Marco Avarucci : Citation Profile

Are you Marco Avarucci?

University of Glasgow

2

H index

2

i10 index

40

Citations

RESEARCH PRODUCTION:

3

Articles

6

Papers

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 2
   Journals where Marco Avarucci has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pav24
   Updated: 2024-11-06    RAS profile: 2022-12-25    
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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 Marco Avarucci.

Is cited by:

Francq, Christian (7)

Łasak, Katarzyna (5)

Laurent, Sébastien (5)

darolles, serge (4)

Rahbek, Anders (4)

Caporin, Massimiliano (3)

Chang, Chia-Lin (3)

Billio, Monica (3)

Asai, Manabu (3)

Pauwels, Laurent (3)

Al-Sadoon, Majid (3)

Cites to:

Robinson, Peter (5)

Nielsen, Morten (5)

Hualde, Javier (5)

Johansen, Soren (4)

Velasco, Carlos (4)

Bai, Jushan (4)

Pesaran, Mohammad (4)

Hurvich, Clifford (3)

Sul, Donggyu (3)

Davidson, James (3)

Onatski, Alexei (3)

Main data

Where Marco Avarucci has published?

Recent works citing Marco Avarucci (2024 and 2023)

YearTitle of citing document
2023Dynamic conditional eigenvalue GARCH. (2023). Rahbek, Anders ; Pedersen, Rasmus Sondergaard ; Hetland, Simon. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002141.

Full description at Econpapers || Download paper

2024Autoregressive conditional betas. (2024). Laurent, Sébastien ; Francq, Christian ; Blasques, F. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003469.

Full description at Econpapers || Download paper

2023Networks 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:

YearTitleTypeCited
2019Robust Nearly-Efficient Estimation of Large Panels with Factor Structures In: Papers.
[Full Text][Citation analysis]		paper0
2007Polynomial Cointegration Between Stationary Processes With Long Memory In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
2007Polynomial 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
2005Polynomial cointegration among stationary processes with long memory In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper0
2013ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article23
2012On 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: 23		paper
2009A Wald test for the cointegration rank in nonstationary fractional systems In: Journal of Econometrics.
[Full Text][Citation analysis]		article15
2008A 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
2022Frequency-band estimation of the number of factors detecting the main business cycle shocks In: Working Papers.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team