Tore Selland Kleppe : Citation Profile


Are you Tore Selland Kleppe?

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H index

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i10 index

20

Citations

RESEARCH PRODUCTION:

12

Articles

9

Papers

RESEARCH ACTIVITY:

   11 years (2008 - 2019). See details.
   Cites by year: 1
   Journals where Tore Selland Kleppe has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 5 (20 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkl71
   Updated: 2020-09-14    RAS profile: 2019-09-18    
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Relations with other researchers


Works with:

Oglend, Atle (9)

Osmundsen, Petter (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tore Selland Kleppe.

Is cited by:

Misund, BÃ¥rd (4)

Oglend, Atle (4)

Yu, Jun (2)

Panagiotidis, Theodore (1)

Li, Mengheng (1)

Hafner, Christian (1)

Panagiotidis, Theodore (1)

Laurent, Sébastien (1)

Kohn, Robert (1)

Bampinas, Georgios (1)

GUPTA, RANGAN (1)

Cites to:

Richard, Jean-Francois (26)

Shephard, Neil (14)

Yu, Jun (11)

Gouel, Christophe (11)

Deaton, Angus (9)

Laroque, Guy (9)

Wright, Brian (9)

Asche, Frank (8)

Osmundsen, Petter (8)

Koopman, Siem Jan (7)

Bobenrieth, Eugenio (6)

Main data


Where Tore Selland Kleppe has published?


Journals with more than one article published# docs
Scandinavian Journal of Statistics2
Computational Statistics & Data Analysis2

Working Papers Series with more than one paper published# docs
Working Papers / Singapore Management University, School of Economics4

Recent works citing Tore Selland Kleppe (2020 and 2019)


YearTitle of citing document
2020Pairwise 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

2019Non-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.

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2020Equilibrium 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.

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2019Contagion 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.

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2020Futures 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.

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Works by Tore Selland Kleppe:


YearTitleTypeCited
2019Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility In: Papers.
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2008Building and Fitting Non‐Gaussian Latent Variable Models via the Moment‐Generating Function In: Scandinavian Journal of Statistics.
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2016Adaptive Step Size Selection for Hessian-Based Manifold Langevin Samplers In: Scandinavian Journal of Statistics.
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2015Trade with Endogenous Transportation Costs: The Value of LNG Exports In: CESifo Working Paper Series.
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2012Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling In: Computational Statistics & Data Analysis.
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article3
2014Efficient importance sampling in mixture frameworks In: Computational Statistics & Data Analysis.
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article2
2017On the behavior of commodity prices when speculative storage is bounded In: Journal of Economic Dynamics and Control.
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article3
2014Maximum likelihood estimation of partially observed diffusion models In: Journal of Econometrics.
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article0
2017Estimating the competitive storage model: A simulated likelihood approach In: Econometrics and Statistics.
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article1
2016How regular are directional movements in commodity and asset prices? A Wald test In: Journal of Empirical Finance.
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article0
2016Trade with endogenous transportation costs: The case of liquefied natural gas In: Energy Economics.
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2015Trade with Endogenous Transportation Costs: The Value of LNG Exports In: UiS Working Papers in Economics and Finance.
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paper2
2014Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation In: Journal of Statistical Software.
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article4
2017Price Dynamics in Biological Production Processes Exposed to Environmental Shocks In: American Journal of Agricultural Economics.
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article1
2008Simulated maximum likelihood for general stochastic volatility models: a change of variable approach In: MPRA Paper.
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2011Simulated Maximum Likelihood Estimation for Latent Diffusion Models In: Working Papers.
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2012Simulated Maximum Likelihood Estimation for Latent Diffusion Models.(2012) In: Working Papers.
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paper
2010Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time In: Working Papers.
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2009Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models In: Working Papers.
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2019Can limits‐to‐arbitrage from bounded storage improve commodity term‐structure modeling? In: Journal of Futures Markets.
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2011Efficient high-dimensional importance sampling in mixture frameworks In: Economics Working Papers.
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paper1

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