Lorán Chollete

Economics and Econometrics · 2009–2011

A researcher in the Science corpus: 2 papers; trusts 19 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Lorán Chollete trusts overall

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

  1. Andrew J. Patton
  2. Juan Carlos Meléndez Rodríguez
  3. Andrew Ang
  4. Lingfang Hu
  5. Robert F. Engle
  6. F. Longin
  7. Xiaohong Chen
  8. Whitney K. Newey
  9. Eric Jondeau
  10. Alexandra Dias

Who trusts Lorán Chollete overall

  1. Claudia Czado
  2. Eike C. Brechmann
  3. Jeffrey F. Dißmann
  4. Andrew J. Patton
  5. Kjersti Aas
  6. Ulf Schepsmeier
  7. Ingrid Hobæk Haff
  8. Juan Carlos Reboredo
  9. S. Jeske
  10. Holger Fink

Papers from Lorán Chollete's perspective

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

  1. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  2. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  3. Extreme Correlation of International Equity Markets
  4. Generalized autoregressive conditional heteroskedasticity
  5. Dependence patterns across financial markets: a mixed copula approach
  6. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  7. Pair-copula constructions of multiple dependence
  8. Large sample estimation and hypothesis testing
  9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  10. Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification

Their papers