Christian de Peretti : Citation Profile

Are you Christian de Peretti?

Université Claude Bernard (Lyon 1)

6

H index

5

i10 index

152

Citations

RESEARCH PRODUCTION:

11

Articles

45

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 8
   Journals where Christian de Peretti has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 9 (5.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde507
   Updated: 2020-02-08    RAS profile: 2019-12-20    
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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 Christian de Peretti.

Is cited by:

Wong, Wing-Keung (44)

McAleer, Michael (22)

Lau, Chi Keung (12)

Chang, Chia-Lin (11)

Lean, Hooi Hooi (10)

Phiri, Andrew (8)

Apergis, Nicholas (6)

Kim, Hyeongwoo (6)

GUPTA, RANGAN (6)

Lang, Dany (5)

KARGI, Bilal (4)

Cites to:

Bollerslev, Tim (17)

Engle, Robert (15)

Wong, Wing-Keung (15)

McAleer, Michael (13)

Davidson, Russell (12)

MacKinnon, James (10)

Lean, Hooi Hooi (8)

Caporin, Massimiliano (8)

Granger, Clive (7)

Singleton, Kenneth (6)

Dimitriou, Dimitrios (6)

Main data

Where Christian de Peretti has published?

Journals with more than one article published# docs
Computational Statistics & Data Analysis2

Working Papers Series with more than one paper published# docs
Post-Print / HAL19
Working Papers / HAL11
Working Papers / Business School - Economics, University of Glasgow5
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)3
Documents de recherche / Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne3
Computing in Economics and Finance 2006 / Society for Computational Economics2

Recent works citing Christian de Peretti (2019 and 2018)

YearTitle of citing document
2018DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:36-94.

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2019MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW. (2019). Wong, Wing-Keung ; Tran, Tuan-Kiet ; Ho, Thi Diem-Chinh ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:2:p:65-150.

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2017London Calling: Nonlinear Mean Reversion across National Stock Markets. (2017). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-05.

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2018London Calling: Nonlinear Mean Reversion across National Stock Markets. (2018). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-01.

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2017Assessing Market Integration in ASEAN with Retail Price Data. (2017). , Vinh ; Yang, YU. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:4:p:510-532.

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2019Fitting Okuns law for the Swazi Kingdom: Will a nonlinear specification do?. (2019). Phiri, Andrew. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00650.

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2018London calling: Nonlinear mean reversion across national stock markets. (2018). Kim, Hyeongwoo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:265-277.

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2019Price and volatility spillovers across the international steam coal market. (2019). , Marco ; Ciner, Cetin ; Brzeszczynski, Janusz ; Batten, Jonathan A ; Yarovaya, Larisa ; Lucey, Brian. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:119-138.

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2019Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach. (2019). Kumar, Satish ; Tiwari, Aviral Kumar ; Ji, Qiang ; Chauhan, Yogesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:273-284.

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2019Forecasting downside risk in China’s stock market based on high-frequency data. (2019). Xie, Nan ; Gong, XU ; Chen, Sicen ; Wang, Zongrun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:530-541.

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2018U.S. state-level carbon dioxide emissions: Does it affect health care expenditure?. (2018). Mukherjee, Zinnia ; GUPTA, RANGAN ; Apergis, Nicholas ; Marco, Chi Keung. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:91:y:2018:i:c:p:521-530.

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2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:104260.

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2018Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105878.

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2018Why did Warrant Markets Close in China but not Taiwan?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, F.-T., ; Wong, W.-K., . In: Econometric Institute Research Papers. RePEc:ems:eureir:107291.

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2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:112499.

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2018Why Are Warrant Markets Sustained in Taiwan but Not in China?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, Feng-Tse. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3748-:d:176380.

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2018Mean–variance and mean–semivariance portfolio selection: a multivariate nonparametric approach. (2018). ben Salah, Hanen ; Ribatet, Mathieu ; Gannoun, Ali ; Gooijer, Jan G. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0317-4.

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2018A hiszterézis közgazdasági jelentőségéről posztkeynesi szemléletben. (2018). Vary, Miklos. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1798.

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2018A provincial perspective of nonlinear Okuns law for emerging markets: The case of South Africa. (2018). Phiri, Andrew ; Kavese, Kambale. In: Working Papers. RePEc:mnd:wpaper:1819.

