Yegnanew A. Shiferaw

Economics and Econometrics · 2019

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 15 citations into it
• Finance — 6 citations into it
• Renewable Energy, Sustainability and the Environment — 5 citations into it

Whom Yegnanew A. Shiferaw trusts overall

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

1. Robert F. Engle
2. Tim Bollerslev
3. W. Tyner
4. Babajide Fowowe
5. David Ardia

Papers from Yegnanew A. Shiferaw's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. A Note on Rising Food Prices
3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
4. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
5. Time Series Analysis: Forecasting and Control
6. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
7. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
9. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
10. Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective

Their papers

• Time-varying correlation between agricultural commodity and energy price dynamics with Bayesian multivariate DCC-GARCH models (2019) — 51 citations