4
H index
2
i10 index
78
Citations
Emmanuel Haven : Citation Profile
Leicester University | RESEARCH PRODUCTION: 12 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2002 - 2016). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Emmanuel Haven. | Is cited by:
| Cites to:
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Main data
Where Emmanuel Haven has published?
| Journals with more than one article published | # docs |
|---|---|
| Physica A: Statistical Mechanics and its Applications | 5 |
| European Journal of Operational Research | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 3 |
| Computing in Economics and Finance 2005 / Society for Computational Economics | 2 |
| Computing in Economics and Finance 2006 / Society for Computational Economics | 2 |
Recent works citing Emmanuel Haven (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Information Entropy of the Financial Market: Modelling Random Processes Using Open Quantum Systems. (2024). Hicks, Will. In: Papers. RePEc:arx:papers:2406.20027. Full description at Econpapers || Download paper |
| 2024 | Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407. Full description at Econpapers || Download paper |
| 2025 | Development of multi-forecasting model using Monte Carlo simulation coupled with wavelet denoising-ARIMA model. (2025). Parmar, Kulwinder Singh ; Singh, Sarbjit ; Kumar, Jatinder. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:230:y:2025:i:c:p:517-540. Full description at Econpapers || Download paper |
Works by Emmanuel Haven:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | The role of information in a two-traders market In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | The role of information in a two-traders market.(2014) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2014 | Towards a formalization of a two traders market with information exchange In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | A Generalized Probability Framework to Model Economic Agents Decisions Under Uncertainty In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | A generalized probability framework to model economic agents decisions under uncertainty.(2016) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2009 | Revealing the implied risk-neutral MGF from options: The wavelet method In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 7 |
| 2002 | Fuzzy interval and semi-orders In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
| 2010 | The use of interval arithmetic in solving a non-linear rational expectation based multiperiod output-inflation process model: The case of the IN/GB method In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
| 2012 | De-noising option prices with the wavelet method In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 37 |
| 2004 | The wave-equivalent of the Black–Scholes option price: an interpretation In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
| 2004 | An `ℏ-Brownian motion and the existence of stochastic option prices In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2015 | Evidence of multifractality from CEE exchange rates against Euro In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 12 |
| 2016 | First results on applying a non-linear effect formalism to alliances between political parties and buy and sell dynamics In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 6 |
| 2008 | Private Information and the ‘Information Function’: A Survey of Possible Uses In: Theory and Decision. [Full Text][Citation analysis] | article | 4 |
| 2008 | Elementary Quantum Mechanical Principles and Social Science: Is There a Connection? In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2002 | Price Adjustment Time and the Black-Scholes Option Pricing Model: Discussion and New Results In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
| 2004 | Option Pricing under different uncertainty regimes In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
| 2005 | Analytical solutions to the generalized Black-Scholes PDE with the help of an adiabatic approximation to the Schrödinger PDE In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
| 2005 | Value versus price of an asset: is an expected utility representation possible? In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
| 2006 | Private information and the use of a so called information function In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 2006 | Using wavelets to approximate the risk-neutral MGF for options In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 2013 | Revealing the Implied Risk-neutral MGF with the Wavelet Method In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team