Jacinto Marabel Romo : Citation Profile


Are you Jacinto Marabel Romo?

Universidad de Alcalá de Henares (40% share)

2

H index

0

i10 index

8

Citations

RESEARCH PRODUCTION:

6

Articles

RESEARCH ACTIVITY:

   4 years (2012 - 2016). See details.
   Cites by year: 2
   Journals where Jacinto Marabel Romo has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pma1576
   Updated: 2019-08-17    RAS profile: 2016-07-14    
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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 Jacinto Marabel Romo.

Is cited by:

Itkin, Andrey (1)

Cites to:

Campbell, John (2)

Bollerslev, Tim (2)

Engle, Robert (1)

Das, Sanjiv (1)

Daglish, Toby (1)

Perron, Pierre (1)

DA FONSECA, José (1)

Chen, Zhiwu (1)

Wu, Liuren (1)

Diebold, Francis (1)

Phillips, Peter (1)

Main data


Where Jacinto Marabel Romo has published?


Journals with more than one article published# docs
Journal of Futures Markets3
Quantitative Finance2

Recent works citing Jacinto Marabel Romo (2018 and 2017)


YearTitle of citing document
2018Expansion formulas for European quanto options in a local volatility FX-LIBOR model. (2018). Hok, Julien ; Papapantoleon, Antonis ; Ngare, Philip. In: Papers. RePEc:arx:papers:1801.01205.

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2018Target volatility option pricing in lognormal fractional SABR model. (2018). Alos, Elisa ; Wang, Tai-Ho ; Tudor, Sebastian ; Chatterjee, Rupak. In: Papers. RePEc:arx:papers:1801.08215.

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2019Arbitrage-free conditions for implied volatility surface by Delta. (2019). Bao, Ying ; Zhao, Yanlong ; Wang, Ximei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:819-834.

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2017Regime switching behavior of Indian VIX and its time dependent correlation with select developed economies. (2017). Chittineni, Jyothi. In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:13:y:2017:i:5:p:666-675.

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2018EXPANSION FORMULAS FOR EUROPEAN QUANTO OPTIONS IN A LOCAL VOLATILITY FX-LIBOR MODEL. (2018). Hok, Julien ; Papapantoleon, Antonis ; Ngare, Philip. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:02:n:s0219024918500176.

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2018QUANTO PRICING IN STOCHASTIC CORRELATION MODELS. (2018). Teng, Long ; Gunther, Michael ; Ehrhardt, Matthias. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:05:n:s0219024918500383.

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Works by Jacinto Marabel Romo:


YearTitleTypeCited
2012VOLATILITY REGIMES FOR THE VIX INDEX In: Revista de Economia Aplicada.
[Full Text][Citation analysis]
article1
2014Dynamics of the implied volatility surface. Theory and empirical evidence In: Quantitative Finance.
[Full Text][Citation analysis]
article2
2014Investment decisions with financial constraints. Evidence from Spanish firms In: Quantitative Finance.
[Full Text][Citation analysis]
article0
2012The Quanto Adjustment and the Smile In: Journal of Futures Markets.
[Citation analysis]
article3
2014Pricing Forward Skew Dependent Derivatives. Multifactor Versus Single‐Factor Stochastic Volatility Models In: Journal of Futures Markets.
[Full Text][Citation analysis]
article1
2016Stochastic Skew and Target Volatility Options In: Journal of Futures Markets.
[Full Text][Citation analysis]
article1

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