Citation profile for Michael Broll

Michael Broll : Citation Profile

Universität Duisburg-Essen

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Citations

RESEARCH PRODUCTION:

Articles

RESEARCH ACTIVITY:

   1 years (2016 - 2016). See details.
   Cites by year: 5
   Journals where Michael Broll has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr590
   Updated: 2023-05-27    RAS profile: 2017-05-20
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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 Michael Broll.

Is cited by:

DA FONSECA, José (1)

Wang, Yudong (1)

Zhang, Yaojie (1)

Iseringhausen, Martin (1)

Cites to:

Schmeling, Maik (4)

Sarno, Lucio (4)

Menkhoff, Lukas (4)

Schrimpf, Andreas (4)

Pedersen, Lasse (3)

Pesaran, Mohammad (3)

Veld, Chris (2)

Lustig, Hanno (1)

Schneider, Paul (1)

Bessembinder, Hendrik (1)

Korajczyk, Robert (1)

Main data

Where Michael Broll has published?

Recent works citing Michael Broll (2022 and 2021)

Year	Title of citing document
2021	Realized skewness and the short-term predictability for aggregate stock market volatility. (2021). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002030. Full description at Econpapers \|\| Download paper
2022	Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model. (2022). Yan, Hong ; Huang, Zhuo ; Liang, Fang ; Wang, Tianyi. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s026499932200027x. Full description at Econpapers \|\| Download paper
2021	Semivariance and semiskew risk premiums in currency markets. (2021). Dawui, Edem ; da Fonseca, Jose. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:3:p:290-324. Full description at Econpapers \|\| Download paper

Works by Michael Broll:

Year	Title	Type	Cited
2016	The skewness risk premium in currency markets In: Economic Modelling. [Full Text][Citation analysis]	article	5