M. Nieto

Finance · with Ruiz · 2016

A researcher in the Science corpus: 1 paper; trusts 77 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 77 citations into it; #9,977 of 10,518 by trust here, #10,352 by citations
• Economics and Econometrics — 61 citations into it; #22,120 of 23,481 by trust here, #23,209 by citations
• Management Science and Operations Research — 17 citations into it
• Statistics and Probability — 14 citations into it
• Global and Planetary Change — 6 citations into it

Whom M. Nieto trusts overall

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

1. Jeremy Berkowitz
2. James W. Taylor
3. Peter F. Christoffersen
4. Robert F. Engle
5. Juan-Carlos Escanciano
6. Tim Bollerslev
7. Alexander J. McNeil
8. Kevin Dowd
9. Daniel B. Nelson
10. Andrew J. Patton

Who trusts M. Nieto overall

1. James W. Taylor

Papers from M. Nieto's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
5. Value at Risk: The New Benchmark for Managing Financial Risk
6. Modelling Extremal Events for Insurance and Finance
7. Asymptotic Inference about Predictive Ability
8. Making and Evaluating Point Forecasts
9. A Reality Check for Data Snooping
10. Tests of Conditional Predictive Ability

Their papers

• Frontiers in VaR forecasting and backtesting (2016) — 128 citations