Marcin Chlebus : Citation Profile


Are you Marcin Chlebus?

Uniwersytet Warszawski

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Citations

RESEARCH PRODUCTION:

3

Articles

3

Papers

RESEARCH ACTIVITY:

   4 years (2014 - 2018). See details.
   Cites by year: 0
   Journals where Marcin Chlebus has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 1 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1469
   Updated: 2019-05-18    RAS profile: 2019-03-08    
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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 Marcin Chlebus.

Is cited by:

Cites to:

Frankel, Jeffrey (5)

Rose, Andrew (5)

McAleer, Michael (4)

Engle, Robert (4)

Jimenez-Martin, Juan (4)

perez-amaral, teodosio (3)

Bollerslev, Tim (3)

Fratzscher, Marcel (2)

Kaminsky, Graciela (2)

Menkhoff, Lukas (2)

Manganelli, Simone (2)

Main data


Where Marcin Chlebus has published?


Working Papers Series with more than one paper published# docs
Working Papers / Faculty of Economic Sciences, University of Warsaw3

Recent works citing Marcin Chlebus (2018 and 2017)


YearTitle of citing document

Works by Marcin Chlebus:


YearTitleTypeCited
2014One-day prediction of state of turbulence for financial instrument based on models for binary dependent variable In: Ekonomia journal.
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2018One-day-ahead forecast of state of turbulence based on todays economic situation In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
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2017EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk In: Central European Economic Journal.
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2016EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2016One-Day Prediction of State of Turbulence for Portfolio. Models for Binary Dependent Variable In: Working Papers.
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2017Is CAViaR model really so good in Value at Risk forecasting? Evidence from evaluation of a quality of Value-at-Risk forecasts obtained based on the: GARCH(1,1), GARCH-t(1,1), GARCH-st(1,1), QML-GARCH( In: Working Papers.
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