John Cotter

Finance · 2002–2011

A researcher in the Science corpus: 5 papers; trusts 29 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom John Cotter trusts overall

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

  1. Tim Bollerslev
  2. Robert F. Engle
  3. Alexander J. McNeil
  4. S. Stevenson
  5. Michael Devaney
  6. F. Longin
  7. Ronald Huisman
  8. Rüdiger Frey
  9. Ramazan Gencay
  10. Ronnie Sircar

Who trusts John Cotter overall

  1. Marco Rocco
  2. K. Liow
  3. Rustam Ibragimov
  4. K. Ho
  5. M. F. Ibrahim

Papers from John Cotter's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  4. An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
  5. Nonparametric Risk Management and Implied Risk Aversion
  6. From value at risk to stress testing : The extreme value approach Franc ß ois
  7. Wavelet Methods for Time Series Analysis
  8. The Hedge Ratio and the Empirical Relationship between the Stock and Futures Markets: A New Approach Using Wavelet Analysis
  9. Further Evidence on the Integration of REIT, Bond, and Stock Returns
  10. An Examination of Volatility Spillovers in REIT Returns

Their papers