Jean-Philippe Peters : Citation Profile


Are you Jean-Philippe Peters?

Université de Liège

4

H index

3

i10 index

90

Citations

RESEARCH PRODUCTION:

2

Articles

4

Papers

RESEARCH ACTIVITY:

   7 years (2001 - 2008). See details.
   Cites by year: 12
   Journals where Jean-Philippe Peters has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe20
   Updated: 2018-11-17    RAS profile: 2012-02-22    
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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 Jean-Philippe Peters.

Is cited by:

Laurent, Sébastien (5)

CHARLES, Amelie (5)

Grydaki, Maria (5)

Darné, Olivier (3)

Conrad, Christian (3)

Karanasos, Menelaos (3)

Kouretas, Georgios (3)

Koopman, Siem Jan (3)

Louzis, Dimitrios (3)

Härdle, Wolfgang (2)

Dionne, Georges (2)

Cites to:

Huisman, Ronald (1)

Roncalli, Thierry (1)

Main data


Where Jean-Philippe Peters has published?


Working Papers Series with more than one paper published# docs
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles2

Recent works citing Jean-Philippe Peters (2018 and 2017)


YearTitle of citing document
2017Fast fractional differencing in modeling long memory of conditional variance for high-frequency data. (2017). Walther, Thomas ; Klein, Tony. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:274-279.

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2017Data breaches: Goodness of fit, pricing, and risk measurement. (2017). Eling, Martin ; Loperfido, Nicola . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:126-136.

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2018The intraday volatility spillover index approach and an application in the Brexit vote. (2018). Nishimura, Yusaku ; Sun, Bianxia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:241-253.

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2017Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil. (2017). Babalos, Vassilios ; Stavroyiannis, Stavros. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1021-1029.

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2017Estimating Financial Volatility with High-Frequency Returns. (2017). Vo, Long H. In: Journal of Finance and Economics Research. RePEc:gei:jnlfer:v:2:y:2017:i:2:p:84-114.

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2018LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape. (2018). Groll, Andreas ; Umlauf, Nikolaus ; Kneib, Thomas ; Hambuckers, Julien. In: Working Papers. RePEc:inn:wpaper:2018-16.

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2017Computation of Operational Risk for Financial Institutions. (2017). Chung, Ming-Tao ; Chi, Yan-Ping ; Hsieh, Ming-Hua. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:3:p:77-87.

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2017Improving (E)GARCH forecasts with robust realized range measures: Evidence from international markets. (2017). de Melo, Beatriz Vaz ; Accioly, Victor Bello. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:4:d:10.1007_s12197-017-9386-x.

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Works by Jean-Philippe Peters:


YearTitleTypeCited
2002 G@RCH 2.2: An Ox Package for Estimating and Forecasting Various ARCH Models. In: Journal of Economic Surveys.
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article53
2008Practical methods for measuring and managing operational risk in the financial sector: A clinical study In: Journal of Banking & Finance.
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article19
2008Practical methods for measuring and managing operational risk in the financial sector: a clinical study.(2008) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 19
paper
2004Basel II and Operational Risk: Implications for risk measurement and management in the financial sector In: Working Paper Research.
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paper4
2001G@RCH 2.0: An Ox Package for Estimating and Forecasting Various ARCH Models In: Computing in Economics and Finance 2001.
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paper14
2005Le risque opérationnel: implications de lAccord de Bâle pour le secteur financier In: ULB Institutional Repository.
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paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2th 2018. Contact: CitEc Team