J. Kurka

Economics and Econometrics · 2019

A researcher in the Science corpus: 1 paper; trusts 22 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 25 citations into it; #22,314 of 23,481 by trust here, #20,008 by citations
• Finance — 15 citations into it
• Information Systems — 13 citations into it; #8,294 of 8,771 by trust here, #7,386 by citations

Whom J. Kurka trusts overall

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

1. Francis X. Diebold
2. Ole E. Barndorff-Nielsen
3. Andrew Urquhart
4. Elie Bouri
5. Jozef Baruník
6. Gill Segal
7. N. Shephard
8. K. Yilmaz
9. Kamil Yilmaz
10. Paraskevi Katsiampa

Who trusts J. Kurka overall

1. Eduard Baumöhl

Papers from J. Kurka's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Dynamic Conditional Correlation
3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
4. Better to give than to receive: Predictive directional measurement of volatility spillovers
5. The inefficiency of Bitcoin
6. Volatility estimation for Bitcoin: A comparison of GARCH models
7. Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility (Review of Economics and Statistics)
8. MODELING AND FORECASTING REALIZED VOLATILITY
9. Separating Microstructure Noise from Volatility
10. Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets*

Their papers

• Do cryptocurrencies and traditional asset classes influence each other? (2019) — 204 citations