Domenico Sartore : Citation Profile


Are you Domenico Sartore?

Università Ca' Foscari Venezia

5

H index

1

i10 index

54

Citations

RESEARCH PRODUCTION:

9

Articles

8

Papers

RESEARCH ACTIVITY:

   28 years (1986 - 2014). See details.
   Cites by year: 1
   Journals where Domenico Sartore has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 2 (3.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa367
   Updated: 2019-11-10    RAS profile: 2017-04-15    
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Relations with other researchers


Works with:

Pelizzon, Loriana (2)

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

Is cited by:

Billio, Monica (11)

Casarin, Roberto (10)

Ravazzolo, Francesco (5)

Leon-Gonzalez, Roberto (5)

van Dijk, Herman (5)

Karfakis, Costas (4)

Chang, Chia-Lin (3)

Allen, David (3)

Fedele, Alessandro (3)

McAleer, Michael (3)

Menoncin, Francesco (2)

Cites to:

McAleer, Michael (8)

Casarin, Roberto (6)

Billio, Monica (6)

Asai, Manabu (5)

Gertler, Mark (4)

Yu, Jun (4)

Koopman, Siem Jan (4)

Johansen, Soren (4)

Engle, Robert (4)

Rossi, Peter (4)

Bernanke, Ben (4)

Main data


Where Domenico Sartore has published?


Journals with more than one article published# docs
The European Journal of Finance4

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, University of Venice "Ca' Foscari"7

Recent works citing Domenico Sartore (2018 and 2017)


YearTitle of citing document
2018A new particle filtering approach to estimate stochastic volatility models with Markov-switching. (2018). Karamé, Frédéric ; Karame, Frederic. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:204-230.

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2018Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility. (2018). Leon-Gonzalez, Roberto. In: GRIPS Discussion Papers. RePEc:ngi:dpaper:17-16.

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2018Multivariate Stochastic Volatility with Co-Heteroscedasticity. (2018). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Doucet, Arnaud. In: GRIPS Discussion Papers. RePEc:ngi:dpaper:18-12.

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2018The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis. (2018). Camilleri, Silvio ; Farrugia, Ritienne. In: MPRA Paper. RePEc:pra:mprapa:87070.

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2018Measuring Systemic Risk on Indonesia’s Banking System. (2018). Mansur, Alfan. In: MPRA Paper. RePEc:pra:mprapa:93300.

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2018Multivariate Stochastic Volatility with Co-Heteroscedasticity. (2018). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Doucet, Arnaud. In: Working Paper series. RePEc:rim:rimwps:18-38.

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2018Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions. (2018). Sartore, Domenico ; Corradin, Fausto. In: Working Papers. RePEc:ven:wpaper:2018:24.

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Works by Domenico Sartore:


YearTitleTypeCited
1987Square Root Iterative Filter: Theory and Applications to Econometric Models In: Annals of Economics and Statistics.
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article3
1986Intermediate targets and instruments of monetary policy In: Journal of Economic Dynamics and Control.
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article0
2013Deciphering the Libor and Euribor Spreads during the subprime crisis In: The North American Journal of Economics and Finance.
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article4
2013Deciphering the Libor and Euribor Spreads during the subprime crisis.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2000La Style Analysis nel mercato azionario italiano In: Rivista italiana degli economisti.
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article0
2002La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati In: Moneta e Credito.
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article1
2005Relative benchmark rating and persistence analysis: Evidence from Italian equity funds In: The European Journal of Finance.
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article6
2000Combining forecasts: some results on exchange and interest rates In: The European Journal of Finance.
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article2
2002Guest Editorial In: The European Journal of Finance.
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article1
2002US dollar/Euro exchange rate: a monthly econometric model for forecasting In: The European Journal of Finance.
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article7
2008Matrix-State Particle Filter for Wishart Stochastic Volatility Processes In: Working Papers.
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paper15
2007Matrix-State Particle Filter for Wishart Stochastic Volatility Processes.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2006Methodological aspects of time series back-calculation In: Working Papers.
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paper8
2007Bayesian Inference on Dynamic Models with Latent Factors In: Working Papers.
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paper5
2012CDS Industrial Sector Indices, credit and liquidity risk In: Working Papers.
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paper1
2013Bayesian Markov Switching Stochastic Correlation Models In: Working Papers.
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paper0
2014Fund Ratings: The method reconsidered In: Working Papers.
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paper1

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