Ricardo Crisóstomo : Citation Profile


Are you Ricardo Crisóstomo?

Government of Spain (50% share)

2

H index

0

i10 index

5

Citations

RESEARCH PRODUCTION:

1

Articles

10

Papers

RESEARCH ACTIVITY:

   7 years (2014 - 2021). See details.
   Cites by year: 0
   Journals where Ricardo Crisóstomo has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 2 (28.57 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pcr206
   Updated: 2021-11-28    RAS profile: 2021-03-04    
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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 (1)

Pauwels, Laurent (1)

Cites to:

Wurgler, Jeffrey (6)

Cao, Charles (6)

Baker, Malcolm (6)

Chen, Zhiwu (6)

Beare, Brendan (4)

Lo, Andrew (4)

Ait-Sahalia, Yacine (4)

Tahbaz-Salehi, Alireza (3)

Acemoglu, Daron (3)

Itkin, Andrey (2)

Jagannathan, Ravi (2)

Main data


Where Ricardo Crisóstomo has published?


Working Papers Series with more than one paper published# docs
CNMV Working Papers / CNMV- Spanish Securities Markets Commission - Research and Statistics Department4
Papers / arXiv.org4

Recent works citing Ricardo Crisóstomo (2021 and 2020)


YearTitle of citing document
2020Systemic risk in bank-firm multiplex networks. (2020). Wu, Chaoqun ; Liu, Yifu. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301369.

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2021Estimating real?world probabilities: A forward?looking behavioral framework. (2021). Crisostomo, Ricardo . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:11:p:1797-1823.

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Works by Ricardo Crisóstomo:


YearTitleTypeCited
2015An Analysis of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab In: Papers.
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paper2
2014An analisys of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab.(2014) In: CNMV Working Papers.
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This paper has another version. Agregated cites: 2
paper
2018Speed and biases of Fourier-based pricing choices: A numerical analysis In: Papers.
[Full Text][Citation analysis]
paper0
2018Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes In: Papers.
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paper2
2017Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes.(2017) In: CNMV Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2018Financial density forecasts: A comprehensive comparison of risk‐neutral and historical schemes.(2018) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2021Estimating real-world probabilities: A forward-looking behavioral framework In: Papers.
[Full Text][Citation analysis]
paper0
2021Estimating real word probabilities: a forward-looking behavioral framework.(2021) In: CNMV Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2021Estimación de probabilidades representativas del mundo real: importancia de los sesgos conductuales In: CNMV Documentos de Trabajo.
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paper0
2017Speed and biases of Fourier-based pricing choices: Analysis of the Bates and Asymmetric Variance Gamma models In: CNMV Working Papers.
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paper0
2016Financial contagion with spillover effects: a multiplex network approach In: ESRB Working Paper Series.
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paper1

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