Charles Mathias : Citation Profile


Are you Charles Mathias?

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.
   Cites by year: 20
   Journals where Charles Mathias has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1257
   Updated: 2024-11-08    RAS profile: 2024-02-09    
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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 Charles Mathias.

Is cited by:

Hallin, Marc (8)

Forni, Mario (5)

Zaffaroni, Paolo (5)

Lippi, Marco (5)

Anderson, Richard (4)

Nilsson, Birger (3)

Barigozzi, Matteo (3)

Hagströmer, Björn (2)

Liska, Roman (1)

Gau, Yin-Feng (1)

Posch, Peter (1)

Cites to:

Main data


Where Charles Mathias has published?


Recent works citing Charles Mathias (2024 and 2023)


YearTitle of citing document
2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359.

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2023Parametric 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.

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2024Inferential 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.

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2023Estimation 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.

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Works by Charles Mathias:


YearTitleTypeCited
2011Market liquidity as dynamic factors In: Working Papers ECARES.
[Citation analysis]
paper20
2011Market liquidity as dynamic factors.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20
article
2012Essays in comovement of financial markets In: ULB Institutional Repository.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team