Lidan Grossmass : Citation Profile


Are you Lidan Grossmass?

Heinriche-Heine-Universität Düsseldorf

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Citations

RESEARCH PRODUCTION:

4

Articles

RESEARCH ACTIVITY:

   7 years (2014 - 2021). See details.
   Cites by year: 0
   Journals where Lidan Grossmass has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr542
   Updated: 2024-12-03    RAS profile: 2024-07-06    
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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 Lidan Grossmass.

Is cited by:

Cites to:

Shephard, Neil (7)

Giot, Pierre (7)

Lunde, Asger (4)

Hansen, Peter (4)

Bollerslev, Tim (3)

Durré, Alain (3)

Engle, Robert (3)

michaely, roni (2)

Amihud, Yakov (2)

Gallo, Giampiero (2)

Pedersen, Lasse (2)

Main data


Where Lidan Grossmass has published?


Recent works citing Lidan Grossmass (2024 and 2023)


YearTitle of citing document
2024The optimal strategies of competitive high-frequency traders and effects on market liquidity. (2024). Doukas, John A ; Yang, Haijun ; Ge, Hengshun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:653-679.

Full description at Econpapers || Download paper

Works by Lidan Grossmass:


YearTitleTypeCited
2015Estimating dynamic copula dependence using intraday data In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
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2014Liquidity and the Value at Risk In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
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2014Obtaining and Predicting the Bounds of Realized Correlations In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]
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2021Ultra-short tenor yield curve for intraday trading and settlement In: The European Journal of Finance.
[Full Text][Citation analysis]
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CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team