Pedro Galeano : Citation Profile


Are you Pedro Galeano?

Universidad Carlos III de Madrid

8

H index

6

i10 index

133

Citations

RESEARCH PRODUCTION:

16

Articles

17

Papers

RESEARCH ACTIVITY:

   15 years (2001 - 2016). See details.
   Cites by year: 8
   Journals where Pedro Galeano has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 10 (6.99 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga563
   Updated: 2018-11-17    RAS profile: 2017-03-27    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Wied, Dominik (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Pedro Galeano.

Is cited by:

Wied, Dominik (13)

Maheu, John (11)

Jensen, Mark (8)

Veiga, Helena (4)

Xu, Ke-Li (3)

Phillips, Peter (3)

Haas, Markus (3)

van Dijk, Herman (2)

Macdonald, Ryan (2)

Jin, Xin (2)

Füss, Roland (2)

Cites to:

Bollerslev, Tim (23)

Engle, Robert (23)

Maheu, John (8)

Bauwens, Luc (8)

Vrontos, Ioannis (7)

Sheppard, Kevin (7)

Jagannathan, Ravi (6)

Dellaportas, Petros (6)

Jensen, Mark (6)

Lubrano, Michel (5)

Ruiz, Esther (4)

Main data


Where Pedro Galeano has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis4
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research2
Statistics & Probability Letters2

Working Papers Series with more than one paper published# docs
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística16

Recent works citing Pedro Galeano (2018 and 2017)


YearTitle of citing document
2018New Proposals of a Stress Measure in a Capital and its Robust Estimator. (2018). Klecha, Tadeusz ; Rydlewski, Jerzy P ; Mielczarek, Dominik ; Kosiorowski, Daniel. In: Papers. RePEc:arx:papers:1802.03756.

Full description at Econpapers || Download paper

2017A Mixtured Localized Likelihood Method for GARCH Models with Multiple Change-points. (2017). Xing, Haipeng ; Zhou, Sichen ; Yuan, Hongsong . In: Review of Economics & Finance. RePEc:bap:journl:170204.

Full description at Econpapers || Download paper

2017Functional Principal Component Regression and Functional Partial Least-squares Regression: An Overview and a Comparative Study. (2017). Febrero-Bande, Manuel ; Gonzalez-Manteiga, Wenceslao ; Galeano, Pedro. In: International Statistical Review. RePEc:bla:istatr:v:85:y:2017:i:1:p:61-83.

Full description at Econpapers || Download paper

2017Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements. (2017). Wilfling, Bernd ; Trede, Mark ; Zaharieva, Martina Danielova . In: CQE Working Papers. RePEc:cqe:wpaper:6217.

Full description at Econpapers || Download paper

2017Parallel Bayesian Inference for High Dimensional Dynamic Factor Copulas. (2017). san Miguel, Pedro Galeano ; Nguyen, Hoang ; Ausin, Maria Concepcion. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24552.

Full description at Econpapers || Download paper

2017Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-11.

Full description at Econpapers || Download paper

2017Depth-based nonparametric description of functional data, with emphasis on use of spatial depth. (2017). Serfling, Robert ; Wijesuriya, Uditha . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:105:y:2017:i:c:p:24-45.

Full description at Econpapers || Download paper

2017Functional data classification using covariate-adjusted subspace projection. (2017). Li, Pai-Ling ; Shyr, YU ; Chiou, Jeng-Min . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:115:y:2017:i:c:p:21-34.

Full description at Econpapers || Download paper

2018Sensible functional linear discriminant analysis. (2018). Chen, Lu-Hung ; Jiang, Ci-Ren . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:126:y:2018:i:c:p:39-52.

Full description at Econpapers || Download paper

2017Testing the Gaussian and Students t copulas in a risk management framework. (2017). Lourme, Alexandre ; Maurer, Frantz. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:203-214.

Full description at Econpapers || Download paper

2017Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration. (2017). Shang, Han Lin . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:184-200.

