Daniel Rittler
Economics and Econometrics · 2011–2014
A researcher in the Science corpus: 3 papers; trusts 13 researchers and is trusted by 13 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 55 citations into it; #5,135 of 23,481 by trust here, #8,121 by citations
- Finance — 32 citations into it
- Renewable Energy, Sustainability and the Environment — 19 citations into it; #3,438 of 5,212 by trust here, #4,108 by citations
Whom Daniel Rittler trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- J. Gonzalo
- Julien Chevallier
- Robert F. Engle
- Emilie Alberola
- Christian Conrad
- Marc S. Paolella
- Clive W. J. Granger
- Erik Theissen
- B. Chèze
- Lutz Kilian
Who trusts Daniel Rittler overall
- Tālis J. Putniņš
- Guiglielmo Maria Caporale
- Shawkat Hammoudeh
- John Hunter
- Faek Menla Ali
- Duc Khuong Nguyen
- Anupam Dutta
- M. Balcılar
- Juan Carlos Reboredo
- Xianfang Su
Papers from Daniel Rittler's perspective
Ordered by how strongly the researchers Daniel Rittler trusts endorse each paper. Same corpus, a different order for every researcher.
- The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"
- Dynamic Conditional Correlation
- Price drivers and structural breaks in European carbon prices 2005–2007
- An econometric analysis of emission allowance prices
- Stock Market Volatility and Macroeconomic Fundamentals (Review of Economics and Statistics)
- Generalized autoregressive conditional heteroskedasticity
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
- Subsampling
- Statistics for long-memory processes
- A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
Their papers
- Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis (2011) — 186 citations
- On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets (2014) — 187 citations
- Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency (2012) — 166 citations