Claudio Morana

Economics and Econometrics · 2001–2020

A researcher in the Science corpus: 10 papers; trusts 41 researchers and is trusted by 35 researchers here, as inferred from the citation graph.

Subfields

Whom Claudio Morana trusts overall

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

  1. Jeffrey A. Frankel
  2. Jushan Bai
  3. Ole E. Barndorff-Nielsen
  4. Allan G. Timmermann
  5. Marc Henry
  6. N. Shephard
  7. Bernard Walter Silverman
  8. Andrew K. Rose
  9. Andrea Beltratti
  10. Andrew G. Meyer

Who trusts Claudio Morana overall

  1. O. Efimova
  2. Ş. Nazlıoğlu
  3. Xiaodong Du
  4. WangShouyang
  5. Paulo M. M. Rodrigues
  6. Apostolos Serletis
  7. Rangan Gupta
  8. Ugur Soytas
  9. Cindy L. Yu
  10. YuLean

Papers from Claudio Morana's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Long Memory and Regime Switching
  3. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  4. An Introduction to Multivariate Statistical Analysis
  5. How accurate is the asymptotic approximation to the distribution of realised variance
  6. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  7. Density Estimation for Statistics and Data Analysis
  8. Inferential Theory for Factor Models of Large Dimensions
  9. Regime Switches in Interest Rates
  10. What moves stock prices?

Their papers