Citation profile for Christopher Andrew Coleman-Fenn

Christopher Andrew Coleman-Fenn : Citation Profile

National Centre for Econometric Research (NCER)

H index

i10 index

Citations

RESEARCH PRODUCTION:

Papers

RESEARCH ACTIVITY:

   2 years (2009 - 2011). See details.
   Cites by year: 2
   Journals where Christopher Andrew Coleman-Fenn has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco465
   Updated: 2024-11-08    RAS profile: 2023-03-16
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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 Christopher Andrew Coleman-Fenn.

Is cited by:

Omori, Yasuhiro (4)

Wang, Zhiguang (1)

Nakajima, Jouchi (1)

Kunihama, Tsuyoshi (1)

Cites to:

Shephard, Neil (4)

Lunde, Asger (2)

Poon, Ser-Huang (2)

Bollerslev, Tim (2)

Hansen, Peter (2)

Christensen, Bent Jesper (1)

Diebold, Francis (1)

Nason, James (1)

Andersen, Torben (1)

Patton, Andrew (1)

Clements, Adam (1)

Main data

Where Christopher Andrew Coleman-Fenn has published?

Working Papers Series with more than one paper published	# docs
NCER Working Paper Series / National Centre for Econometric Research	2

Recent works citing Christopher Andrew Coleman-Fenn (2024 and 2023)

Year	Title of citing document

Works by Christopher Andrew Coleman-Fenn:

Year	Title	Type	Cited
2009	Forecast performance of implied volatility and the impact of the volatility risk premium In: NCER Working Paper Series. [Full Text][Citation analysis]	paper	1
2011	Forecasting Equicorrelation In: NCER Working Paper Series. [Full Text][Citation analysis]	paper	4