for long-memory processes
- Measuring Contagion: Conceptual and Empirical Issues
- On crises, contagion, and confusion
Their papers
- On measuring synchronization of bulls and bears: The case of East Asia (2008) — 190 citations
- Testing for short- and long-run causality: A frequency-domain approach (2006) — 914 citations
- Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis (2011) — 306 citations
- Backtesting value-at-risk : a GMM duration-based test (2008) — 132 citations
- Evidences of interdependence and contagion using a frequency domain framework (2005) — 180 citations
- How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods (2010) — 120 citations
- A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion (2014) — 89 citations
- Liberalisation and stock market co-movement between emerging economies (2011) — 113 citations
- On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models (2001) — 147 citations