Josu Arteche : Citation Profile


Are you Josu Arteche?

Universidad del País Vasco - Euskal Herriko Unibertsitatea

5

H index

3

i10 index

168

Citations

RESEARCH PRODUCTION:

21

Articles

11

Papers

2

Books

RESEARCH ACTIVITY:

   19 years (1998 - 2017). See details.
   Cites by year: 8
   Journals where Josu Arteche has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 18 (9.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/par54
   Updated: 2019-08-17    RAS profile: 2019-02-27    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

García Enríquez, Javier (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Josu Arteche.

Is cited by:

Gil-Alana, Luis (39)

Caporale, Guglielmo Maria (22)

Sibbertsen, Philipp (16)

Leschinski, Christian (11)

GUEGAN, Dominique (8)

Ferrara, Laurent (8)

Asai, Manabu (7)

McAleer, Michael (7)

Rossi, Eduardo (6)

Souza, Leonardo (5)

Santucci de Magistris, Paolo (5)

Cites to:

Hurvich, Clifford (17)

Sun, Yixiao (12)

Robinson, Peter (11)

Phillips, Peter (11)

Giraitis, Liudas (11)

Andrews, Donald (10)

Bollerslev, Tim (10)

Velasco, Carlos (9)

Granger, Clive (8)

Gil-Alana, Luis (8)

Deo, Rohit (7)

Main data


Where Josu Arteche has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis4
Journal of Time Series Analysis4
Econometrics and Statistics2
Journal of Agricultural Economics2

Working Papers Series with more than one paper published# docs
BILTOKI / Universidad del Pas Vasco - Departamento de Economa Aplicada III (Econometra y Estadstica)6

Recent works citing Josu Arteche (2018 and 2017)


YearTitle of citing document
2019Model order selection in periodic long memory models. (2019). Leschinski, Christian ; Sibbertsen, Philipp. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94.

Full description at Econpapers || Download paper

2018Robust estimation of fractional seasonal processes: Modeling and forecasting daily average SO2 concentrations. (2018). Reisen, Valderio Anselmo ; Abraham, Bovas ; Ziegelmann, Flavio Augusto ; Bondon, Pascal ; Fajardo, Fabio Alexander ; Sgrancio, Adriano Marcio ; da Conceio, Glaura ; Monte, Edson Zambon. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:146:y:2018:i:c:p:27-43.

Full description at Econpapers || Download paper

2017Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:102576.

Full description at Econpapers || Download paper

2018An Overview of Modified Semiparametric Memory Estimation Methods. (2018). Sibbertsen, Philipp ; Busch, Marie. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:13-:d:135826.

Full description at Econpapers || Download paper

2017Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, Shelton. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:23-:d:122610.

Full description at Econpapers || Download paper

2017Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks. (2017). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-599.

Full description at Econpapers || Download paper

2017The Memory of Volatility. (2017). Wenger, Kai ; Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-601.

Full description at Econpapers || Download paper

2018Integration and Disintegration of EMU Government Bond Markets. (2018). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-625.

Full description at Econpapers || Download paper

2018An Overview of Modified Semiparametric Memory Estimation Methods. (2018). Sibbertsen, Philipp ; Busch, Marie. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-628.

Full description at Econpapers || Download paper

2017Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA. (2017). Poncela, Pilar ; Bogalo, Juan ; Senra, Eva . In: MPRA Paper. RePEc:pra:mprapa:76023.

Full description at Econpapers || Download paper

2018On the invertibility of seasonally adjusted series. (2018). Perez-Laborda, Alejandro ; Lovcha, Yuliya ; Gil-Alana, Luis. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0715-5.

Full description at Econpapers || Download paper

2017Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, Shelton. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170105.

Full description at Econpapers || Download paper

2017Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, Shelton. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1726.

Full description at Econpapers || Download paper

Works by Josu Arteche:


YearTitleTypeCited
2016Economic structure of fishing activity: An analysis of mackerel fishery management in the Basque Country In: Economia Agraria y Recursos Naturales.
[Full Text][Citation analysis]
article0
2014Spatial Integration in the Spanish Mackerel Market In: Journal of Agricultural Economics.
[Full Text][Citation analysis]
article2
2016Spatial Integration in the Spanish Mackerel Market Volume 65, Issue 1, January 2014, pp. 234–256 In: Journal of Agricultural Economics.
[Full Text][Citation analysis]
article0
2000Semiparametric Inference in Seasonal and Cyclical Long Memory Processes In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article43
1998Semiparametric inference in seasonal and cyclical long memory processes.(1998) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
paper
2002Semiparametric robust tests on seasonal or cyclical long memory time series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
2005Trimming and Tapering Semi-Parametric Estimates in Asymmetric Long Memory Time Series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article4
2009Bootstrap-based bandwidth choice for log-periodogram regression In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
2007The Analysis of Seasonal Long Memory: The Case of Spanish Inflation In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article2
1998Semiparametric Inference in Seasonal and Cyclical Long Memory Processes - (Now published in Journal of Time Series Analysis, 21 (2000), pp.1-25.) In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]
paper0
1998Seasonal and Cyclical Long Memory - (Now published in S Ghosh (ed): Asymptotics, Nonparametrics and Time Series: A Tribute to Madam Lal Puri (Marcel Decker, 1999), pp.115-145.) In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]
paper0
2015SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY In: Econometric Theory.
[Full Text][Citation analysis]
article0
2016A bootstrap approximation for the distribution of the Local Whittle estimator In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article1
2006Semiparametric estimation in perturbed long memory series In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article9
2005Semiparametric estimation in perturbed long memory series.(2005) In: BILTOKI.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2006Semiparametric estimation in perturbed long memory series.(2006) In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2009Using the bootstrap for finite sample confidence intervals of the log periodogram regression In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article2
2012Doubly fractional models for dynamic heteroscedastic cycles In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article5
2011Doubly fractional models for dynamic heteroskedastic cycles.(2011) In: BILTOKI.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2005Bootstrapping the log-periodogram regression In: Economics Letters.
[Full Text][Citation analysis]
article7
2004Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models In: Journal of Econometrics.
[Full Text][Citation analysis]
article37
2002Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models.(2002) In: BILTOKI.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2017Singular Spectrum Analysis for signal extraction in Stochastic Volatility models In: Econometrics and Statistics.
[Full Text][Citation analysis]
article1
2017A strategy for optimal bandwidth selection in Local Whittle estimation In: Econometrics and Statistics.
[Full Text][Citation analysis]
article0
2014A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article3
1998Seasonal and cyclical long memory In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
paper47
2010Fractional Integration Analysis and its Implications on Profitability: the Case of the Mackerel Market in the Basque Country In: BILTOKI.
[Full Text][Citation analysis]
paper0
2010Semiparametric inference in correlated long memory signal plus noise models In: BILTOKI.
[Full Text][Citation analysis]
paper2
2012Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models.(2012) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2008Selection of the number of frequencies using bootstrap techniques in log-periodogram regression In: BILTOKI.
[Full Text][Citation analysis]
paper0
2000Ejercicios de estadística I. Elementos de Probabilidad y Estadística. In: UPV/EHU Books.
[Citation analysis]
book0
2000Ejercicios de estadística II. Estadística Empresarial y para Economistas. In: UPV/EHU Books.
[Citation analysis]
book0
2012Standard and seasonal long memory in volatility: an application to Spanish inflation In: Empirical Economics.
[Full Text][Citation analysis]
article3
2017Testing for substitutability in the mackerel market: a new method using fractional cointegration In: Applied Economics.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team