Bernard Eugene Bollen : Citation Profile


Are you Bernard Eugene Bollen?

University of New England (50% share)
University of New England (50% share)

5

H index

1

i10 index

91

Citations

RESEARCH PRODUCTION:

10

Articles

4

Papers

RESEARCH ACTIVITY:

   20 years (1996 - 2016). See details.
   Cites by year: 4
   Journals where Bernard Eugene Bollen has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 4 (4.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo695
   Updated: 2019-12-07    RAS profile: 2017-02-09    
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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 Bernard Eugene Bollen.

Is cited by:

Bollerslev, Tim (7)

Lunde, Asger (5)

Dimpfl, Thomas (5)

Andersen, Torben (5)

Hansen, Peter (5)

Diebold, Francis (4)

Zhou, Wei-Xing (4)

Christensen, Kim (4)

Medeiros, Marcelo (3)

Valadkhani, Abbas (3)

Podolskij, Mark (3)

Cites to:

Bollerslev, Tim (12)

Andersen, Torben (10)

Diebold, Francis (6)

Fama, Eugene (5)

French, Kenneth (5)

Enders, Walter (3)

Sharpe, William (2)

Bachmeier, Lance (2)

Valadkhani, Abbas (2)

Jagannathan, Ravi (2)

Granger, Clive (2)

Main data


Where Bernard Eugene Bollen has published?


Journals with more than one article published# docs
Applied Financial Economics2
Applied Economics2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2

Recent works citing Bernard Eugene Bollen (2018 and 2017)


YearTitle of citing document
2017Can foreign banks compete in China?. (2017). Avkiran, Necmi K ; Walsh, Kathleen ; David, ; Zhu, Yushu. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:961-980.

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2017The Rising Systemic Importance of Chinese Banks: Should the World Be Concerned?. (2017). Avkiran, Necmi Kemal ; Mi, Lin. In: Australian Economic Review. RePEc:bla:ausecr:v:50:y:2017:i:4:p:427-440.

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2019Interest rate pass-through in Morocco: Evidence from bank-level survey data. (2019). Bennouna, Hicham. In: Economic Modelling. RePEc:eee:ecmode:v:80:y:2019:i:c:p:142-157.

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2019Market specific seasonal trading behavior in NASDAQ OMX electricity options. (2019). Rothovius, Timo ; Nikkinen, Jussi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:16-29.

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2018Idiosyncratic volatility in the Australian equity market. (2018). Zhong, Angel. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:105-125.

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2018What moves benchmark money market rates? Evidence from the BBSW market. (2018). Casavecchia, Lorenzo ; Wu, Eliza ; Loudon, Geoffrey F. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:137-154.

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2018Equivalent volume and comovement. (2018). Staer, Arsenio ; Sottile, Pedro . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:143-157.

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2018Risk Assessment of Housing Market Segments: The Lender’s Perspective. (2018). Wilhelmsson, Mats ; Zhao, Jianyu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:69-:d:178391.

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2018International Evidence on Risk Taking by Banks Around the Global Financial Crisis. (2018). Daniolu, Seza ; Haciomerolu, Hande Ayaydin ; Guner, Nuray Z. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:54:y:2018:i:9:p:1946-1962.

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2017Forecasting realized volatility: a review. (2017). Bucci, Andrea. In: MPRA Paper. RePEc:pra:mprapa:83232.

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Works by Bernard Eugene Bollen:


YearTitleTypeCited
2015The Global Financial Crisis and Its Impact on Australian Bank Risk In: International Review of Finance.
[Full Text][Citation analysis]
article6
2013An alternative approach to the modelling of interest rate pass through and asymmetric adjustment In: Economics Letters.
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article4
2002Estimating daily volatility in financial markets utilizing intraday data In: Journal of Empirical Finance.
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article59
1999Estimating Daily Volatility in Financial Markets Utilizing Intraday Data.(1999) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 59
paper
1999Estimating Daily Volatility in Financial Markets Utilizing Intraday Data.(1999) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 59
paper
2002A benchmark for measuring bias in estimated daily value at risk In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article6
1996Estimating Daily Volatility from Intraday Data. In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]
paper0
1998A General Volatility Framework and the Generalised Historical Volatility Estimator. In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]
paper1
2001Is there a maturity effect in the price of the S&P 500 futures contract? In: Applied Economics Letters.
[Full Text][Citation analysis]
article6
2008Long-term asymmetry in the USD-DEM spot exchange rate volatility process In: Applied Financial Economics Letters.
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article0
2009Idiosyncratic volatility and security returns: Australian evidence In: Applied Financial Economics.
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article6
2010The security market plane In: Applied Financial Economics.
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article2
2015What should the value of lambda be in the exponentially weighted moving average volatility model? In: Applied Economics.
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article0
2016How is β related to asset returns? In: Applied Economics.
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article1

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