Nicolas Merener : Citation Profile


Are you Nicolas Merener?

Universidad Torcuato Di Tella
Universidad Torcuato Di Tella

2

H index

1

i10 index

28

Citations

RESEARCH PRODUCTION:

4

Articles

3

Papers

RESEARCH ACTIVITY:

   14 years (2002 - 2016). See details.
   Cites by year: 2
   Journals where Nicolas Merener has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 2 (6.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme321
   Updated: 2020-01-18    RAS profile: 2015-12-26    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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

Is cited by:

Pelsser, Antoon (1)

Bruti-Liberati, Nicola (1)

Pietersz, Raoul (1)

Fries, Christian (1)

Platen, Eckhard (1)

Cites to:

Irwin, Scott (5)

Brooks, Chris (3)

Prokopczuk, Marcel (3)

Reinhart, Carmen (3)

Symeonidis, Lazaros (2)

Wright, Brian (2)

Laurent, Sébastien (2)

Platen, Eckhard (2)

Giot, Pierre (2)

Bekaert, Geert (2)

Roll, Richard (2)

Main data


Where Nicolas Merener has published?


Journals with more than one article published# docs
Journal of Futures Markets2

Working Papers Series with more than one paper published# docs
Business School Working Papers / Universidad Torcuato Di Tella3

Recent works citing Nicolas Merener (2018 and 2017)


YearTitle of citing document
2018Non-Gaussian Stochastic Volatility Model with Jumps via Gibbs Sampler. (2018). Dos, Thiago R ; Rego, Arthur T. In: Papers. RePEc:arx:papers:1809.01501.

Full description at Econpapers || Download paper

2018Small-time expansions for state-dependent local jump–diffusion models with infinite jump activity. (2018). Figueroa-Lopez, Jose E ; Luo, Yankeng . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:12:p:4207-4245.

Full description at Econpapers || Download paper

2017Bond Variance Risk Premiums. (2017). Choi, Hoyong ; Vedolin, Andrea ; Mueller, Philippe. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:3:p:987-1022..

Full description at Econpapers || Download paper

Works by Nicolas Merener:


YearTitleTypeCited
2002Numerical solution of jump-diffusion LIBOR market models In: Finance and Stochastics.
[Full Text][Citation analysis]
article25
2012Swap rate variance swaps In: Quantitative Finance.
[Full Text][Citation analysis]
article2
2009Swap Rate Variance Swaps.(2009) In: Business School Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2010Efficient Monte Carlo for Discrete Variance Contracts In: Business School Working Papers.
[Full Text][Citation analysis]
paper0
2012Globally Distributed Production and Asset Pricing:the Rise of Latin America in CME Soybean Futures In: Business School Working Papers.
[Full Text][Citation analysis]
paper0
2015Globally Distributed Production and the Pricing of CME Commodity Futures In: Journal of Futures Markets.
[Full Text][Citation analysis]
article0
2016Concentrated Production and Conditional Heavy Tails in Commodity Returns In: Journal of Futures Markets.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2020. Contact: CitEc Team