Antonio Alberto Santos : Citation Profile


Are you Antonio Alberto Santos?

Universidade do Coimbra (50% share)
Universidade do Coimbra (50% share)

1

H index

0

i10 index

6

Citations

RESEARCH PRODUCTION:

1

Articles

9

Papers

RESEARCH ACTIVITY:

   16 years (2003 - 2019). See details.
   Cites by year: 0
   Journals where Antonio Alberto Santos has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 1 (14.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa626
   Updated: 2022-01-23    RAS profile: 2020-02-29    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Antonio Alberto Santos.

Is cited by:

McCabe, Brendan (2)

Moura, Guilherme (1)

DeJong, David (1)

Kohn, Robert (1)

Giordani, Paolo (1)

Richard, Jean-Francois (1)

Cites to:

Bollerslev, Tim (17)

Shephard, Neil (15)

Andersen, Torben (13)

Rossi, Peter (9)

Meddahi, Nour (6)

Omori, Yasuhiro (6)

Yu, Jun (4)

Diebold, Francis (4)

Barndorff-Nielsen, Ole (4)

Engle, Robert (3)

Koopman, Siem Jan (3)

Main data


Where Antonio Alberto Santos has published?


Working Papers Series with more than one paper published# docs
GEMF Working Papers / GEMF, Faculty of Economics, University of Coimbra7

Recent works citing Antonio Alberto Santos (2021 and 2020)


YearTitle of citing document
2021Recurrent Dictionary Learning for State-Space Models with an Application in Stock Forecasting. (2021). Majumdar, Angshul ; Chouzenoux, Emilie ; Elvira, Victor ; Sharma, Shalini. In: Post-Print. RePEc:hal:journl:hal-03184841.

Full description at Econpapers || Download paper

2021Bayesian Estimation for High-Frequency Volatility Models in a Time Deformed Framework. (2021). , Antonio ; Antonio, . In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-019-09958-z.

Full description at Econpapers || Download paper

Works by Antonio Alberto Santos:


YearTitleTypeCited
2006Second-Order Filter Distribution Approximations for Financial Time Series With Extreme Outliers In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article6
2003Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outlier.(2003) In: GEMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2005Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outliers.(2005) In: GEMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2016Static and dynamic portfolio allocation with nonstandard utility functions In: EcoMod2016.
[Full Text][Citation analysis]
paper0
2019Kernel density estimation using local cubic polynomials through option prices applied to intraday data In: CeBER Working Papers.
[Full Text][Citation analysis]
paper0
2010MCMC, likelihood estimation and identifiability problems in DLM models In: GEMF Working Papers.
[Full Text][Citation analysis]
paper0
2014Stochastic Volatility Estimation with GPU Computing In: GEMF Working Papers.
[Full Text][Citation analysis]
paper0
2014Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison In: GEMF Working Papers.
[Full Text][Citation analysis]
paper0
2015The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures In: GEMF Working Papers.
[Full Text][Citation analysis]
paper0
2015On the Forecasting of Financial Volatility Using Ultra-High Frequency Data In: GEMF Working Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2022. Contact: CitEc Team