2
H index
2
i10 index
37
Citations
Marco Avarucci : Citation Profile
University of Glasgow | RESEARCH PRODUCTION: 3 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2005 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Avarucci. | Is cited by:
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Main data
Where Marco Avarucci has published?
Recent works citing Marco Avarucci (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Networks in risk spillovers: A multivariate GARCH perspective. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Frattarolo, Lorenzo ; Billio, Monica. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:1-29. Full description at Econpapers || Download paper |
Works by Marco Avarucci:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Robust Nearly-Efficient Estimation of Large Panels with Factor Structures In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Polynomial Cointegration Between Stationary Processes With Long Memory In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2007 | Polynomial Cointegration between Stationary Processes with Long Memory.(2007) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2005 | Polynomial cointegration among stationary processes with long memory In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2013 | ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 20 |
| 2012 | On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models.(2012) In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2009 | A Wald test for the cointegration rank in nonstationary fractional systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2008 | A wald test for the cointegration rank in nonstationary fractional systems.(2008) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2022 | Frequency-band estimation of the number of factors detecting the main business cycle shocks In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team