Michael Neumann : Citation Profile


Are you Michael Neumann?

Queen Mary University of London

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H index

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i10 index

18

Citations

RESEARCH PRODUCTION:

1

Articles

1

Papers

RESEARCH ACTIVITY:

   1 years (2013 - 2014). See details.
   Cites by year: 18
   Journals where Michael Neumann has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 1 (5.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pne203
   Updated: 2018-06-16    RAS profile: 2014-10-23    
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Relations with other researchers


Works with:

Skiadopoulos, George (2)

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

Is cited by:

Skiadopoulos, George (4)

Wolff, Christian (2)

faff, robert (1)

Lambrinoudakis, Costas (1)

Skintzi, Vasiliki (1)

bekkour, lamia (1)

Guidolin, Massimo (1)

Bernales, Alejandro (1)

Power, Gabriel (1)

Lehnert, Thorsten (1)

Jin, Xisong (1)

Cites to:

DUMITRU, ANA-MARIA (1)

Skiadopoulos, George (1)

Andersen, Torben (1)

Bollerslev, Tim (1)

Guidolin, Massimo (1)

PETITJEAN, Mikael (1)

Easley, David (1)

Goncalves, Silvia (1)

Mele, Antonio (1)

Rangel, Jose (1)

Lo, Ingrid (1)

Main data


Where Michael Neumann has published?


Recent works citing Michael Neumann (2018 and 2017)


YearTitle of citing document
2017Entropy-based implied moments. (2017). Xiao, Xiao ; Zhou, Chen. In: DNB Working Papers. RePEc:dnb:dnbwpp:581.

Full description at Econpapers || Download paper

2017Hitting SKEW for SIX. (2017). faff, robert ; Liu, Zhangxin . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:449-464.

Full description at Econpapers || Download paper

Works by Michael Neumann:


YearTitleTypeCited
2013Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article18
2014Jumps in Option Prices and Their Determinants: Real-time Evidence from the E-mini S&P 500 Option Market In: Working Papers.
[Full Text][Citation analysis]
paper0

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