Cavit Pakel : Citation Profile

Are you Cavit Pakel?

Bilkent Üniversitesi

2

H index

2

i10 index

183

Citations

RESEARCH PRODUCTION:

2

Articles

3

Papers

RESEARCH ACTIVITY:

   12 years (2009 - 2021). See details.
   Cites by year: 15
   Journals where Cavit Pakel has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 2 (1.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa592
   Updated: 2024-04-18    RAS profile: 2021-08-10    
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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 Cavit Pakel.

Is cited by:

Caporin, Massimiliano (25)

Barigozzi, Matteo (10)

Hallin, Marc (9)

Engle, Robert (9)

Santos, Andre (8)

Canova, Fabio (7)

Matthes, Christian (7)

Brownlees, Christian (6)

Noureldin, Diaa (6)

Raddant, Matthias (6)

Shephard, Neil (6)

Cites to:

Newey, Whitney (7)

Engle, Robert (4)

Blundell, Richard (4)

Hahn, Jinyong (4)

Cameron, A. (3)

Sheppard, Kevin (3)

Shephard, Neil (3)

Bauwens, Luc (3)

West, Kenneth (3)

Hansen, Christian (3)

Kuersteiner, Guido (2)

Main data

Where Cavit Pakel has published?

Recent works citing Cavit Pakel (2024 and 2023)

YearTitle of citing document
2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

Full description at Econpapers || Download paper

2023Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices. (2023). Zhao, Zhao ; de Nard, Gianluca. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:23-35.

Full description at Econpapers || Download paper

2023Multivariate models of commodity futures markets: a dynamic copula approach. (2023). Zhang, Yu Yvette ; Wang, Qiaoyu ; Li, QI ; Chen, Sihong. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02373-2.

Full description at Econpapers || Download paper

Works by Cavit Pakel:

YearTitleTypeCited
2019Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2009Nuisance parameters, composite likelihoods and a panel of GARCH models In: Economics Papers.
[Full Text][Citation analysis]		paper16
2009Nuisance parameters, composite likelihoods and a panel of GARCH models.(2009) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2009Nuisance parameters, composite likelihoods and a panel of GARCH models.(2009) In: OFRC Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2021Fitting Vast Dimensional Time-Varying Covariance Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article166

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