Massimiliano Cecconi : Citation Profile


Are you Massimiliano Cecconi?

1

H index

0

i10 index

3

Citations

RESEARCH PRODUCTION:

1

Articles

1

Papers

RESEARCH ACTIVITY:

   7 years (2002 - 2009). See details.
   Cites by year: 0
   Journals where Massimiliano Cecconi has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pce9
   Updated: 2021-01-16    RAS profile: 2010-03-31    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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

Is cited by:

Lemand, Ryan (3)

Cites to:

Bollerslev, Tim (4)

Engle, Robert (3)

Hamilton, James (1)

Granger, Clive (1)

Baillie, Richard (1)

Andersen, Torben (1)

Patton, Andrew (1)

Hansen, Bruce (1)

Gonzalez-Rivera, Gloria (1)

Jagannathan, Ravi (1)

Chou, Ray (1)

Main data


Where Massimiliano Cecconi has published?


Recent works citing Massimiliano Cecconi (2021 and 2020)


YearTitle of citing document
2020New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach. (2003). Suleimann Lemand, Ryan. In: Econometrics. RePEc:wpa:wuwpem:0307003.

Full description at Econpapers || Download paper

2020Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach. (2003). Suleimann Lemand, Ryan. In: Econometrics. RePEc:wpa:wuwpem:0307004.

Full description at Econpapers || Download paper

Works by Massimiliano Cecconi:


YearTitleTypeCited
2009Estimating Exposure at Default under the Internal Ratings-Based Approach In: BANCARIA.
[Full Text][Citation analysis]
article0
2002GARCH-based Volatility Forecasts for Market Volatility Indices In: Econometrics Working Papers Archive.
[Full Text][Citation analysis]
paper3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team