Citation profile for Ricardo Crisóstomo

Ricardo Crisóstomo : Citation Profile

Government of Spain (50% share)

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   9 years (2014 - 2023). See details.
   Cites by year: 1
   Journals where Ricardo Crisóstomo has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 5 (33.33 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcr206
   Updated: 2024-04-18    RAS profile: 2023-10-09
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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 Ricardo Crisóstomo.

Is cited by:

Vasnev, Andrey (2)

Pauwels, Laurent (1)

Zmeškal, Zdeněk (1)

Cites to:

Chen, Zhiwu (6)

Baker, Malcolm (6)

Cao, Charles (6)

Wurgler, Jeffrey (6)

Lo, Andrew (4)

Beare, Brendan (4)

Blanco, Roberto (4)

Ait-Sahalia, Yacine (4)

battiston, stefano (4)

Mandel, Antoine (4)

Langfield, Sam (3)

Main data

Where Ricardo Crisóstomo has published?

Working Papers Series with more than one paper published	# docs
Papers / arXiv.org	5
CNMV Working Papers / CNMV- Spanish Securities Markets Commission - Research and Statistics Department	5

Recent works citing Ricardo Crisóstomo (2024 and 2023)

Year	Title of citing document
2024	Quantum-Inspired Tensor Neural Networks for Option Pricing. (2022). Tziritas, Kris ; Dominguez, Tomas ; Sharma, Shivam ; Jahromi, Saeed S ; Orus, Roman ; Palmer, Samuel ; Mugel, Samuel ; Sahin, Serkan ; Castellani, Pierre ; Hsing, Chia-Wei ; Aubert, Stephane ; Patel, Raj G ; Abid, Mustafa ; Porte, Vincent ; Michel, Christophe . In: Papers. RePEc:arx:papers:2212.14076. Full description at Econpapers \|\| Download paper
2023	Risk appetite and option prices: Evidence from the Chinese SSE50 options market. (2023). Sui, Cong ; Wang, Shouyang ; Liu, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000571. Full description at Econpapers \|\| Download paper
2023	Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy. (2023). Ratmanova, Iveta ; Ponik, Antonin ; Lisztwanova, Karolina ; Dluhoova, Dana ; Zmekal, Zdenk. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:25-471:d:1158257. Full description at Econpapers \|\| Download paper

Works by Ricardo Crisóstomo:

Year	Title	Type	Cited
2015	An Analysis of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab In: Papers. [Full Text][Citation analysis]	paper	4
2014	An analisys of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab.(2014) In: CNMV Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2018	Speed and biases of Fourier-based pricing choices: A numerical analysis In: Papers. [Full Text][Citation analysis]	paper	0
2018	Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes In: Papers. [Full Text][Citation analysis]	paper	4
2017	Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes.(2017) In: CNMV Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2018	Financial density forecasts: A comprehensive comparison of risk?neutral and historical schemes.(2018) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	article
2021	Estimating real-world probabilities: A forward-looking behavioral framework In: Papers. [Full Text][Citation analysis]	paper	1
2021	Estimating real word probabilities: a forward-looking behavioral framework.(2021) In: CNMV Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2021	Estimating real?world probabilities: A forward?looking behavioral framework.(2021) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	article
2022	Measuring Transition Risk in Investment Funds In: Papers. [Full Text][Citation analysis]	paper	0
2023	Measuring Transition Risk in Investment Funds.(2023) In: CNMV Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2021	Estimación de probabilidades representativas del mundo real: importancia de los sesgos conductuales In: CNMV Documentos de Trabajo. [Full Text][Citation analysis]	paper	0
2017	Speed and biases of Fourier-based pricing choices: Analysis of the Bates and Asymmetric Variance Gamma models In: CNMV Working Papers. [Full Text][Citation analysis]	paper	0
2016	Financial contagion with spillover effects: a multiplex network approach In: ESRB Working Paper Series. [Full Text][Citation analysis]	paper	1