A. Opschoor

Economics and Econometrics · 2017

A researcher in the Science corpus: 2 papers; trusts 24 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 37 citations into it; #18,914 of 23,481 by trust here, #20,008 by citations
• Finance — 33 citations into it
• Management Science and Operations Research — 16 citations into it

Whom A. Opschoor trusts overall

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

1. R. Giacomini
2. P. R. Hansen
3. N. Shephard
4. Robert F. Engle
5. Xin Jin
6. Ole E. Barndorff-Nielsen
7. James Mitchell
8. Fulvio Corsi
9. Andrew S. Harvey
10. Andrew L. Rukhin

Who trusts A. Opschoor overall

1. James W. Taylor

Papers from A. Opschoor's perspective

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

1. Dynamic Conditional Correlation
2. Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods
3. Tests of Conditional Predictive Ability
4. A Simple Approximate Long-Memory Model of Realized Volatility
5. Generalized autoregressive conditional heteroskedasticity
6. Forecasting multivariate realized stock market volatility
7. Multivariate High-Frequency-Based Volatility (HEAVY) Models
8. The Wishart Autoregressive Process of Multivariate Stochastic Volatility
9. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers

• Combining density forecasts using focused scoring rules (2017) — 51 citations
• New HEAVY Models for Fat-Tailed Realized Covariances and Returns (2017) — 88 citations