T. Výrost

Economics and Econometrics · 2012

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom T. Výrost trusts

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

  1. Robert F. Engle (in Economics and Econometrics)

Papers from T. Výrost's perspective

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

  1. Nonparametric Risk Management and Implied Risk Aversion
  2. The stationary bootstrap
  3. Measuring Contagion: Conceptual and Empirical Issues
  4. Dynamics of market correlations: taxonomy and portfolio analysis. (Physical review. E, Statistical, nonlinear, and soft matter physics)
  5. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  6. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  7. An Analysis of Covariance Risk and Pricing Anomalies
  8. Neglecting parameter changes in GARCH models
  9. Returns synchronization and daily correlation dynamics between international stock markets
  10. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

Their papers