Amélie Charles

Economics and Econometrics · 2006–2019

A researcher in the Science corpus: 6 papers; trusts 29 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

Whom Amélie Charles trusts overall

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

  1. Tim Bollerslev
  2. Jae Hyun Kim
  3. Nora Muler
  4. Jonathan H. Wright
  5. M. Domínguez
  6. Daniel B. Nelson
  7. Ignacio N. Lobato
  8. A. H. Dyhrberg
  9. Juan-Carlos Escanciano
  10. Paraskevi Katsiampa

Who trusts Amélie Charles overall

  1. K. Lim
  2. Ayoub Ammy-Driss
  3. Robert Hudson
  4. Jae Hyun Kim
  5. Georgios Sermpinis
  6. Yue‐Jun Zhang
  7. Andrew Urquhart
  8. Matthieu Garcin
  9. Wei Luo
  10. Olivier Darné

Papers from Amélie Charles's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
  3. On a measure of lack of fit in time series models
  4. The Behavior of Stock-Market Prices
  5. A Reality Check for Data Snooping
  6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  7. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  8. Trends and random walks in macroeconmic time series: Some evidence and implications
  9. Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models (Review of Economics and Statistics)
  10. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

Their papers