Timotheos Angelidis

Economics and Econometrics · 2004

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Timotheos Angelidis trusts overall

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

  1. P. Giot
  2. Tim Bollerslev
  3. Franc J. G. M. Klaassen
  4. Robert F. Engle
  5. Sébastien-Yves Laurent
  6. J. Cabedo
  7. C. Guermat
  8. Daniel B. Nelson
  9. Andrew J. Patton
  10. Monica Billio

Who trusts Timotheos Angelidis overall

  1. Manuela Braione
  2. Carol Alexander
  3. Himadri Ghosh
  4. Stavros Degiannakis *
  5. N. Scholtes
  6. Elizabeth Sheedy
  7. Bishal Gurung

Papers from Timotheos Angelidis's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  4. Value-at-Risk: a multivariate switching regime approach
  5. Value-at-Risk for long and short trading positions
  6. Modelling skewness dynamics in series of financial data using skewed location-scale distributions
  7. Value at risk models for Dutch bond portfolios
  8. Estimating the Dimension of a Model
  9. What good is a volatility model?
  10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers