Frank S. Nielsen : Citation Profile


Are you Frank S. Nielsen?

Aarhus Universitet
Aarhus Universitet

4

H index

2

i10 index

89

Citations

RESEARCH PRODUCTION:

6

Papers

RESEARCH ACTIVITY:

   2 years (2007 - 2009). See details.
   Cites by year: 44
   Journals where Frank S. Nielsen has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 2 (2.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pni154
   Updated: 2021-06-07    RAS profile: 2009-10-13    
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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 Frank S. Nielsen.

Is cited by:

Rodríguez Caballero, Carlos (12)

Weron, Rafał (8)

Santucci de Magistris, Paolo (8)

Rossi, Eduardo (7)

Leschinski, Christian (6)

Afanasyev, Dmitriy (5)

DE TRUCHIS, Gilles (5)

Sibbertsen, Philipp (5)

Haldrup, Niels (5)

Rodrigues, Paulo (3)

Nowotarski, Jakub (3)

Cites to:

Granger, Clive (9)

Nielsen, Morten (8)

Giraitis, Liudas (6)

Velasco, Carlos (6)

Sun, Yixiao (5)

Hurvich, Clifford (5)

Bollerslev, Tim (4)

Andrews, Donald (4)

Shimotsu, Katsumi (4)

Diebold, Francis (4)

Dalla, Violetta (4)

Main data


Where Frank S. Nielsen has published?


Working Papers Series with more than one paper published# docs
Working Paper / Economics Department, Queen's University2

Recent works citing Frank S. Nielsen (2021 and 2020)


YearTitle of citing document
2021Air Pollution Prediction Using an Ensemble of Dynamic Transfer Models for Multivariate Time Series. (2021). Choi, Dongguen ; Kong, Taewoon ; Lee, Kichun. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1367-:d:488684.

Full description at Econpapers || Download paper

2021Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume. (2021). Taylor, Robert ; Rodrigues, Paulo ; Rubia, Antonio ; Balboa, Marina. In: Working Papers. RePEc:ptu:wpaper:w202102.

Full description at Econpapers || Download paper

2021The fundamental drivers of electricity price: a multi-scale adaptive regression analysis. (2021). Gilenko, Evgeniy V ; Fedorova, Elena A ; Afanasyev, Dmitriy O. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-020-01825-3.

Full description at Econpapers || Download paper

Works by Frank S. Nielsen:


YearTitleTypeCited
2007A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching In: CREATES Research Papers.
[Full Text][Citation analysis]
paper50
2009A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching.(2009) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
paper
2008Local polynomial Whittle estimation covering non-stationary fractional processes In: CREATES Research Papers.
[Full Text][Citation analysis]
paper6
2008Local polynomial Whittle estimation of perturbed fractional processes In: CREATES Research Papers.
[Full Text][Citation analysis]
paper26
2009Local Polynomial Whittle Estimation Of Perturbed Fractional Processes.(2009) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2009Local Whittle estimation of multivariate fractionally integrated processes In: CREATES Research Papers.
[Full Text][Citation analysis]
paper7

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