S. Lundbergh

2002–2003

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 17 researchers here, as inferred from the citation graph.

Whom S. Lundbergh trusts overall

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

  1. Tim Bollerslev
  2. Donald W. K. Andrews
  3. Lawrence R. Glosten
  4. Robert F. Engle
  5. Ravi Jagannathan
  6. M. Carrasco
  7. Fabienne Comte
  8. D. Runkle

Who trusts S. Lundbergh overall

  1. Timo Teräsvirta
  2. Marcelo C. Medeiros
  3. Maria Pacurar
  4. Michael Mcaleer
  5. Mika Meitz
  6. Cristina Amado
  7. K. Hubrich
  8. Wai Keung Li
  9. Adnen Ben Nasr
  10. Francesco Battaglia

Papers from S. Lundbergh's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Asymptotic theory for multivariate GARCH processes
  3. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. Tests for Parameter Instability and Structural Change with Unknown Change Point
  6. MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
  7. Statistics for long-memory processes
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. A BIAS-REDUCED LOG-PERIODOGRAM REGRESSION ESTIMATOR FOR THE LONG-MEMORY PARAMETER

Their papers