Katarzyna Łasak : Citation Profile


Tinbergen Instituut

4

H index

2

i10 index

50

Citations

RESEARCH PRODUCTION:

5

Articles

9

Papers

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 3
   Journals where Katarzyna Łasak has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 6 (10.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla301
   Updated: 2025-01-10    RAS profile: 2023-04-09    
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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 Katarzyna Łasak.

Is cited by:

Santucci de Magistris, Paolo (9)

Jucknewitz, Roland (4)

Ranaldo, Angelo (4)

Hartl, Tobias (4)

Caporin, Massimiliano (4)

Johansen, Soren (3)

Petrella, Ivan (2)

Delle Monache, Davide (2)

Rossi, Eduardo (2)

Hualde, Javier (2)

Angelini, Giovanni (2)

Cites to:

Johansen, Soren (20)

Velasco, Carlos (17)

Nielsen, Morten (14)

Robinson, Peter (12)

Hualde, Javier (10)

Engle, Robert (9)

Lucas, Andre (7)

Koopman, Siem Jan (7)

Creal, Drew (7)

Hassler, Uwe (7)

Breitung, Jörg (6)

Main data


Production by document typearticlepaper200820092010201120122013201420152016201720182019202020212022024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200820092010201120122013201420152016201720182019202020212022051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2009201020112012201320142015201620172018201920202021202220232024051015Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2008200920102011201220132014201520162017201820192020202120220102030Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 4Most cited documents1234560102030Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025010246h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Katarzyna Łasak has published?


Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute5

Recent works citing Katarzyna Łasak (2024 and 2023)


Year  ↓Title of citing document  ↓
2023Measuring price impact and information content of trades in a time-varying setting. (2022). Lillo, F ; Bormetti, G ; Campigli, F. In: Papers. RePEc:arx:papers:2212.12687.

Full description at Econpapers || Download paper

2023Forecasting aggregate claims using score‐driven time series models. (2018). Arozo, Mariana ; Eduardo, . In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:3:p:354-374.

Full description at Econpapers || Download paper

2023Investor sentiment in the tourism stock market. (2023). Kou, Iokteng Esther ; Wu, Chih-Hung ; Peng, Kang-Lin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000624.

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2023Fast estimation of a large TVP-VAR model with score-driven volatilities. (2023). Hong, Yongmiao ; Ye, Shiqi ; Zheng, Tingguo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689.

Full description at Econpapers || Download paper

2023Southern oscillation: Great value of its trends for forecasting crude oil spot price volatility. (2023). Wang, LU ; Su, Yuquan ; Yu, Jize ; Hong, Yanran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:358-368.

Full description at Econpapers || Download paper

2023Modeling extreme events:time-varying extreme tail shape. (2023). Lucas, Andre ; Dinnocenzo, Enzo ; Zhang, Xin ; Schwaab, Bernd. In: Working Paper Series. RePEc:hhs:rbnkwp:0399.

Full description at Econpapers || Download paper

2023Estimation of final standings in football competitions with a premature ending: the case of COVID-19. (2023). Koopman, Siem Jan ; Lit, R ; Gorgi, P. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:107:y:2023:i:1:d:10.1007_s10182-021-00415-7.

Full description at Econpapers || Download paper

Works by Katarzyna Łasak:


Year  ↓Title  ↓Type  ↓Cited  ↓
2008Likelihood based testing for no fractional cointegration In: CREATES Research Papers.
[Full Text][Citation analysis]
paper12
2010Likelihood based testing for no fractional cointegration.(2010) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 12
article
2008Maximum likelihood estimation of fractionally cointegrated systems In: CREATES Research Papers.
[Full Text][Citation analysis]
paper9
2013Fractional cointegration rank estimation In: CREATES Research Papers.
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paper7
2015Fractional Cointegration Rank Estimation.(2015) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2014Fractional Cointegration Rank Estimation.(2014) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2014On an Estimation Method for an Alternative Fractionally Cointegrated Model In: CREATES Research Papers.
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paper0
2014On an Estimation Method for an Alternative Fractionally Cointegrated Model.(2014) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2016In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models In: International Journal of Forecasting.
[Full Text][Citation analysis]
article22
2015In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models.(2015) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
paper
2020Observation Driven Long Run Equilibria In: Computational Economics.
[Full Text][Citation analysis]
article0
2022Spurious multivariate regressions under fractionally integrated processes In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]
article0
2015In-Sample Bounds for Time-Varying Parameters of Observation Driven Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2018Likelihood based inference for an Identifiable Fractional Vector Error Correction Model In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0

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