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: 2024-04-18    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)

Kunihama, Tsuyoshi (1)

Nakajima, Jouchi (1)

Wang, Zhiguang (1)

Cites to:

Shephard, Neil (4)

Hansen, Peter (2)

Lunde, Asger (2)

Bollerslev, Tim (2)

Poon, Ser-Huang (2)

Christensen, Bent Jesper (1)

Clements, Adam (1)

Andersen, Torben (1)

Nason, James (1)

Diebold, Francis (1)

Hurn, Stan (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