N. Metiu

Economics and Econometrics · 2012–2014

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom N. Metiu trusts overall

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

  1. Peter C. B. Phillips
  2. Tim Bollerslev
  3. Jeffrey M. Wooldridge
  4. Francis A. Longstaff
  5. Donggyu Sul

Who trusts N. Metiu overall

  1. Antonio Di Cesare
  2. P. Claeys
  3. Giuseppe Grande

Papers from N. Metiu's perspective

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

  1. Economic Transition and Growth
  2. Generalized autoregressive conditional heteroskedasticity
  3. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  4. Stochastic Volatility: Selected Readings
  5. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  6. Testing For A Unit Root In Panels With Dynamic Factors
  7. Determining the Number of Factors in Approximate Factor Models
  8. Common risk factors in the returns on stocks and bonds
  9. Unit root tests for panel data
  10. Value at Risk: The New Benchmark for Managing Financial Risk

Their papers