L. Pham

Economics and Econometrics · with Huynh · 2016–2021

A researcher in the Science corpus: 5 papers; trusts 41 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

Whom L. Pham trusts overall

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

  1. Tim Bollerslev
  2. Juan Carlos Reboredo
  3. Jozef Baruník
  4. Charoula Daskalaki
  5. Perry Sadorsky
  6. Luc Bauwens
  7. Kris Boudt
  8. Wasim Ahmad
  9. Heejoon Han
  10. Shunsuke Managi

Who trusts L. Pham overall

  1. Xiaoguang Zhou
  2. M. Naeem
  3. Yadi Cui
  4. J. Banga
  5. Farhad Taghizadeh‐Hesary
  6. Juan Carlos Reboredo
  7. Nana Liu
  8. Takashi Kanamura
  9. Naoyuki Yoshino
  10. R. Ferrer

Papers from L. Pham's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Dynamic Conditional Correlation
  3. MODELING AND FORECASTING REALIZED VOLATILITY
  4. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  5. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  7. Should Investors Include Commodities in Their Portfolios After All? New Evidence
  8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  9. Long Memory and Regime Switching
  10. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)

Their papers