T. Assefa

Economics and Econometrics · 2013

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom T. Assefa trusts overall

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

  1. Robert F. Engle

Who trusts T. Assefa overall

  1. A. B. Rejeb
  2. Perry Sadorsky

Papers from T. Assefa's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  5. Estimating the Dimension of a Model
  6. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
  9. A Reality Check for Data Snooping
  10. Asymptotic theory for multivariate GARCH processes

Their papers