R. Ripple

Economics and Econometrics · 2007–2019

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 34 citations into it; #16,962 of 23,481 by trust here, #14,051 by citations
• Finance — 24 citations into it

Whom R. Ripple trusts overall

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

1. P. Pedroni
2. P. R. Hansen
3. Tim Bollerslev
4. Daniel B. Nelson
5. Paolo Agnolucci
6. Franc J. G. M. Klaassen

Who trusts R. Ripple overall

1. Paresh Kumar Narayan
2. Russell Smyth *

Papers from R. Ripple's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Testing for unit roots in heterogeneous panels
3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
4. PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Econometric Theory)
5. Estimating the Dimension of a Model
6. Modeling and forecasting petroleum futures volatility
7. Neglecting parameter changes in GARCH models
8. Forecasting Stock Market Volatility with Regime-Switching GARCH Models
9. A Test for Superior Predictive Ability
10. Improving GARCH volatility forecasts with regime-switching GARCH

Their papers

• Household energy consumption versus income and relative standard of living: A panel approach (2007) — 125 citations
• Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models? (2019) — 80 citations