Tony Klein

Economics and Econometrics · 2017–2020

A researcher in the Science corpus: 5 papers; trusts 50 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Tony Klein trusts overall

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

  1. Tim Bollerslev
  2. Robert F. Engle
  3. Paraskevi Katsiampa
  4. Andrew J. Patton
  5. Shawkat Hammoudeh
  6. Arthur P. Dempster
  7. Ole E. Barndorff-Nielsen
  8. Walid Chkili
  9. Fulvio Corsi
  10. Ahmet Sensoy

Who trusts Tony Klein overall

  1. Elie Bouri
  2. T. Walther
  3. Anders Stensås
  4. Syed Jawad Hussain Shahzad
  5. David Roubaud
  6. Emmanouil Platanakis

Papers from Tony Klein's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Consistent Ranking of Volatility Models
  3. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  5. Dynamic Conditional Correlation
  6. Volatility estimation for Bitcoin: A comparison of GARCH models
  7. What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (PLoS ONE)
  8. Volatility Forecast Comparison Using Imperfect Volatility Proxies
  9. A Simple Long Memory Model of Realized Volatility
  10. A Simple Approximate Long-Memory Model of Realized Volatility

Their papers