Pilar Grau : Citation Profile


Are you Pilar Grau?

Universidad Rey Juan Carlos

4

H index

4

i10 index

90

Citations

RESEARCH PRODUCTION:

7

Articles

4

Papers

RESEARCH ACTIVITY:

   11 years (2000 - 2011). See details.
   Cites by year: 8
   Journals where Pilar Grau has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 1 (1.1 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgr418
   Updated: 2020-09-26    RAS profile: 2014-10-06    
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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 Pilar Grau.

Is cited by:

Fernandez Bariviera, Aurelio (14)

Tabak, Benjamin (9)

Sensoy, Ahmet (5)

Cajueiro, Daniel (4)

Şensoy, Ahmet (4)

Murphy, Anthony (2)

Los, Cornelis (2)

Onali, Enrico (1)

Parshakov, Petr (1)

Yu, Hui-Kuang (1)

Zarra Nezhad, Mansour (1)

Cites to:

MacKinnon, James (4)

Davidson, Russell (4)

Titman, Sheridan (4)

Grinblatt, Mark (3)

Lo, Andrew (3)

Stambaugh, Robert (2)

Bams, Dennis (2)

Sharpe, William (2)

Pastor, Lubos (2)

liang, bing (2)

Carhart, Mark (2)

Main data


Where Pilar Grau has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications3

Recent works citing Pilar Grau (2020 and 2019)


YearTitle of citing document
2019Dynamic tail inference with log-Laplace volatility. (2019). Chavez, Gordon V. In: Papers. RePEc:arx:papers:1901.02419.

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2019Stylised facts for high frequency cryptocurrency data. (2019). Zhang, Yuanyuan ; Nadarajah, Saralees ; Chu, Jeffrey ; Chan, Stephen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:598-612.

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2019Recurrence duration statistics and time-dependent intrinsic correlation analysis of trading volumes: A study of Chinese stock indices. (2019). Niu, Hongli ; Zhang, Junhuan ; Wang, Weiqing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:838-854.

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2019Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump. (2019). Wang, Yiduan ; Zhang, BO. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:1012-1025.

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2019Persistence in firm’s asset and equity volatility. (2019). Lovreta, Lidija ; Gonzalez-Pla, Francisco. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s037843711931310x.

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2020Identification of short-term and long-term time scales in stock markets and effect of structural break. (2020). Bal, Debi Prasad ; Mahata, Ajit ; Nurujjaman, MD. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s037843711932014x.

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2019The Ukrainian crisis, economic sanctions, oil shock and commodity currency: Analysis based on EMD approach. (2019). Korotina, Olesya ; Popov, Victor ; Dolgonosov, Maxim ; Korolkova, Inna. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:156-168.

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Works by Pilar Grau:


YearTitleTypeCited
2008An evaluation on the true statistical relevance of Jensens alpha trough simulation: An application for Germany In: Economics Bulletin.
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article1
2000Empirical evidence of long-range correlations in stock returns In: Physica A: Statistical Mechanics and its Applications.
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article39
2001Long-range power-law correlations in stock returns In: Physica A: Statistical Mechanics and its Applications.
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article11
2006Bootstrap testing for detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications.
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article10
2005Tests of Long Memory: A Bootstrap Approach In: Computational Economics.
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article25
2004Test for long memory processes. A bootstrap approach In: Computing in Economics and Finance 2004.
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paper0
2006Extreme observations in developed and emerging equity markets In: Computing in Economics and Finance 2006.
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paper0
2011The truth about mutual funds across Europe In: Applied Economics Letters.
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article2
2009On the long-term behavior of mutual fund returns In: Quantitative Finance.
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article2
2003Consecuencias para la predicción de la existencia de caos utilizando modelos TAR In: Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales.
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paper0
2009Different risk-adjusted fund performance measures: a comparison In: Economics Discussion Papers.
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paper0

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