Charles Bos : Citation Profile


Are you Charles Bos?

Vrije Universiteit Amsterdam (50% share)
Tinbergen Instituut (50% share)

8

H index

7

i10 index

284

Citations

RESEARCH PRODUCTION:

13

Articles

43

Papers

RESEARCH ACTIVITY:

   23 years (1998 - 2021). See details.
   Cites by year: 12
   Journals where Charles Bos has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 17 (5.65 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbo94
   Updated: 2022-05-21    RAS profile: 2022-01-05    
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Relations with other researchers


Works with:

Holzmeister, Felix (2)

Pelizzon, Loriana (2)

Patton, Andrew (2)

Smales, Lee (2)

Alexeev, Vitali (2)

Menkveld, Albert (2)

Dumitrescu, Ariadna (2)

CAPELLE-BLANCARD, Gunther (2)

Stefanova, Denitsa (2)

Wilhelmsson, Anders (2)

Zhou, Chen (2)

Deev, Oleg (2)

Jurkatis, Simon (2)

Wolff, Christian (2)

Talavera, Oleksandr (2)

Rakowski, David (2)

Scaillet, Olivier (2)

Jalkh, Naji (2)

Dimpfl, Thomas (2)

Putnins, Talis (2)

Verousis, Thanos (2)

Hautsch, Nikolaus (2)

Bohorquez Correa, Santiago (2)

Vilkov, Grigory (2)

Kassner, Bernhard (2)

Reitz, Stefan (2)

Caporin, Massimiliano (2)

Davies, Ryan (2)

Moinas, Sophie (2)

Horenstein, Alex (2)

Johannesson, Magnus (2)

PASCUAL, ROBERTO (2)

Regis, Luca (2)

Frijns, Bart (2)

Rinne, Kalle (2)

Pasquariello, Paolo (2)

Harris, Jeffrey (2)

Ranaldo, Angelo (2)

Sarno, Lucio (2)

Gerritsen, Dirk (2)

Schenk-Hoppé, Klaus (2)

Foucault, Thierry (2)

Gorbenko, Arseny (2)

Ait-Sahalia, Yacine (2)

Lof, Matthijs (2)

Bouri, Elie (2)

Xiu, Dacheng (2)

Wong, Wing-Keung (2)

Hurlin, Christophe (2)

Lajaunie, Quentin (2)

Palan, Stefan (2)

Ferrara, Gerardo (2)

Park, Andreas (2)

van Kervel, Vincent (2)

Liew, Chee (2)

Pastor, Lubos (2)

Abudy, Menachem (2)

Schwarz, Marco (2)

Adrian, Tobias (2)

FERROUHI, EL MEHDI (2)

Lopez-Lira, Alejandro (2)

Nielsson, Ulf (2)

Dreber, Anna (2)

Gehrig, Thomas (2)

Walther, Thomas (2)

Theissen, Erik (2)

Patel, Vinay (2)

Colliard, Jean-Edouard (2)

Xia, Shuo (2)

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

Is cited by:

Gil-Alana, Luis (25)

GUPTA, RANGAN (16)

van Dijk, Herman (15)

Canarella, Giorgio (12)

Miller, Stephen (12)

tansel, aysıt (9)

Ruiz, Esther (9)

Ozdemir, Zeynel (9)

Balcilar, Mehmet (9)

Broto, Carmen (8)

MORANA, CLAUDIO (7)

Cites to:

Shephard, Neil (40)

Koopman, Siem Jan (23)

Bollerslev, Tim (22)

Rossi, Peter (14)

van Dijk, Herman (14)

Harvey, Andrew (14)

Engle, Robert (13)

Ooms, Marius (12)

Ruiz, Esther (11)

Doornik, Jurgen (11)

Andersen, Torben (10)

Main data


Where Charles Bos has published?


Journals with more than one article published# docs
International Journal of Forecasting3
Journal of Financial Econometrics2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute22
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute9

Recent works citing Charles Bos (2021 and 2020)


YearTitle of citing document
2021Decoupling the short- and long-term behavior of stochastic volatility. (2017). Bennedsen, Mikkel ; Pakkanen, Mikko S ; Lunde, Asger. In: Papers. RePEc:arx:papers:1610.00332.