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2018Fitting Okuns law for the Swazi Kingdom: Will a nonlinear specification do?. (2018). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1829.

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2018EMPLOYMENT HYSTERESIS: AN ARGUMENT FOR AVOIDING FRONT-LOADED FISCAL CONSOLIDATIONS IN THE EUROZONE. (2018). Vasconcelos, Paulo B ; Mota, Paulo R. In: FEP Working Papers. RePEc:por:fepwps:610.

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2018Does the Deregulation of the Labour Market Reduce Employment Hysteresis? An Analysis in a Low Interest Rate Environment. (2018). Vasconcelos, Paulo B ; Mota, Paulo R. In: FEP Working Papers. RePEc:por:fepwps:611.

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2017Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance. (2017). Wong, Wing-Keung ; Niu, Cuizhen ; Xu, Qunfang . In: MPRA Paper. RePEc:pra:mprapa:75948.

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2017Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong. In: MPRA Paper. RePEc:pra:mprapa:76282.

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2017Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets. (2017). Wong, Wing-Keung ; Clark, Ephraim ; Qiao, Zhuo. In: MPRA Paper. RePEc:pra:mprapa:82888.

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2018A provincial perspective of nonlinear Okuns law for emerging markets: The case of South Africa. (2018). Phiri, Andrew ; Kavese, Kambale. In: MPRA Paper. RePEc:pra:mprapa:86517.

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2018Fitting Okuns law for the Swazi Kingdom: Will a nonlinear specification do?. (2018). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:88420.

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2017Is Wine a Good Choice for Investment?. (2017). Wong, Wing-Keung ; GUPTA, RANGAN ; Bouri, Elie ; Zhu, Zhenzhen. In: Working Papers. RePEc:pre:wpaper:201781.

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2019Are Uncertainties across the World Convergent?. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Gözgör, Giray ; Gozgor, Giray ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201907.

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2018Is the consumption-income ratio stationary in African countries? Evidence from new time series tests that allow for structural breaks. (2018). Stewart, Chris ; solarin, sakiru ; Shahbaz, Muhammad. In: Economics Discussion Papers. RePEc:ris:kngedp:2018_002.

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2017The Stationarity of Consumption-Income Ratios: Nonlinear Evidence in ASEAN Countries. (2017). solarin, sakiru. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:2:p:109-123.

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2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180011.

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2018Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180024.

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2018Why did Warrant Markets Close in China but not Taiwan?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, Feng-Tse. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180051.

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2018Big data, computational science, economics, finance, marketing, management, and psychology: connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1805.

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2018Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1809.

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Works by Christian de Peretti:

