Paolo Gorgi

Finance · 2018

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Paolo Gorgi trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Daniel B. Nelson
  4. Andrew J. Patton
  5. Olivier Wintenberger
  6. Lawrence R. Glosten
  7. Christian Francq

Papers from Paolo Gorgi's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  5. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  6. Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
  7. Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model
  8. Estimation in Conditionally Heteroscedastic Time Series Models
  9. Maximum Likelihood Estimation for Generalized Autoregressive Score Models
  10. MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS (Econometric Theory)

Their papers