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2021Curse or blessing: how does natural resource dependence affect city?level economic development in China?. (2021). Ai, Hongshan ; Liu, Zhiqiang ; Xie, Xuan. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:65:y:2021:i:2:p:413-448.

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2020Transmission of a Resource Boom: The Case of Australia. (2020). Volkov, Vladimir ; Frymckibbin, Renee ; Dungey, Mardi. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:3:p:503-525.

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2021An effcient exact Bayesian method For state space models with stochastic volatility. (2021). Yu-Fan, Huang. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:10:n:6.

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2020Measuring core inflation in the euro area. (2000). MORANA, CLAUDIO. In: Working Paper Series. RePEc:ecb:ecbwps:20000036.

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2021The effects of FX-interventions on forecasters disagreement: A mixed data sampling view. (2021). Iregui, Ana ; Holmes, Mark ; Otero, Jesus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001285.

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2020On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin. (2020). Peiris, Shelton ; Chan, Jennifer ; Phillip, Andrew. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:69-90.

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2020The regional Dutch disease effect within China: A spatial econometric investigation. (2020). Yang, Lili ; Li, Ding ; Tian, Zhihua ; Zhang, Yan ; Shao, Shuai. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301067.

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2021Income inequality and oil resources: Panel evidence from the United States. (2021). GUPTA, RANGAN ; Clance, Matthew ; Chisadza, Carolyn ; Berisha, Edmond. In: Energy Policy. RePEc:eee:enepol:v:159:y:2021:i:c:s0301421521004699.

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2021Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Shafiullah, Muhammad ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000192.

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2021Revisiting the Dutch disease thesis from the perspective of value-added trade. (2021). Lin, Jin-Xu ; Chang, Kuei-Feng. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001173.

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2021Oil boom, exchange rate and sectoral output: An empirical analysis of Dutch disease in oil-rich countries. (2021). Benhin, James ; Alssadek, Marwan. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003718.

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2021Intra-federal effects of oil prices: Evidence from Canada. (2021). Hu, Baiding ; Vatsa, Puneet. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003755.

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2021Is employment globalizing?. (2021). Mehta, Aashish ; Felipe, Jesus ; Chen, Liming. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:56:y:2021:i:c:p:74-92.

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2020Modeling US historical time-series prices and inflation using alternative long-memory approaches. (2020). GUPTA, RANGAN ; Gil-Alana, Luis ; Miller, Stephen M ; Canarella, Giorgio. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1597-2.

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2020Happiness and the Resource Curse. (2020). Papyrakis, Elissaios ; Murshed, Syed Mansoob ; Ali, Sabna. In: Journal of Happiness Studies. RePEc:spr:jhappi:v:21:y:2020:i:2:d:10.1007_s10902-019-00080-3.

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2020Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data. (2020). Wang, Weining ; Mustafayeva, Konul. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020025.

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Works by Charles Bos:


