Eric Mark Aldrich : Citation Profile


Are you Eric Mark Aldrich?

University of California-Santa Cruz (UCSC)

5

H index

3

i10 index

118

Citations

RESEARCH PRODUCTION:

5

Articles

8

Papers

RESEARCH ACTIVITY:

   11 years (2005 - 2016). See details.
   Cites by year: 10
   Journals where Eric Mark Aldrich has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 4 (3.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pal373
   Updated: 2019-11-16    RAS profile: 2017-02-18    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Eric Mark Aldrich.

Is cited by:

Fernandez-Villaverde, Jesus (8)

van Dijk, Herman (7)

Rubio-Ramirez, Juan F (6)

Grassi, Stefano (6)

Schorfheide, Frank (6)

Baştürk, Nalan (5)

Zha, Tao (3)

Waggoner, Daniel (3)

Posch, Olaf (3)

Ravazzolo, Francesco (3)

Trimborn, Timo (3)

Cites to:

Calvet, Laurent (8)

Fisher, Adlai (5)

Mandelbrot, Benoît (5)

Diebold, Francis (4)

Bollerslev, Tim (4)

Andersen, Torben (2)

Engle, Robert (2)

Karpoff, Jonathan (2)

Gallant, A. (2)

Schorfheide, Frank (2)

Clark, Peter (2)

Main data


Where Eric Mark Aldrich has published?


Working Papers Series with more than one paper published# docs
Working Papers / Duke University, Department of Economics3

Recent works citing Eric Mark Aldrich (2018 and 2017)


YearTitle of citing document
2018A Practical Guide to Parallelization in Economics. (2018). Fernandez-Villaverde, Jesus ; Valencia, David Zarruk. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12890.

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2017Probabilistic wind power forecasting and its application in the scheduling of gas-fired generators. (2017). Xydas, Erotokritos ; Ameli, Hossein ; Jenkins, Nick ; Cipcigan, Liana ; Marmaras, Charalampos ; Qadrdan, Meysam . In: Applied Energy. RePEc:eee:appene:v:192:y:2017:i:c:p:382-394.

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2018A hybrid system for short-term wind speed forecasting. (2018). He, Qingqing ; Lu, Haiyan ; Wang, Jianzhou. In: Applied Energy. RePEc:eee:appene:v:226:y:2018:i:c:p:756-771.

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2018A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2018). Grammig, Joachim ; Kuchlin, Eva-Maria. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:6-33.

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2017Amortization requirements and household indebtedness: An application to Swedish-style mortgages. (2017). Hull, Isaiah. In: European Economic Review. RePEc:eee:eecrev:v:91:y:2017:i:c:p:72-88.

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2017Probabilistic forecasting of wind power ramp events using autoregressive logit models. (2017). Taylor, James W. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:2:p:703-712.

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2019Probabilistic forecast reconciliation with applications to wind power and electric load. (2019). Petropoulos, Fotios ; Panagiotelis, Anastasios ; Jeon, Joo Young. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:2:p:364-379.

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2018Relative spread and price discovery. (2018). Aldrich, Eric M ; Lee, Seung . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:81-98.

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2017Short-term wind speed forecasting using a hybrid model. (2017). Jiang, Ping ; Wang, Jianzhou. In: Energy. RePEc:eee:energy:v:119:y:2017:i:c:p:561-577.

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2017Short-term wind power prediction based on spatial model. (2017). Zeng, Cheng ; Zhao, Yongning ; Ye, Lin ; Zhang, Cihang. In: Renewable Energy. RePEc:eee:renene:v:101:y:2017:i:c:p:1067-1074.

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2018NCAA football television viewership: Product quality and consumer preference relative to market expectations. (2018). Brown, Katie M ; Salaga, Steven. In: Sport Management Review. RePEc:eee:spomar:v:21:y:2018:i:4:p:377-390.

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2017A Likelihood-Based Comparison of Macro Asset Pricing Models. (2017). Winkler, Fabian ; Wasyk, Rebecca ; Chen, Andrew Y. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-24.

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2018Research and Application of a Hybrid Wind Energy Forecasting System Based on Data Processing and an Optimized Extreme Learning Machine. (2018). Wang, Rui ; Gao, Chengze ; Li, Jingrui. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:7:p:1712-:d:155525.

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2019Estimation of the Daily Variability of Aggregate Wind Power Generation in Alberta, Canada. (2019). Wu, Mingkuan ; Wood, David ; Sezer, Deniz ; Luo, Yilan ; Zareipour, Hamid. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:10:p:1998-:d:234127.

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2017Segregation and the Perception of the Minority. (2017). MULLER, Christophe ; Dubois, Florent. In: Working Papers. RePEc:hal:wpaper:halshs-01520308.

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2017A Toolkit for Value Function Iteration. (2017). Kirkby, Robert. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9544-1.

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2017Convergence of Discretized Value Function Iteration. (2017). Kirkby, Robert. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9545-0.

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2019Exact Expectations: Efficient Calculation of DSGE Models. (2019). Goessling, Fabian. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-017-9780-7.

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2018A Practical Guide to Parallelization in Economics. (2018). Fernandez-Villaverde, Jesus ; Valencia, David Zarruk. In: NBER Working Papers. RePEc:nbr:nberwo:24561.

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2018Bayesian identification of structural vector autoregression models. (2018). Khabibullin, Ramis ; Arefiev, Nikolay. In: Applied Econometrics. RePEc:ris:apltrx:0340.

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2017Tukey -and- Random Fields. (2017). Xu, Ganggang ; Genton, Marc G. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:519:p:1236-1249.

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2017A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2017). Kuchlin, Eva-Maria ; Grammig, Joachim. In: CFR Working Papers. RePEc:zbw:cfrwps:1701.

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2017A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2017). Kuchlin, Eva-Maria ; Grammig, Joachim. In: CFS Working Paper Series. RePEc:zbw:cfswop:572.

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Works by Eric Mark Aldrich:


YearTitleTypeCited
2014The Random Walk of High Frequency Trading In: Papers.
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paper0
2014A Compound Multifractal Model for High-Frequency Asset Returns.(2014) In: BYU Macroeconomics and Computational Laboratory Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2006Calibrated Probabilistic Forecasting at the Stateline Wind Energy Center: The Regime-Switching SpaceTime Method In: Journal of the American Statistical Association.
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article45
2005Do People Value Racial Diversity? Evidence from Nielsen Ratings In: The B.E. Journal of Economic Analysis & Policy.
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article14
2010Habit, Long-Run Risks, Prospect? A Statistical Inquiry. In: Working Papers.
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paper8
2011Habit, Long-Run Risks, Prospect? A Statistical Inquiry.(2011) In: Journal of Financial Econometrics.
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This paper has another version. Agregated cites: 8
article
2010Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors In: Working Papers.
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paper41
2010Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 41
paper
2010Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors.(2010) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 41
paper
2011Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors.(2011) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 41
article
2010Computational Methods for Production-Based Asset Pricing Models with Recursive Utility In: Working Papers.
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paper7
2016A compound duration model for high-frequency asset returns In: Journal of Empirical Finance.
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article1
2012Trading Volume in General Equilibrium with Complete Markets In: 2012 Meeting Papers.
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paper2

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