Full description at Econpapers || Download paper

2017Nonlinear manifold learning for early warnings in financial markets. (2017). Peng, YI ; Huang, Yan ; Kou, Gang. In: European Journal of Operational Research. RePEc:eee:ejores:v:258:y:2017:i:2:p:692-702.

Full description at Econpapers || Download paper

2017Are correlations constant? Empirical and theoretical results on popular correlation models in finance. (2017). Füss, Roland ; Gluck, Thorsten ; Adams, Zeno ; Fuss, Roland ; ROLAND FSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:9-24.

Full description at Econpapers || Download paper

2017Transmission of financial stress in Europe: The pivotal role of Italy and Spain, but not Greece. (2017). Johnson, Christian ; Gonzalez-Hermosillo, Brenda . In: Journal of Economics and Business. RePEc:eee:jebusi:v:90:y:2017:i:c:p:49-64.

Full description at Econpapers || Download paper

2018Local half-region depth for functional data. (2018). Agostinelli, Claudio. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:163:y:2018:i:c:p:67-79.

Full description at Econpapers || Download paper

2018The time delay restraining the herd behavior with Bayesian approach. (2018). Zhong, Guang-Yan ; Tao, Hui-Ming ; Li, Hai-Feng ; Jiang, George J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:335-346.

Full description at Econpapers || Download paper

2017Monotonicity properties of spatial depth. (2017). Nagy, Stanislav . In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:373-378.

Full description at Econpapers || Download paper

2017Exact tests for the means of Gaussian stochastic processes. (2017). Ghiglietti, Andrea ; Paganoni, Anna Maria. In: Statistics & Probability Letters. RePEc:eee:stapro:v:131:y:2017:i:c:p:102-107.

Full description at Econpapers || Download paper

2017The Univariate Collapsing Method for Portfolio Optimization. (2017). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:18-:d:97715.

Full description at Econpapers || Download paper

2018On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market. (2018). de Peretti, Christian ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01710398.

Full description at Econpapers || Download paper

2017New Approaches to Prediction using Functional Data Analysis. (2017). Laha, A K ; Rathi, Poonam . In: IIMA Working Papers. RePEc:iim:iimawp:14576.

Full description at Econpapers || Download paper

2017Bayesian Analysis of Power-Transformed and Threshold GARCH Models: A Griddy-Gibbs Sampler Approach. (2017). Xia, Qiang ; Liang, Rubing ; Liu, Jinshan ; Wong, Heung . In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:3:d:10.1007_s10614-016-9588-x.

Full description at Econpapers || Download paper

2018An innovative risk management methodology for trading equity indices based on change points. (2018). Gosmann, Josua ; Ziggel, Daniel. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:2:d:10.1057_s41260-017-0062-7.

Full description at Econpapers || Download paper

2018Temporal clustering of time series via threshold autoregressive models: application to commodity prices. (2018). Aslan, Sipan ; Iyigun, Cem ; Yozgatligil, Ceylan . In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-017-2659-0.

Full description at Econpapers || Download paper

2018A residual-based multivariate constant correlation test. (2018). Wied, Dominik ; Duan, Fang. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:6:d:10.1007_s00184-018-0675-y.

Full description at Econpapers || Download paper

2018Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics. (2018). Steel, Mark ; Kalli, Maria ; Griffin, Jim . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:2:d:10.1007_s10260-017-0384-0.

Full description at Econpapers || Download paper

2017Dynamic tail dependence clustering of financial time series. (2017). de Luca, Giovanni ; Zuccolotto, Paola . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:3:d:10.1007_s00362-015-0718-7.

Full description at Econpapers || Download paper

2017Fast DD-classification of functional data. (2017). Mosler, Karl ; Mozharovskyi, Pavlo. In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-015-0738-3.

Full description at Econpapers || Download paper

2017The $$\hbox {DD}^G$$ DD G -classifier in the functional setting. (2017). de la Fuente, Oviedo M ; Cuesta-Albertos, J A ; Febrero-Bande, M. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:1:d:10.1007_s11749-016-0502-6.