YearTitleTypeCited
2007Long memory modelling of inflation with stochastic variance and structural breaks In: CREATES Research Papers.
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paper4
2007Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks.(2007) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
2004State Space Models With a Common Stochastic Variance In: Journal of Business & Economic Statistics.
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article8
1999Adaptive polar sampling with an application to a Bayes measure of value-at-risk In: LIDAM Discussion Papers CORE.
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paper7
1999Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk.(1999) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 7
paper
2000ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK.(2000) In: Computing in Economics and Finance 2000.
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This paper has another version. Agregated cites: 7
paper
1999Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk.(1999) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 7
paper
2004Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods In: LIDAM Reprints CORE.
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paper17
2004Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods.(2004) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 17
article
2003Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods.(2003) In: Econometric Institute Research Papers.
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paper
2006The impact of Central Bank FX interventions on currency components In: LIDAM Reprints CORE.
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paper8
2007The Impact of Central Bank FX Interventions on Currency Components.(2007) In: Journal of Financial Econometrics.
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2005The Impact of Central Bank FX Interventions on Currency Components.(2005) In: Tinbergen Institute Discussion Papers.
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2007The impact of Central Bank FX interventions on currency components.(2007) In: ULB Institutional Repository.
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paper
2000Daily Exchange Rate Behaviour and Hedging of Currency Risk In: Econometric Society World Congress 2000 Contributed Papers.
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paper17
1999Daily exchange rate behaviour and hedging of currency risk.(1999) In: Econometric Institute Research Papers.
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2000Daily exchange rate behaviour and hedging of currency risk.(2000) In: Econometric Institute Research Papers.
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2000Daily exchange rate behaviour and hedging of currency risk.(2000) In: Journal of Applied Econometrics.
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1999Daily Exchange Rate Behaviour and Hedging of Currency Risk.(1999) In: Tinbergen Institute Discussion Papers.
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2001Daily Exchange Rate Behaviour and Hedging of Currency Risk.(2001) In: Tinbergen Institute Discussion Papers.
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2014Long memory with stochastic variance model: A recursive analysis for US inflation In: Computational Statistics & Data Analysis.
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article10
2002Inflation, forecast intervals and long memory regression models In: International Journal of Forecasting.
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article45
2001Inflation, Forecast Intervals and Long Memory Regression Models.(2001) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 45
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2004Time Series Modelling using TSMod 3.24 In: International Journal of Forecasting.
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article2
2003Time Series Modelling using TSMod 3.24.(2003) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 2
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2005On model selection criteria as a starting point for sequential detection of non-linearity In: International Journal of Forecasting.
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2012Does the Canadian economy suffer from Dutch disease? In: Resource and Energy Economics.
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article45
2009Does the Canadian economy suffer from Dutch Disease?.(2009) In: DEM Discussion Paper Series.
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2009Does the Canadian Economy suffer from Dutch Disease?.(2009) In: Tinbergen Institute Discussion Papers.
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2003Explaining Adaptive Radial-Based Direction Sampling In: Econometric Institute Research Papers.
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1998Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces In: Econometric Institute Research Papers.
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1998Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces.(1998) In: Tinbergen Institute Discussion Papers.
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1998Long memory and level shifts: re-analysing inflation rates In: Econometric Institute Research Papers.
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1999Long memory and level shifts: Re-analyzing inflation rates.(1999) In: Empirical Economics.
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1998Long Memory and Level Shifts: Re-Analyzing Inflation Rates.(1998) In: Tinbergen Institute Discussion Papers.
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2000On the variation of hedging decisions in daily currency risk management In: Econometric Institute Research Papers.
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paper2
2001On the Variation of Hedging Decisions in Daily Currency Risk Management.(2001) In: Tinbergen Institute Discussion Papers.
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2002Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods In: Econometric Institute Research Papers.
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2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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2021Non-Standard Errors.(2021) In: Working Papers.
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2011A Bayesian Analysis of Unobserved Component Models Using Ox In: Journal of Statistical Software.
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2011A Bayesian Analysis of Unobserved Component Models using Ox.(2011) In: Tinbergen Institute Discussion Papers.
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2004Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form In: Economics Papers.
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2006Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form.(2006) In: Econometric Reviews.
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2004Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form.(2004) In: Tinbergen Institute Discussion Papers.
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2012Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing In: Journal of Financial Econometrics.
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article9
2009Spot Variance Path Estimation and its Application to High Frequency Jump Testing.(2009) In: Tinbergen Institute Discussion Papers.
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2002Adaptive Polar Sampling In: Computing in Economics and Finance 2002.
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2002A Comparison of Marginal Likelihood Computation Methods In: Tinbergen Institute Discussion Papers.
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2002Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series In: Tinbergen Institute Discussion Papers.
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2007Dynamic Correlations and Optimal Hedge Ratios In: Tinbergen Institute Discussion Papers.
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2008Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility In: Tinbergen Institute Discussion Papers.
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2010Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production In: Tinbergen Institute Discussion Papers.
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2011Relating Stochastic Volatility Estimation Methods In: Tinbergen Institute Discussion Papers.
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2013A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data In: Tinbergen Institute Discussion Papers.
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2021Market power in Californias water market In: Tinbergen Institute Discussion Papers.
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