Borus Jungbacker
Economics and Econometrics · 2005–2008
A researcher in the Science corpus: 2 papers; trusts 20 researchers and is trusted by 25 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 25 citations into it; #4,844 of 23,481 by trust here, #6,470 by citations
- Finance — 19 citations into it; #2,226 of 10,518 by trust here, #2,555 by citations
- Statistics and Probability — 5 citations into it
Whom Borus Jungbacker trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- James H. Stock
- Jushan Bai
- Jean Boivin
- Siddhartha Chib
- Mark W. Watson
- Gary Chamberlain
- Gregory Connor
- Ole E. Barndorff-Nielsen
- Ben S. Bernanke
- Domenico Giannone
Who trusts Borus Jungbacker overall
- Marta Bańbura
- J. Breitung
- Clive G. Bowsher
- Jushan Bai
- Stavros Degiannakis *
- J. Tenhofen
- M. Modugno
- R. Meeks
- Torben G. Andersen
- Roxana Chiriac
Papers from Borus Jungbacker's perspective
Ordered by how strongly the researchers Borus Jungbacker trusts endorse each paper. Same corpus, a different order for every researcher.
- Inferential Theory for Factor Models of Large Dimensions
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Macroeconomic Forecasting Using Diffusion Indexes
- Forecasting Using Principal Components From a Large Number of Predictors
- Bayesian Dynamic Factor Models and Portfolio Allocation
- Large Bayesian vector auto regressions
- Time Series Analysis by State Space Methods
- Monetary Policy in a Data-Rich Environment
- Nber Working Paper Series Measuring the Effects of Monetary Policy : a Factor-augmented Vector Autoregressive ( Favar ) Approach
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models
Their papers
- Forecasting Daily Variability of the S&P 100 Stock Index Using Historical, Realised and Implied Volatility Measurements (2005) — 611 citations
- Likelihood-based Analysis for Dynamic Factor Models (2008) — 122 citations