1
H index
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i10 index
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Citations
Hunan University | 1 H index 0 i10 index 3 Citations RESEARCH PRODUCTION: 2 Articles 4 Papers RESEARCH ACTIVITY: 4 years (2020 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pli1378 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Chenxing Li. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 4 |
Year | Title of citing document |
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2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper |
2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2024 | Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2023 | Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?.(2023) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2020 | A Multivariate GARCH-Jump Mixture Model In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2022 | A multivariate GARCH model with an infinite hidden Markov mixture In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2022 | An Infinite Hidden Markov Model with Stochastic Volatility In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2024 | An infinite hidden Markov model with stochastic volatility.(2024) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article |
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