Paolo Foschi : Citation Profile

Alma Mater Studiorum - Università di Bologna

5

H index

2

i10 index

50

Citations

RESEARCH PRODUCTION:

9

Articles

9

Papers

RESEARCH ACTIVITY:

   24 years (2000 - 2024). See details.
   Cites by year: 2
   Journals where Paolo Foschi has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 5 (9.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfo62
   Updated: 2025-03-22    RAS profile: 2024-11-08    
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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 Paolo Foschi.

Is cited by:

Kontoghiorghes, Erricos (8)

Pascucci, Andrea (4)

Vargiolu, Tiziano (3)

Di Iorio, Francesca (2)

Fachin, Stefano (2)

Ferreira, Eva (1)

Orbe, Susan (1)

Coakley, Jerry (1)

Gilli, Manfred (1)

Calzolari, Giorgio (1)

Carey, Alexander (1)

Cites to:

Kontoghiorghes, Erricos (26)

Pascucci, Andrea (6)

Baltagi, Badi (4)

Rogers, Leonard (3)

Belsley, David (3)

Chernov, Mikhail (2)

Karlsson, Sune (2)

Woodland, Alan (2)

Magnus, Jan (2)

Figà-Talamanca, Gianna (1)

Ferreira, Eva (1)

Main data

Production by document typepaperarticle2000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202405101520Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202502.557.510Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202401020Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 5Most cited documents1234567051015Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250302.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Paolo Foschi has published?

Journals with more than one article published# docs
Computational Statistics & Data Analysis4
Computational Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3

Recent works citing Paolo Foschi (2025 and 2024)

Year  ↓Title of citing document  ↓
2025From elephant to goldfish (and back): memory in stochastic Volterra processes. (2023). Pages, Gilles ; Grasselli, Martino ; Callegaro, Giorgia ; Bonesini, Ofelia. In: Papers. RePEc:arx:papers:2306.02708.

Full description at Econpapers || Download paper

2024On the Guyon-Lekeufack Volatility Model. (2023). Valdevenito, Andr'Es Riveros ; Nutz, Marcel. In: Papers. RePEc:arx:papers:2307.01319.

Full description at Econpapers || Download paper

2024Research Metrics in Architecture: An Analysis of the Current Challenges Compared to Engineering Disciplines. (2024). Al-Qawasmi, Jamal ; Asfour, Omar S. In: Publications. RePEc:gam:jpubli:v:12:y:2024:i:4:p:50-:d:1547459.

Full description at Econpapers || Download paper

Works by Paolo Foschi:

Year  ↓Title  ↓Type  ↓Cited  ↓
2011Black-Scholes formulae for Asian options in local volatility models In: Quaderni di Dipartimento.
[Full Text][Citation analysis]		paper6
2002Seemingly unrelated regression model with unequal size observations: computational aspects In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article6
2003A comparative study of algorithms for solving seemingly unrelated regressions models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article11
2009Calibration of a path-dependent volatility model: Empirical tests In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article1
20103rd Special issue on matrix computations and statistics In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article0
2003Estimating seemingly unrelated regression models with vector autoregressive disturbances In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article2
2024Coping with the Inequity and Inefficiency of the H-Index: A Cross-Disciplinary Empirical Analysis In: Publications.
[Full Text][Citation analysis]		article1
2003Estimation of VAR Models Computational Aspects In: Computational Economics.
[Full Text][Citation analysis]		article6
2003Estimation of VAR Models: Computational Aspects.(2003) In: Computational Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2006Estimating regressions and seemingly unrelated regressions with error component disturbances In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2008Parametrix approximations for non constant coefficient parabolic PDEs In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2006Path dependent volatility In: MPRA Paper.
[Full Text][Citation analysis]		paper12
2008Path dependent volatility.(2008) In: Decisions in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2000NUMERICAL SOLUTION OF SURE MODELS DERIVING FROM VAR(P) PROCESSES In: Computing in Economics and Finance 2000.
[Citation analysis]		paper0
2001A recursive algorithm for solving SUR models In: Computing in Economics and Finance 2001.
[Citation analysis]		paper0
2002Conjugate Gradient methods for solving sparse Simultaneous Equations Models. In: Computing in Economics and Finance 2002.
[Citation analysis]		paper0
2006Non-constant volatility models a comparison In: Computing in Economics and Finance 2006.
[Citation analysis]		paper0
2005Calibration of the Hobson&Rogers model: empirical tests In: Finance.
[Full Text][Citation analysis]		paper5

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team