3
H index
0
i10 index
20
Citations
Tore Selland Kleppe : Citation Profile
| RESEARCH PRODUCTION: 12 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
11 years (2008 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Tore Selland Kleppe. | Is cited by:
| Cites to:
|
Main data
Where Tore Selland Kleppe has published?
| Journals with more than one article published | # docs |
|---|---|
| Scandinavian Journal of Statistics | 2 |
| Computational Statistics & Data Analysis | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Singapore Management University, School of Economics | 4 |
Recent works citing Tore Selland Kleppe (2020 and 2019)
| Year | Title of citing document |
|---|---|
| 2020 | Pairwise local Fisher and naive Bayes: Improving two standard discriminants. (2020). Jullum, Martin ; Otneim, Hkon ; Tjostheim, Dag. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:284-304. Full description at Econpapers || Download paper |
| 2019 | Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries. (2019). Guillaumin, Cyriac ; Boubakri, Salem ; Silanine, Alexandre. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:212-228. Full description at Econpapers || Download paper |
| 2020 | Equilibrium Working Curves with Heterogeneous Agents. (2020). Soini, Vesa-Heikki ; Oglend, Atle. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09931-w. Full description at Econpapers || Download paper |
| 2019 | Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201917. Full description at Econpapers || Download paper |
| 2020 | Futures market hedging efficiency in a new futures exchange: Effects of trade partner diversification. (2020). Oglend, Atle ; Straume, Hansmartin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:4:p:617-631. Full description at Econpapers || Download paper |
Works by Tore Selland Kleppe:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Building and Fitting Non‐Gaussian Latent Variable Models via the Moment‐Generating Function In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Adaptive Step Size Selection for Hessian-Based Manifold Langevin Samplers In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Trade with Endogenous Transportation Costs: The Value of LNG Exports In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 3 |
| 2014 | Efficient importance sampling in mixture frameworks In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2017 | On the behavior of commodity prices when speculative storage is bounded In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
| 2014 | Maximum likelihood estimation of partially observed diffusion models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Estimating the competitive storage model: A simulated likelihood approach In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2016 | How regular are directional movements in commodity and asset prices? A Wald test In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Trade with endogenous transportation costs: The case of liquefied natural gas In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Trade with Endogenous Transportation Costs: The Value of LNG Exports In: UiS Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation In: Journal of Statistical Software. [Full Text][Citation analysis] | article | 4 |
| 2017 | Price Dynamics in Biological Production Processes Exposed to Environmental Shocks In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 1 |
| 2008 | Simulated maximum likelihood for general stochastic volatility models: a change of variable approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Simulated Maximum Likelihood Estimation for Latent Diffusion Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Simulated Maximum Likelihood Estimation for Latent Diffusion Models.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Can limits‐to‐arbitrage from bounded storage improve commodity term‐structure modeling? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 2011 | Efficient high-dimensional importance sampling in mixture frameworks In: Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team