I. Dubova

Economics and Econometrics · 2018

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom I. Dubova trusts overall

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

  1. Francis X. Diebold
  2. Christian M. Hafner
  3. Helmut Herwartz
  4. Scott R. Baker

Papers from I. Dubova's perspective

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

  1. Measuring Economic Policy Uncertainty
  2. Better to give than to receive: Predictive directional measurement of volatility spillovers
  3. Volatility impulse responses for multivariate GARCH models: An exchange rate illustration
  4. Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets*
  5. A Lagrange multiplier test for causality in variance
  6. MACROECONOMICS AND REALITY
  7. Generalized autoregressive conditional heteroskedasticity
  8. MODELING AND FORECASTING REALIZED VOLATILITY
  9. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  10. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models

Their papers