Alexandros Gabrielsen : Citation Profile

Are you Alexandros Gabrielsen?

4

H index

2

i10 index

55

Citations

RESEARCH PRODUCTION:

5

Articles

8

Papers

RESEARCH ACTIVITY:

   5 years (2011 - 2016). See details.
   Cites by year: 11
   Journals where Alexandros Gabrielsen has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 5 (8.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga599
   Updated: 2023-05-27    RAS profile: 2016-07-12    
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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 Alexandros Gabrielsen.

Is cited by:

CAPELLE-BLANCARD, Gunther (7)

Havrylchyk, Olena (6)

Lucas, Andre (3)

Rottmann, Horst (3)

Zhang, Xin (3)

Ranaldo, Angelo (2)

GUPTA, RANGAN (2)

Apergis, Nicholas (2)

Caporin, Massimiliano (2)

Broto, Carmen (2)

Opazo, Luis (1)

Cites to:

Angelidis, Timotheos (3)

Kamstra, Mark (3)

Engle, Robert (3)

Kramer, Lisa (3)

Bollerslev, Tim (3)

Degiannakis, Stavros (3)

Brown, Stephen (2)

Hansen, Bruce (2)

Rockinger, Michael (2)

Olken, Benjamin (2)

Ratti, Ronald (2)

Main data

Where Alexandros Gabrielsen has published?

Journals with more than one article published# docs
Journal of Finance and Investment Analysis2
Financial Markets and Portfolio Management2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2
MPRA Paper / University Library of Munich, Germany2
Working Paper series / Rimini Centre for Economic Analysis2
Working Papers / Dipartimento Scienze Economiche, Universita' di Bologna2

Recent works citing Alexandros Gabrielsen (2022 and 2021)

YearTitle of citing document
2021A Detailed Guide on How to Use Statistical Software R for Text Mining. (2021). Wong, Wing-Keung ; Nguyen, Ngoc-Hien ; Pho, Kim-Hung ; Huynh, Huu-Nhan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:92-110.

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2022Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model. (2022). Yan, Hong ; Huang, Zhuo ; Liang, Fang ; Wang, Tianyi. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s026499932200027x.

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2021The transformed Gram Charlier distribution: Parametric properties and financial risk applications. (2021). Iguez, Trino-Manuel ; Leon, Angel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:323-349.

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2022Paths and policy adjustments for improving carbon-market liquidity in China. (2022). Zhu, Yue ; Li, Yin ; Liu, Tiansen ; Song, Yazhi ; Ye, Bin. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005084.

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2021Modeling dynamic higher moments of crude oil futures. (2021). Li, Chao ; Wang, Tianyi ; Liang, Fang ; Huang, Zhuo. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319302727.

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2021Do intra-day auctions improve market liquidity?. (2021). Zhou, Zhou ; Leung, Henry ; Gan, Quan. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320315889.

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2021The impact of Covid-19 on liquidity of emerging market bonds. (2021). Gubareva, Mariya. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316408.

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2022Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model. (2022). Bufalo, Michele ; Orlando, Giuseppe. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004888.

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2021A closed formula for illiquid corporate bonds and an application to the European market. (2021). Nastasi, Emanuele ; Nassigh, Aldo ; Baviera, Roberto. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000020.

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2022Forecasting in GARCH models with polynomially modified innovations. (2022). Bagnato, Luca ; Zoia, Maria Grazia ; Vacca, Gianmarco. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:117-141.

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2021Covid-19 and high-yield emerging market bonds: insights for liquidity risk management. (2021). Gubareva, Mariya. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:3:d:10.1057_s41283-021-00074-7.

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2022Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process. (2022). Pianese, Augusto ; Bianchi, Sergio ; Frezza, Massimiliano. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:1:d:10.1007_s10287-021-00412-w.

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Works by Alexandros Gabrielsen:

YearTitleTypeCited
2011Measuring market liquidity: An introductory survey In: Papers.
[Full Text][Citation analysis]		paper30
2011Measuring market liquidity: An introductory survey.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 30		paper
2011Measuring market liquidity: an introductory survey.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2012Measuring Market Liquidity: An Introductory Survey.(2012) In: Working Paper series.
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This paper has another version. Agregated cites: 30		paper
2012Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework In: Papers.
[Full Text][Citation analysis]		paper13
2012Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2012Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2012Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2013Dynamics of credit spread moments of European corporate bond indexes In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
2016(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article5
2016(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets.(2016) In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2012The bank lending channel and lunar phases: Evidence from a panel of European banks In: Journal of Finance and Investment Analysis.
[Full Text][Citation analysis]		article0
2012Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues In: Journal of Finance and Investment Analysis.
[Full Text][Citation analysis]		article1

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