Sofia Anyfantaki : Citation Profile


Are you Sofia Anyfantaki?

Athens University of Economics and Business (AUEB) (50% share)
Bank of Greece (50% share)

3

H index

0

i10 index

13

Citations

RESEARCH PRODUCTION:

2

Articles

3

Papers

RESEARCH ACTIVITY:

   6 years (2012 - 2018). See details.
   Cites by year: 2
   Journals where Sofia Anyfantaki has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 1 (7.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan585
   Updated: 2020-10-24    RAS profile: 2019-07-16    
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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 Sofia Anyfantaki.

Is cited by:

Katsimi, Margarita (1)

PAVLOU, GEORGIA (1)

Vasnev, Andrey (1)

Drivas, Kyriakos (1)

Silva, Joana (1)

Sensoy, Ahmet (1)

Walther, Thomas (1)

Kosma, Theodora (1)

Charalambakis, Evangelos (1)

Bouri, Elie (1)

Gibson, Heather (1)

Cites to:

Schott, Peter (10)

Redding, Stephen (9)

Bernard, Andrew (9)

Jensen, J. (9)

Bragoudakis, Zacharias (8)

Mitrakos, Theo (7)

Melitz, Marc (6)

Nicolitsas, Daphne (5)

Sentana, Enrique (3)

Gibson, Heather (3)

Balfoussia, Hiona (3)

Main data


Where Sofia Anyfantaki has published?


Working Papers Series with more than one paper published# docs
Working Papers / Bank of Greece2

Recent works citing Sofia Anyfantaki (2020 and 2019)


YearTitle of citing document
2020Re-evaluating cryptocurrencies contribution to portfolio diversification -- A portfolio analysis with special focus on German investors. (2020). Hoffmann, Ingo ; Schmitz, Tim. In: Papers. RePEc:arx:papers:2006.06237.

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2019High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093.

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2019Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting. (2019). Walther, Thomas ; Bouri, Elie ; Klein, Tony. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302446.

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2019Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review. (2019). Sathye, Milind ; Liu, Shuangzhe ; Ma, Tiefeng ; Sun, Ruili. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:48-:d:216804.

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2020Higher Moment Constraints for Predictive Density Combinations. (2020). Vasnev, Andrey ; Radchenko, Peter ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/22140.

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2019Firm Heterogeneity and Exports: Stylized Facts from Greek Firms. (2019). Katsimi, Margarita ; Drivas, Kyriakos. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:47:y:2019:i:2:d:10.1007_s11293-019-09617-6.

Full description at Econpapers || Download paper

Works by Sofia Anyfantaki:


YearTitleTypeCited
2012Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model In: DEOS Working Papers.
[Full Text][Citation analysis]
paper3
2016Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model.(2016) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2016The evolution of financial technology (FinTech) In: Economic Bulletin.
[Full Text][Citation analysis]
article4
2018Export pricing at the firm level with panel data In: Working Papers.
[Full Text][Citation analysis]
paper2
2018Diversification, integration and cryptocurrency market In: Working Papers.
[Full Text][Citation analysis]
paper4

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