Andrew C. Szakmary

Economics and Econometrics · 2000–2010

A researcher in the Science corpus: 4 papers; trusts 2 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Andrew C. Szakmary trusts overall

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

  1. Christopher J. Neely
  2. Robert F. Engle
  3. Tim Bollerslev
  4. Lars Peter Hansen
  5. Halbert White
  6. Narasimhan Jegadeesh
  7. Russell Davidson
  8. Joëlle Miffre
  9. Robert A. Korajczyk
  10. Sheridan Titman

Who trusts Andrew C. Szakmary overall

  1. D. Basu
  2. Joëlle Miffre
  3. Joachim Grammig
  4. Frank Schuhmacher
  5. Ser-Huang Poon
  6. Jacinta Chan Phooi M’ng
  7. Paresh Kumar Narayan

Papers from Andrew C. Szakmary's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  3. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  4. The Pricing of Options and Corporate Liabilities
  5. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  6. The Strategic and Tactical Value of Commodity Futures
  7. An examination of momentum strategies in commodity futures markets
  8. Facts and Fantasies about Commodity Futures
  9. Momentum Strategies in Commodity Futures Markets
  10. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation

Their papers