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: 2024-11-06    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)

Sentana, Enrique (6)

gourieroux, christian (6)

Jagannathan, Ravi (6)

Monfort, Alain (6)

Trognon, Alain (6)

Hansen, Bruce (4)

Gregory, Allan (3)

Gonzalez-Rivera, Gloria (3)

Phillips, Peter (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