Full description at Econpapers || Download paper

2017Dating multiple change points in the correlation matrix. (2017). Wied, Dominik ; Galeano, Pedro. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:2:d:10.1007_s11749-016-0513-3.

Full description at Econpapers || Download paper

2017Multivariate analysis of variance for functional data. (2017). Gorecki, T. In: Journal of Applied Statistics. RePEc:taf:japsta:v:44:y:2017:i:12:p:2172-2189.

Full description at Econpapers || Download paper

2017The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference. (2017). van Dijk, Herman ; Grassi, Stefano ; Opschoor, Anne ; Basturk, Nalan ; Hoogerheide, Lennart. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150042.

Full description at Econpapers || Download paper

2018Particle Learning for Bayesian Semi-Parametric Stochastic Volatility Model. (2018). Virbickaite, Audrone ; Galeano, Pedro ; Ausin, Maria Concepcion ; Lopes, Hedibert F. In: DEA Working Papers. RePEc:ubi:deawps:88.

Full description at Econpapers || Download paper

2018Bayesian Semi-Parametric Markov Switching Stochastic Volatility Model. (2018). Virbickaite, Audrone ; Lopes, Hedibert F. In: DEA Working Papers. RePEc:ubi:deawps:89.

Full description at Econpapers || Download paper

2017Euro area banks interest rate risk exposure to level, slope and curvature swings in the yield curve. (2017). Lütkebohmert, Eva ; Foos, Daniel ; Pliszka, Kamil ; Markovych, Mariia ; Lutkebohmert, Eva. In: Discussion Papers. RePEc:zbw:bubdps:242017.

Full description at Econpapers || Download paper

Works by Pedro Galeano:


YearTitleTypeCited
2014A Bayesian Non-Parametric Approach to Asymmetric Dynamic Conditional Correlation Model With Application to Portfolio Selection In: Papers.
[Full Text][Citation analysis]
paper5
2013A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection.(2013) In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2016A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection.(2016) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2006Outlier Detection in Multivariate Time Series by Projection Pursuit In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article12
2010The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article7
2015BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article5
2001Multivariate analysis in vector time series In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper10
2004Variance changes detection in multivariate time series In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper8
2004Model selection criteria and quadratic discrimination in ARMA and SETAR time series models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper1
2004A note on prediction and interpolation errors in time series In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper1
2005A note on prediction and interpolation errors in time series.(2005) In: Statistics & Probability Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2004Outlier detection in multivariate time series via projection pursuit In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper0
2004Use of cumulative sums for detection of changepoints in the rate parameter of a poisson process In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper0
2005Bayesian estimation of the gaussian mixture garch model In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper18
2007Bayesian estimation of the Gaussian mixture GARCH model.(2007) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
2010A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper14
2014A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation.(2014) In: European Journal of Operational Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
2012Spatial depth-based classification for functional data In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper7
2014Spatial depth-based classification for functional data.(2014) In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2012Modeling financial time series with the skew slash distribution In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper0
2013The Mahalanobis distance for functional data with applications to classification In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper4
2014Functional outlier detection with a local spatial depth In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper1
2014Bayesian estimation of a dynamic conditional correlation model with multivariate Skew-Slash innovations In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper1
2014Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper0
2015Two-sample Hotellings T² statistics based on the functional Mahalanobis semi-distance In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper0
2007The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson Process In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article3
2014Multiple break detection in the correlation structure of random variables In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article13
2016Monitoring multivariate variance changes In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article1
2010Measures of influence for the functional linear model with scalar response In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article3
2007On the connection between model selection criteria and quadratic discrimination in ARMA time series models In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article0
2010Shifts in Individual Parameters of a GARCH Model In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article8
2007A functional analysis of NOx levels: location and scale estimation and outlier detection In: Computational Statistics.
[Full Text][Citation analysis]
article11
2012Comments on: Some recent theory for autoregressive count time series In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2th 2018. Contact: CitEc Team