Štefan Lyócsa

Economics and Econometrics · 2012–2020

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Štefan Lyócsa trusts overall

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

  1. Robert F. Engle
  2. Torben G. Andersen
  3. Tim Bollerslev
  4. Andrew J. Patton
  5. Ole E. Barndorff-Nielsen
  6. Fulvio Corsi
  7. Dirk G. Baur
  8. Andrew Urquhart

Papers from Štefan Lyócsa's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Dynamic Conditional Correlation
  3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. A Simple Long Memory Model of Realized Volatility
  6. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  7. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  8. Separating Microstructure Noise from Volatility
  9. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  10. Consistent Ranking of Volatility Models

Their papers