John W. Galbraith
Center for Interuniversity Research and Analysis on Organizations(CA)
Publications by Year
Research Areas
Monetary Policy and Economic Impact, Financial Risk and Volatility Modeling, Market Dynamics and Volatility, Statistical Methods and Inference, Complex Systems and Time Series Analysis
Most-Cited Works
- → Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data(1993)1,744 cited
- → Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.(1996)1,603 cited
- → Testing for a Unit Root(1993)879 cited
- → A generalized asymmetric Student- distribution with application to financial econometrics(2010)172 cited
- → Exchange rates and commodity prices: Measuring causality at multiple horizons(2015)106 cited
- → Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions(2011)88 cited