Domenico Sartore : Citation Profile


Are you Domenico Sartore?

Università Ca' Foscari Venezia

6

H index

1

i10 index

70

Citations

RESEARCH PRODUCTION:

14

Articles

14

Papers

RESEARCH ACTIVITY:

   34 years (1986 - 2020). See details.
   Cites by year: 2
   Journals where Domenico Sartore has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 6 (7.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa367
   Updated: 2022-01-15    RAS profile: 2021-03-05    
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Relations with other researchers


Works with:

Ravazzolo, Francesco (3)

Wong, Wing-Keung (2)

Casarin, Roberto (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 (15)

Casarin, Roberto (13)

van Dijk, Herman (5)

Leon-Gonzalez, Roberto (5)

Ravazzolo, Francesco (5)

Allen, David (4)

Chang, Chia-Lin (4)

Karfakis, Costas (4)

Fedele, Alessandro (3)

McAleer, Michael (3)

Camilleri, Silvio (2)

Cites to:

Casarin, Roberto (28)

Billio, Monica (22)

Ravazzolo, Francesco (20)

van Dijk, Herman (13)

Watson, Mark (10)

McAleer, Michael (9)

Giannone, Domenico (8)

Korobilis, Dimitris (8)

Reichlin, Lucrezia (7)

Asai, Manabu (6)

Engle, Robert (6)

Main data


Where Domenico Sartore has published?


Journals with more than one article published# docs
The European Journal of Finance4
Advances in Decision Sciences2
International Association of Decision Sciences2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, University of Venice "Ca' Foscari"13

Recent works citing Domenico Sartore (2021 and 2020)


YearTitle of citing document
2020Common Decomposition of Correlated Brownian Motions and its Financial Applications. (2019). Yang, Jingping ; Cheng, Xue. In: Papers. RePEc:arx:papers:1907.03295.

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2020Interdependence or contagion: A model switching approach with a focus on Latin America. (2020). Davidson, Sharada Nia. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:166-197.

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2021Evaluating Euribor Manipulation: Effects on Mortgage Borrowers. (2021). Sanz-Gomez, Jose-Antonio ; Rojo-Garcia, Jose-Luis ; Rodriguez-Fernandez, Jose-Miguel ; Mate-Garcia, Jorge-Julio ; Fernandez-Abascal, Hermenegildo ; Rodriguez-Lopez, Araceli. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320316093.

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2021Uncertainty Due to Infectious Diseases and Stock–Bond Correlation. (2021). Gkillas, Konstantinos ; Siriopoulos, Costas ; Konstantatos, Christoforos. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:17-:d:539153.

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2020Safe-Haven Assets, Financial Crises, and Macroeconomic Variables: Evidence from the Last Two Decades (2000–2018). (2020). Tronzano, Marco. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:3:p:40-:d:326016.

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2020A Changing Weights Spatial Forecast Combination Approach with an Application to Housing Price Prediction. (2020). Zheng, Nana ; Du, Chenping ; Wei, Chuanhua. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:12:y:2020:i:4:p:11.

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2020Markov switching in exchange rate models: will more regimes help?. (2020). Stillwagon, Josh ; Sullivan, Peter . In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:1:d:10.1007_s00181-019-01623-6.

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2020Twenty-five years of The European Journal of Finance (EJF): a retrospective analysis. (2020). Kumar, Satish ; Burton, Bruce ; Pandey, Nitesh. In: The European Journal of Finance. RePEc:taf:eurjfi:v:26:y:2020:i:18:p:1817-1841.

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2020Performance Persistence and Gamma Convergence in Absolute Return Funds in Poland Over the Period 2011-2018. (2020). Jadwiga, Machnik. In: Financial Sciences. Nauki o Finansach. RePEc:vrs:finsci:v:25:y:2020:i:2-3:p:41-54:n:4.

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2021A kernel fuzzy twin SVM model for early warning systems of extreme financial risks. (2021). Guo, Fanyong ; Huang, Xun. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1459-1468.

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Works by Domenico Sartore:


YearTitleTypeCited
2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification In: Advances in Decision Sciences.
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article0
2018A scoring rule for factor and autoregressive models under misspecification.(2018) In: Working Papers.
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paper
2020Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions In: Advances in Decision Sciences.
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article0
2018Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
1987Square Root Iterative Filter: Theory and Applications to Econometric Models In: Annals of Economics and Statistics.
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article3
2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification In: International Association of Decision Sciences.
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article0
2020Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions In: International Association of Decision Sciences.
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article0
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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article7
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: 7
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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article9
2000Combining forecasts: some results on exchange and interest rates In: The European Journal of Finance.
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article3
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
2018A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets In: Journal of Business & Economic Statistics.
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article9
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.
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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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paper1
2014Fund Ratings: The method reconsidered In: Working Papers.
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paper0
2016Non Central Moments of the Truncated Normal Variable In: Working Papers.
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paper0
2016Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns In: Working Papers.
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paper0
2016Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions In: Working Papers.
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paper0
2019European Social Funds lifelong learning and regional development: a case study In: Working Papers.
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