Prateek Sharma : Citation Profile

Indian Institute of Management Udaipur (IIMU)

4

H index

1

i10 index

43

Citations

RESEARCH PRODUCTION:

8

Articles

RESEARCH ACTIVITY:

   2 years (2015 - 2017). See details.
   Cites by year: 21
   Journals where Prateek Sharma has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 1 (2.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh558
   Updated: 2025-04-12    RAS profile: 2023-03-16    
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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 Prateek Sharma.

Is cited by:

Lee, Chien-Chiang (2)

Ogbonna, Ahamuefula (2)

GUPTA, RANGAN (2)

Salisu, Afees (2)

tissaoui, KAIS (1)

Walther, Thomas (1)

Caporale, Guglielmo Maria (1)

Zhang, Yaojie (1)

Gil-Alana, Luis (1)

Elbannan, Mona (1)

Kurihara, Yutaka (1)

Cites to:

Bollerslev, Tim (17)

Andersen, Torben (14)

Shephard, Neil (14)

Diebold, Francis (12)

Hansen, Peter (11)

Lunde, Asger (10)

VORTELINOS, DIMITRIOS (5)

Kirby, Chris (4)

Engle, Robert (3)

Koopman, Siem Jan (3)

Louzis, Dimitrios (3)

Main data

Production by document typearticle201520162017052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20152016201702.557.510Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201720182019202020212022202320242025051015Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2015201620170102030Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 4Most cited documents1234560102030Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040246h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Prateek Sharma has published?

Journals with more than one article published# docs
Research in International Business and Finance2
Studies in Economics and Finance2

Recent works citing Prateek Sharma (2025 and 2024)

Year  ↓Title of citing document  ↓
2024The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852.

Full description at Econpapers || Download paper

2024Macro-Driven Stock Market Volatility Prediction: Insights from a New Hybrid Machine Learning Approach. (2024). Lin, YU ; Xu, Jin ; Lu, Xinjie ; Zeng, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006434.

Full description at Econpapers || Download paper

Works by Prateek Sharma:

Year  ↓Title  ↓Type  ↓Cited  ↓
2015Forecasting gains of robust realized variance estimators: evidence from European stock markets In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2016Forecasting stock market volatility using Realized GARCH model: International evidence In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article24
2015Performance of risk-based portfolios under different market conditions: Evidence from India In: Research in International Business and Finance.
[Full Text][Citation analysis]		article1
2017Long-term persistence in corporate capital structure: Evidence from India In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
2017Improved VaR forecasts using extreme value theory with the Realized GARCH model In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article2
2015Forecasting stock index volatility with GARCH models: international evidence In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article5
2015Does Liquidity Determine Capital Structure? Evidence from India In: Global Business Review.
[Full Text][Citation analysis]		article5
2016Economic benefits of using realized covariance forecasts in risk-based portfolios In: Applied Economics.
[Full Text][Citation analysis]		article4

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