Juri Marcucci

Economics and Econometrics · 2005–2013

A researcher in the Science corpus: 6 papers; trusts 35 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

Whom Juri Marcucci trusts overall

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

  1. P. R. Hansen
  2. Ken West
  3. Halbert White
  4. Tim Bollerslev
  5. Todd E. Clark
  6. Dimitris Nicolas Politis
  7. Monica Billio
  8. Chris Brooks
  9. Michael W. McCracken
  10. Lawrence R. Glosten

Who trusts Juri Marcucci overall

  1. Lieven Baele
  2. Yue‐Jun Zhang
  3. David Ardia
  4. Jinliang Zhang
  5. Jui-Cheng Hung
  6. Keven Bluteau
  7. Laura Baselga-Pascual
  8. Guglielmo Barone
  9. S. Basher
  10. Kris Boudt

Papers from Juri Marcucci's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. A Reality Check for Data Snooping
  3. The stationary bootstrap
  4. Asymptotic Inference about Predictive Ability
  5. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  7. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
  8. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)
  9. Tests of Equal Forecast Accuracy and Encompassing for Nested Models
  10. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH

Their papers