Marius Matei : Citation Profile


Are you Marius Matei?

Academia Romana (47% share)
Banca Nationala a Romaniei (47% share)
Macquarie University (6% share)

3

H index

1

i10 index

24

Citations

RESEARCH PRODUCTION:

6

Articles

4

Papers

RESEARCH ACTIVITY:

   10 years (2009 - 2019). See details.
   Cites by year: 2
   Journals where Marius Matei has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 2 (7.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1184
   Updated: 2020-11-21    RAS profile: 2019-11-28    
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Relations with other researchers


Works with:

Dungey, Mardi (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marius Matei.

Is cited by:

Scheule, Harald (3)

Wu, Eliza (2)

Luciani, Matteo (2)

Boswijk, H. Peter (1)

Drachal, Krzysztof (1)

Lee, Chin (1)

Laeven, Roger (1)

Baumohl, Eduard (1)

Acatrinei, Marius (1)

Yang, Xiye (1)

Dungey, Mardi (1)

Cites to:

Bollerslev, Tim (36)

Andersen, Torben (27)

Diebold, Francis (26)

Dungey, Mardi (12)

Engle, Robert (10)

Ait-Sahalia, Yacine (8)

Shephard, Neil (7)

Tauchen, George (7)

Meddahi, Nour (6)

Yilmaz, Kamil (5)

Laurent, Sébastien (5)

Main data


Where Marius Matei has published?


Journals with more than one article published# docs
Journal for Economic Forecasting4

Working Papers Series with more than one paper published# docs
Working Papers / University of Tasmania, Tasmanian School of Business and Economics2

Recent works citing Marius Matei (2020 and 2019)


YearTitle of citing document
2019Studying the Volatility of Pakistan Stock Exchange and Shanghai Stock Exchange Markets in the Light of CPEC: An Application of GARCH and EGARCH Modelling. (2019). Fatima, Samreen ; Fraz, Tayyab Raza ; Ahsanuddin, Muhammad. In: International Journal of Sciences. RePEc:adm:journl:v:8:y:2019:i:3:p:125-132.

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2020Detecting Changes in Asset Co-Movement Using the Autoencoder Reconstruction Ratio. (2020). Roberts, Stephen ; Zohren, Stefan ; Lim, Bryan. In: Papers. RePEc:arx:papers:2002.02008.

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2019International trade, foreign direct investments, and firms’ systemic risk : Evidence from the Netherlands. (2019). Braekers, Roel ; Vancauteren, Mark ; van Cauwenberge, Annelies ; Vandemaele, Sigrid . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:361-386.

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2020Examining stress in Asian currencies: A perspective offered by high frequency financial market data. (2020). Treepongkaruna, Sirimon ; Matei, Marius ; Dungey, Mardi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300846.

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2019Coupling and Coordination Development of Australian Energy, Economy, and Ecological Environment Systems from 2007 to 2016. (2019). Chen, Mu-Yen ; Yan, Xin. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6568-:d:289343.

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2020Contagion or interdependence? Comparing signed and unsigned spillovers. (2020). Volkov, Vladimir ; Islam, Raisul. In: Working Papers. RePEc:tas:wpaper:33214.

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2020Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector. (2020). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: EconStor Preprints. RePEc:zbw:esprep:222580.

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2019International trade, foreign direct investments, and firms’ systemic risk : Evidence from the Netherlands. (2019). Braekers, Roel ; Vancauteren, Mark ; van Cauwenberge, Annelies ; Vandemaele, Sigrid . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:361-386.

Full description at Econpapers || Download paper

Works by Marius Matei:


YearTitleTypeCited
2018Testing for mutually exciting jumps and financial flights in high frequency data In: Journal of Econometrics.
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article3
2019Bivariate Volatility Modeling with High-Frequency Data In: Econometrics.
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article0
2009Assessing Volatility Forecasting Models: Why GARCH Models Take the Lead In: Journal for Economic Forecasting.
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article8
2011Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data In: Journal for Economic Forecasting.
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article0
2012Perspectives on risk measurement: a critical assessment of PC-GARCH against the main volatility forecasting models In: Journal for Economic Forecasting.
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article1
2012Price Volatility Forecast for Agricultural Commodity Futures: The Role of High Frequency Data In: Journal for Economic Forecasting.
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article0
2010Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes In: Working Papers of Institute for Economic Forecasting.
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paper0
2009Analiza riscului în evaluarea oportunitatilor internationale de investitii. Perspective în modelarea si previzionarea volatilitatii utilizate în estimarea riscului In: Working Papers of Macroeconomic Modelling Seminar.
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paper0
2014Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data In: Working Papers.
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paper1
2015Surfing through the GFC: systemic risk in Australia In: Working Papers.
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paper11

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