Francesc Mármol

Finance · 2002–2004

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it; #3,538 of 10,518 by trust here, #6,419 by citations
• Economics and Econometrics — 7 citations into it; #7,710 of 23,481 by trust here, #15,581 by citations

Whom Francesc Mármol trusts overall

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

1. Carlos Velasco
2. Peter M. Robinson

Who trusts Francesc Mármol overall

1. Morten Ørregaard Nielsen
2. J. Hualde
3. Søren Johansen
4. Peter M. Robinson
5. Katsumi Shimotsu

Papers from Francesc Mármol's perspective

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

1. Statistics for long-memory processes
2. Linear Processes in Function Spaces
3. An Efficient Taper for Potentially Overdifferenced Long‐memory Time Series
4. Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
5. Convergence of Probability Measures
6. Generalized autoregressive conditional heteroskedasticity
7. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
8. On a measure of lack of fit in time series models
9. EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Econometric Theory)
10. Inference on the cointegration rank in fractionally integrated processes

Their papers

• Consistent Testing of Cointegrating Relationships (2004) — 52 citations
• Residual Log-Periodogram Inference for Long-Run-Relationships (2002) — 60 citations