Ana Margarida Monteiro : Citation Profile


Are you Ana Margarida Monteiro?

Universidade do Coimbra

3

H index

1

i10 index

31

Citations

RESEARCH PRODUCTION:

2

Articles

4

Papers

RESEARCH ACTIVITY:

   8 years (2008 - 2016). See details.
   Cites by year: 3
   Journals where Ana Margarida Monteiro has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmo1079
   Updated: 2020-10-17    RAS profile: 2017-02-13    
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Relations with other researchers


Works with:

Pascoal, Rui (2)

Augusto, Mário (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ana Margarida Monteiro.

Is cited by:

Perote, Javier (4)

Cortés, Lina (3)

Fengler, Matthias (2)

Mora-Valencia, Andrés (2)

Bennett, Robert (1)

Schmidt, Lawrence (1)

Montebruno, Piero (1)

Muzzioli, Silvia (1)

Beare, Brendan (1)

Taboga, Marco (1)

Da Silva, Sergio (1)

Cites to:

Mata, José (4)

Gabaix, Xavier (3)

Markowitz, Harry (3)

Portugal, Pedro (3)

Guimaraes, Paulo (2)

Gallegati, Mauro (2)

Jackwerth, Jens (2)

Scholes, Myron (1)

Stutzer, Michael (1)

Vošvrda, Miloslav (1)

Gaffeo, Edoardo (1)

Main data


Where Ana Margarida Monteiro has published?


Working Papers Series with more than one paper published# docs
GEMF Working Papers / GEMF, Faculty of Economics, University of Coimbra4

Recent works citing Ana Margarida Monteiro (2020 and 2019)


YearTitle of citing document
2019Wavelet Leader and Multifractal Detrended Fluctuation Analysis of Market Efficiency: Evidence from WAEMU Market Index. (2019). Mendy, Pierre ; Diallo, Oumou Kalsoum. In: World Journal of Applied Economics. RePEc:ana:journl:v:5:y:2019:i:1:p:1-23.

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2019A New Nonparametric Estimate of the Risk-Neutral Density with Applications to Variance Swaps. (2019). Yang, Jie ; Wang, Fangfang ; Li, Keren ; Zhou, Shuang ; Jiang, Liyuan. In: Papers. RePEc:arx:papers:1808.05289.

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2020Long memory in select stock returns using an alternative wavelet log-scale alignment approach. (2020). Kamaiah, Bandi ; Bhandari, Avishek. In: Papers. RePEc:arx:papers:2004.08550.

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2019Firm size and concentration inequality: A flexible extension of Gibrat’s law. (2019). Perote, Javier ; Lozada, Juan M ; Cortes, Lina . In: Documentos de Trabajo CIEF. RePEc:col:000122:017205.

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2020Firm size and economic concentration: An analysis from lognormal expansion. (2020). Perote, Javier ; Lozada, Juan M ; Cortes, Lina. In: Documentos de Trabajo CIEF. RePEc:col:000122:018185.

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2019A tale of two tails: Do Power Law and Lognormal models fit firm-size distributions in the mid-Victorian era?. (2019). Montebruno, Piero ; Smith, Harry ; van Lieshout, Carry ; Bennett, Robert J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:858-875.

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2019Option Implied Risk-Neutral Density Estimation: A Robust and Flexible Method. (2019). Tomar, Nutan Kumar ; Kumar, Sumit ; Kundu, Arindam. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9846-1.

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2020Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints. (2020). , Antonio ; Antonio, ; Monteiro, Ana M. In: Review of Derivatives Research. RePEc:kap:revdev:v:23:y:2020:i:1:d:10.1007_s11147-019-09156-x.

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2020Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks. (2020). Bhandari, Avishek. In: MPRA Paper. RePEc:pra:mprapa:101946.

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2020Long memory and fractality among global equity markets: A multivariate wavelet approach. (2020). Bhandari, Avishek. In: MPRA Paper. RePEc:pra:mprapa:99653.

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2019A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy. (2019). Peraita-Ezcurra, Olivia ; Vilar-Zanon, Jose L. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00236-z.

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Works by Ana Margarida Monteiro:


YearTitleTypeCited
2008Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity In: European Journal of Operational Research.
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article21
2016Size distribution of Portuguese firms between 2006 and 2012 In: Physica A: Statistical Mechanics and its Applications.
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article5
2015Size Distribution of Portuguese Firms between 2006 and 2012.(2015) In: GEMF Working Papers.
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This paper has another version. Agregated cites: 5
paper
2010Estimation of Risk-Neutral Density Surfaces In: GEMF Working Papers.
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paper1
2013Market Efficiency, Roughness and Long Memory in the PSI20 Index Returns: Wavelet and Entropy Analysis In: GEMF Working Papers.
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paper4
2014Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison In: GEMF Working Papers.
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paper0

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