YearTitleTypeCited
2013IS THE CONSUMPTION–INCOME RATIO STATIONARY? EVIDENCE FROM LINEAR AND NON-LINEAR PANEL UNIT ROOT TESTS FOR OECD AND NON-OECD COUNTRIES In: Manchester School.
[Full Text][Citation analysis]		article11
2008Is the consumption-income ratio stationary? Evidence from linear and nonlinear panel unit root tests for OECD and non-OECD countries.(2008) In: SIRE Discussion Papers.
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2004Neural Tests for Conditional Heteroskedasticity in ARCH-M Models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article2
2013Effect of the Use of Derivative Instruments on Accounting Risk: Evidence from Banks in Emerging and Recently Developed Countries In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article1
2004Stopping Tests in the Sequential Estimation for Multiple Structural Breaks In: Econometric Society 2004 Latin American Meetings.
[Full Text][Citation analysis]		paper6
2010A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper0
2010A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2011A Nonlinear Panel Unit Root Test under Cross Section Dependence In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper37
2007A nonlinear panel unit root test under cross section dependence.(2007) In: Documents de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2008A Nonlinear Panel Unit Root Test under Cross Section Dependence.(2008) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 37		paper
2009A Nonlinear Panel Unit Root Test under Cross Section Dependence.(2009) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 37		paper
2011A nonlinear panel unit root test under cross section dependence.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2007Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article2
2010Graphical methods for investigating the finite-sample properties of confidence regions In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article1
2012Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article48
2019Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2008Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: A Gap in the Literature? A New Proposal In: Documents de recherche.
[Full Text][Citation analysis]		paper0
2008Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices In: Documents de recherche.
[Full Text][Citation analysis]		paper0
2008Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries In: Working Papers.
[Full Text][Citation analysis]		paper3
2018A New Approach in Nonparametric Estimation of Returns in Mean-DownSide Risk Portfolio frontier In: Post-Print.
[Full Text][Citation analysis]		paper0
2018Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier In: Post-Print.
[Full Text][Citation analysis]		paper0
2009A strong hysteretic model of Okun’s Law: theory and a preliminary investigation In: Post-Print.
[Citation analysis]		paper16
2018The Credit Default Swap market contagion during recent crises: International evidence In: Post-Print.
[Full Text][Citation analysis]		paper0
2017“Reserve modelling and the aggregation of risks using time varying copula models In: Post-Print.
[Citation analysis]		paper1
2018Are financial markets efficient at a high frequency? A neural network and Pattern recognition analysis In: Post-Print.
[Citation analysis]		paper0
2017Do political connections affect banks leverage? Evidence from some MENA countries In: Post-Print.
[Citation analysis]		paper0
2017Claims reserving modelling with a novel dynamic Generalized Autoregressive Conditional Sinistrality Model In: Post-Print.
[Citation analysis]		paper0
2016Pricing Perpetual Turbo-Warrants In: Post-Print.
[Citation analysis]		paper0
2015A New Approach in Nonparametric Estimation of Returns in Mean-Downside Risk Portfolio frontier In: Post-Print.
[Citation analysis]		paper0
2015Median-Based Nonparametric Estimation of Returns in Mean-Down Side Risk Portfolio Frontier In: Post-Print.
[Citation analysis]		paper1
2014Effect of the Use of Derivative Instruments on Bank’s Performance: Evidence from Emerging and Recently Developed Countries In: Post-Print.
[Citation analysis]		paper0
2015Le traitement de l’incertitude dans les évaluations médico-économiques In: Post-Print.
[Citation analysis]		paper0
2017The Volatility Spillover Effect between Index Options and their Underlying Markets: Evidence from the US, the UK, and Taiwan In: Post-Print.
[Citation analysis]		paper0
2016Solvency capital requirement for a temporal dependent losses in insurance In: Post-Print.
[Citation analysis]		paper0
2015The Effect of Derivative Instrument Use on stock return performance: Evidence from Banks in Emerging and Recently Developed Countries In: Post-Print.
[Citation analysis]		paper0
2016Does derivative instruments use increase accounting performance of banks in emerging and recently developed countries In: Post-Print.
[Citation analysis]		paper0
2011Pegfilgrastim versus Filgrastim after high-dose chemotherapy and autologous stem cell transplantation in adult patients with lymphoma and myeloma: cost-effectiveness evaluation alongside a randomized In: Post-Print.
[Citation analysis]		paper0
2016A cost-effectiveness analysis of the ZIRA test in breast cancer In: Post-Print.
[Citation analysis]		paper0
2016Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization.(2016) In: Working Papers.
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2017Do political connections affect banks leverage? Evidence from some Middle Eastern and North African countries In: Working Papers.
[Full Text][Citation analysis]		paper0
2017International risk spillover in the sovereign credit markets: An empirical analysis In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Do precious metals act as hedges and safe havens against G-7 stock markets?: A vine copula approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2018On the Informational Market Efficiency of the Worldwide Sovereign Credit Default Swap In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Nonlinearities in the oil fluctuation effects on the sovereign credit risk: A Self-Exciting Threshold Autoregression approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2018On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market In: Working Papers.
[Full Text][Citation analysis]		paper0
2018The role of political patronage on risk-taking behavior of banks in Middle East and North Africa region In: Working Papers.
[Full Text][Citation analysis]		paper0
2019The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Forecasting sovereign CDS volatility: A comparison of univariate GARCH-class models In: Working Papers.
[Full Text][Citation analysis]		paper0
2003Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market In: Computational Economics.
[Full Text][Citation analysis]		article3
2019The Credit Default Swap market contagion during recent crises: international evidence In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article0
2002unilateral and bilateral bootstrap tests for long memory In: Computing in Economics and Finance 2002.
[Citation analysis]		paper0
2006Bootstrapping Neural tests for conditional heteroskedasticity In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper0
2006Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper0
2018Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier In: Annals of Operations Research.
[Full Text][Citation analysis]		article1
2009A strong hysteretic model of Okuns Law: theory and a preliminary investigation In: International Review of Applied Economics.
[Full Text][Citation analysis]		article19

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