Christoph Schleicher : Citation Profile


Are you Christoph Schleicher?

7

H index

3

i10 index

124

Citations

RESEARCH PRODUCTION:

3

Articles

12

Papers

RESEARCH ACTIVITY:

   7 years (2002 - 2009). See details.
   Cites by year: 17
   Journals where Christoph Schleicher has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 1 (0.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc196
   Updated: 2020-09-14    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)

Cubadda, Gianluca (5)

Crowley, Patrick (4)

Li, Yushu (4)

Pesaran, M (3)

Moral-Benito, Enrique (3)

Yoldas, Emre (3)

McAleer, Michael (3)

Gonzalez-Rivera, Gloria (3)

Cites to:

Harvey, Andrew (10)

Diebold, Francis (10)

Engle, Robert (9)

Campbell, John (7)

Bollerslev, Tim (7)

Renault, Eric (6)

Ley, Eduardo (6)

Steel, Mark (6)

Lettau, Martin (5)

Shiller, Robert (5)

Ludvigson, Sydney (5)

Main data


Where Christoph Schleicher has published?


Working Papers Series with more than one paper published# docs
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 (2020 and 2019)


YearTitle of citing document
2020Hidden Markov Models Applied To Intraday Momentum Trading With Side Information. (2020). Turner, Richard ; Godsill, Simon ; Christensen, Hugh. In: Papers. RePEc:arx:papers:2006.08307.

Full description at Econpapers || Download paper

2019Dynamics of Mexican Inflation: A Wavelet Analysis. (2019). Rubi, Gutierrez Villanueva ; Daniel, Samano ; Josue, Cortes Espada. In: Working Papers. RePEc:bdm:wpaper:2019-17.

Full description at Econpapers || Download paper

2020Combining multivariate volatility forecasts using weighted losses. (2020). Clements, Adam ; Doolan, Mark Bernard. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:4:p:628-641.

Full description at Econpapers || Download paper

Works by Christoph Schleicher:


YearTitleTypeCited
2002An Introduction to Wavelets for Economists In: Staff Working Papers.
[Full Text][Citation analysis]
paper46
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2005RETURNS TO EQUITY, INVESTMENT AND Q: EVIDENCE FROM THE UK In: Manchester School.
[Full Text][Citation analysis]
article7
2006Returns to equity, investment and Q: evidence from the United Kingdom In: Bank of England working papers.
[Full Text][Citation analysis]
paper1
2007Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index In: Bank of England working papers.
[Full Text][Citation analysis]
paper9
2005Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
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: 9
paper
2008Model Averaging in Risk Management with an Application to Futures Markets In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper18
2009Model averaging in risk management with an application to futures markets.(2009) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
2008Model Averaging in Risk Management with an Application to Futures Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper9
2007Codependence in cointegrated autoregressive models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
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.
[Citation analysis]
paper9
2003Kolmogorov-Wiener Filters for Finite Time Series In: Computing in Economics and Finance 2003.
[Citation analysis]
paper6

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team