Christoph Schleicher : Citation Profile


Are you Christoph Schleicher?

7

H index

5

i10 index

137

Citations

RESEARCH PRODUCTION:

3

Articles

14

Papers

RESEARCH ACTIVITY:

   7 years (2002 - 2009). See details.
   Cites by year: 19
   Journals where Christoph Schleicher has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 1 (0.72 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc196
   Updated: 2019-12-07    RAS profile: 2012-09-23    
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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 Christoph Schleicher.

Is cited by:

Gallegati, Marco (8)

Weber, Enzo (8)

Trenkler, Carsten (7)

Gnoatto, Alessandro (6)

Cubadda, Gianluca (5)

Crowley, Patrick (4)

Li, Yushu (4)

Palm, Franz (3)

Pesaran, M (3)

Hecq, Alain (3)

Moral-Benito, Enrique (3)

Cites to:

Campbell, John (7)

Engle, Robert (6)

Ludvigson, Sydney (5)

Diebold, Francis (5)

Lettau, Martin (5)

Harvey, Andrew (5)

Shiller, Robert (5)

Steel, Mark (3)

Ley, Eduardo (3)

Bollerslev, Tim (3)

Renault, Eric (3)

Main data


Where Christoph Schleicher has published?


Working Papers Series with more than one paper published# docs
Working Papers / Warwick Business School, Finance Group2
Staff Working Papers / Bank of Canada2
Computing in Economics and Finance 2005 / Society for Computational Economics2
Computing in Economics and Finance 2003 / Society for Computational Economics2

Recent works citing Christoph Schleicher (2018 and 2017)


YearTitle of citing document
2017What Makes Commodity Prices Move Together? An Answer From A Dynamic Factor Model. (2017). Esposti, Roberto. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:260889.

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2018Large deviations for risk measures in finite mixture models. (2018). Petrella, Lea ; Macci, Claudio ; Bignozzi, Valeria. In: Papers. RePEc:arx:papers:1710.03252.

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2019Copula estimation for nonsynchronous financial data. (2019). Sen, Rituparna ; Chakrabarti, Arnab. In: Papers. RePEc:arx:papers:1904.10182.

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2017Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation. (2017). Jasiak, Joann ; gourieroux, christian. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:118-134.

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2018Selection of Value at Risk Models for Energy Commodities. (2018). Laporta, Alessandro G ; Petrella, Lea ; Merlo, Luca. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:628-643.

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2018Large deviations for risk measures in finite mixture models. (2018). Bignozzi, Valeria ; Petrella, Lea ; Macci, Claudio. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:80:y:2018:i:c:p:84-92.

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2017Order flow and exchange rate comovement. (2017). Li, Xiao-Ming ; Kleinbrod, Vincent M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:199-215.

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2018Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee. (2018). Qureshi, Saba. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:4:p:685-708.

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2017Oil price and exchange rate co-movements in Asian countries: Detrended cross-correlation approach. (2017). Bashir, Usman ; Zebende, Gilney Figueira ; Donghong, Ding ; Hussain, Muntazir. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:338-346.

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2017Causality and correlations between BSE and NYSE indexes: A Janus faced relationship. (2017). , Neeraj ; Panigrahi, Prasanta K. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:481:y:2017:i:c:p:284-313.

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2017Modeling stochastic frontier based on vine copulas. (2017). Tabak, Benjamin ; da Costa, Reginaldo Brito ; Candido, Osvaldo ; Constantino, Michel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:595-609.

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2017Testing the Q theory of investment in the frequency domain. (2017). Verona, Fabio ; Kilponen, Juha. In: CEF.UP Working Papers. RePEc:por:cetedp:1701.

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2018Asymmetry and Multiscale Dynamics in Macroeconomic Time Series Analysis. (2018). Habimana, Olivier. In: MPRA Paper. RePEc:pra:mprapa:87823.

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2018Combining Multivariate Volatility Forecasts using Weighted Losses. (2018). Clements, Adam ; Doolan, M. In: NCER Working Paper Series. RePEc:qut:auncer:2018_02.

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Works by Christoph Schleicher:


YearTitleTypeCited
2002An Introduction to Wavelets for Economists In: Staff Working Papers.
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paper45
2003Common Trends and Common Cycles in Canadian Sectoral Output In: Staff Working Papers.
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paper3
2005Common Trends and Common Cycles in Canadian Sectoral Output.(2005) In: Computing in Economics and Finance 2005.
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This paper has another version. Agregated cites: 3
paper
2005RETURNS TO EQUITY, INVESTMENT AND Q: EVIDENCE FROM THE UK In: Manchester School.
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article7
2006Returns to equity, investment and Q: evidence from the United Kingdom In: Bank of England working papers.
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paper1
2007Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index In: Bank of England working papers.
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paper10
2005Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index.(2005) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 10
paper
2005Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index.(2005) In: Computing in Economics and Finance 2005.
[Citation analysis]
This paper has another version. Agregated cites: 10
paper
2008Model Averaging in Risk Management with an Application to Futures Markets In: Cambridge Working Papers in Economics.
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paper24
2008Model Averaging in Risk Management with an Application to Futures Markets.(2008) In: CESifo Working Paper Series.
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This paper has another version. Agregated cites: 24
paper
2009Model averaging in risk management with an application to futures markets.(2009) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 24
article
2007Codependence in cointegrated autoregressive models In: Journal of Applied Econometrics.
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article16
2004Codependence in Cointegrated Autoregressive Models.(2004) In: Computing in Economics and Finance 2004.
[Citation analysis]
This paper has another version. Agregated cites: 16
paper
2003Structural Time-Series Models with Common Trends and Common Cycles In: Computing in Economics and Finance 2003.
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paper9
2003Kolmogorov-Wiener Filters for Finite Time Series In: Computing in Economics and Finance 2003.
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paper5
2005Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index (Revised) In: Working Papers.
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paper3
2006Pricing Multivariate Currency Options with Copulas In: Working Papers.
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paper14

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