Citation profile for Alexander Ristig

Alexander Ristig : Citation Profile

Universität Wien

H index

i10 index

Citations

RESEARCH PRODUCTION:

Papers

RESEARCH ACTIVITY:

   3 years (2012 - 2015). See details.
   Cites by year: 13
   Journals where Alexander Ristig has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 1 (2.5 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri277
   Updated: 2025-12-20    RAS profile: 2023-02-24
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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 Alexander Ristig.

Is cited by:

Okhrin, Ostap (7)

Targino, Rodrigo (4)

Tetereva, Anastasija (3)

Hautsch, Nikolaus (2)

Zeytoon Nejad Moosavian, Seyyed Ali (2)

Tente, Natalia (2)

Penikas, Henry (1)

Hayes, Dermot (1)

Fermanian, Jean-David (1)

Perez Dominguez, Ignacio (1)

Araujo Enciso, Sergio René (1)

Cites to:

Okhrin, Ostap (8)

Engle, Robert (6)

Manganelli, Simone (5)

Fan, Jianqing (4)

Bollerslev, Tim (3)

Chen, Xiaohong (3)

Diebold, Francis (3)

Kim, Tae-Hwan (3)

Yilmaz, Kamil (3)

Härdle, Wolfgang (3)

Hautsch, Nikolaus (2)

Main data

Where Alexander Ristig has published?

Working Papers Series with more than one paper published	# docs
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk	4

Recent works citing Alexander Ristig (2025 and 2024)

Year	Title of citing document
2024	Parametric dependence between random vectors via copula-based divergence measures. (2024). de Keyser, Steven ; Gijbels, Irene. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:203:y:2024:i:c:s0047259x24000435. Full description at Econpapers \|\| Download paper

Works by Alexander Ristig:

Year	Title	Type	Cited
2012	Hierarchical Archimedean Copulae: The HAC Package In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	17
2014	Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	2
2015	Conditional Systemic Risk with Penalized Copula In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	3
2012	Hierarchical Archimedean copulae: The HAC package In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	15
2012	Modeling time-varying dependencies between positive-valued high-frequency time series In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	0
2014	Efficient iterative maximum likelihood estimation of high-parameterized time series models In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	1
2015	Conditional systemic risk with penalized copula In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	1