1
H index
1
i10 index
20
Citations
Université Libre de Bruxelles | 1 H index 1 i10 index 20 Citations RESEARCH PRODUCTION: 1 Articles 2 Papers RESEARCH ACTIVITY: 1 years (2011 - 2012). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pma1257 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Charles Mathias. | Is cited by: | Cites to: |
Year | Title of citing document |
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2024 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper |
2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359. Full description at Econpapers || Download paper |
2023 | Parametric estimation of long memory in factor models. (2023). Ergemen, Yunus Emre. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1483-1499. Full description at Econpapers || Download paper |
2024 | Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593. Full description at Econpapers || Download paper |
2023 | Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | Market liquidity as dynamic factors In: Working Papers ECARES. [Citation analysis] | paper | 20 |
2011 | Market liquidity as dynamic factors.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2012 | Essays in comovement of financial markets In: ULB Institutional Repository. [Full Text][Citation analysis] | paper | 0 |
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