Citation profile for Lucius Cassim

Lucius Cassim : Citation Profile

University of Malawi

H index

i10 index

Citations

RESEARCH PRODUCTION:

Papers

RESEARCH ACTIVITY:

   2 years (2018 - 2020). See details.
   Cites by year: 0
   Journals where Lucius Cassim has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca1336
   Updated: 2024-11-08    RAS profile: 2020-10-28
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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 Lucius Cassim.

Is cited by:

Kim Karlsson, Hyunjoo (1)

Cites to:

Engle, Robert (10)

Bollerslev, Tim (9)

gourieroux, christian (6)

Jagannathan, Ravi (6)

Monfort, Alain (6)

Sentana, Enrique (6)

Trognon, Alain (6)

Hansen, Bruce (4)

Andersen, Torben (3)

Fan, Jianqing (3)

Sorensen, Bent (3)

Main data

Where Lucius Cassim has published?

Working Papers Series with more than one paper published	# docs
MPRA Paper / University Library of Munich, Germany	4

Recent works citing Lucius Cassim (2024 and 2023)

Year	Title of citing document
2023	Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression. (2023). Karlsson, Hyunjoo Kim ; Li, Yushu. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10266-2. Full description at Econpapers \|\| Download paper

Works by Lucius Cassim:

Year	Title	Type	Cited
2020	Combining Financial-Literacy Training and Text-Message Reminders to Influence Mobile-Money Use and Financial Behavior among Members of Village Savings and Loan Associations:Experimental Evidence from In: Working Papers PIERI. [Full Text][Citation analysis]	paper	0
2020	A Residual-based Test For Multicointegration In Models With Structural Breaks And Threshold Adjustment To Steady State In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2018	A semi-parametric GARCH (1, 1) estimator under serially dependent innovations In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2018	Modelling asymmetric conditional heteroskedasticity in financial asset returns: an extension of Nelson’s EGARCH model In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2018	Non-parametric Estimation of GARCH (2, 2) Volatility model: A new Algorithm In: MPRA Paper. [Full Text][Citation analysis]	paper	1