Concepedia

Offer Lieberman

OL

Statistics

Publications

33

Citations

1.5K

H-Index

20

Active since

1992

Affiliations

Technion – Israel Institute of Technology(Current)

University of Haifa

Yale University

Centre de Recherche en Économie et Statistique

Offer Lieberman is an author at Technion – Israel Institute of Technology specializing in engineering, statistics, and statistical inference.

Top concepts

StatisticsEngineeringBusinessStatistical InferenceEconomicsEconometricsFinanceEstimation TheoryApproximation TheoryTime Series Econometrics

Publications per year

1992–2017

33

Publications

33

Asymptotic theory for multivariate GARCH processes

Fabienne Comte, Offer Lieberman · Journal of Multivariate Analysis · 2003 · 308 citations

Multivariate Stochastic Volatility, Engineering, Integrable Probability +3

GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION

Michael McAleer, Félix Chan, Suhejla Hoti et al. · Econometric Theory · 2008 · 180 citations · Full text

Dynamic Economic Model, Economics, Econometric Model +15

A characterization of the price behavior of international dual stocks: an error correction approach

Offer Lieberman, Uri Ben‐Zion, Shmuel Hauser · Journal of International Money and Finance · 1999 · 85 citations

Empirical Finance, Economics, Financial Economics +10

Empirical Similarity

Itzhak Gilboa, Offer Lieberman, David Schmeidler · The Review of Economics and Statistics · 2006 · 82 citations

Similarity Function, Ranking Algorithm, Engineering +8

A Laplace approximation to the moments of a ratio of quadratic forms

Offer Lieberman · Biometrika · 1994 · 66 citations · Full text

Spectral Theory, Large Deviations, Dominating Peak +15

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