Emanuele Taufer : Citation Profile


Are you Emanuele Taufer?

Università degli Studi di Trento

4

H index

1

i10 index

40

Citations

RESEARCH PRODUCTION:

3

Articles

10

Papers

RESEARCH ACTIVITY:

   11 years (2001 - 2012). See details.
   Cites by year: 3
   Journals where Emanuele Taufer has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 5 (11.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta300
   Updated: 2021-11-28    RAS profile: 2011-10-04    
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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 Emanuele Taufer.

Is cited by:

Kotchoni, Rachidi (2)

Johnson, Noel (1)

Bee, Marco (1)

gourieroux, christian (1)

Rodriguez-Alvarez, Ana (1)

De Simone, Elina (1)

Rodriguez-Alvarez, Ana (1)

Roibás, David (1)

Wall, Alan (1)

Francq, Christian (1)

Yamarik, Steven (1)

Cites to:

Knight, John (6)

Barndorff-Nielsen, Ole (6)

Shephard, Neil (6)

Yu, Jun (5)

Steel, Mark (4)

Griffin, Jim (4)

Scholes, Myron (2)

Papaspiliopoulos, Omiros (2)

Dellaportas, Petros (2)

Tauchen, George (1)

Sørensen, Michael (1)

Main data


Where Emanuele Taufer has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis2

Working Papers Series with more than one paper published# docs
Quaderni DISA / Department of Computer and Management Sciences, University of Trento, Italy6
DISA Working Papers / Department of Computer and Management Sciences, University of Trento, Italy3

Recent works citing Emanuele Taufer (2021 and 2020)


YearTitle of citing document
2020Exact Simulation of Variance Gamma related OU processes: Application to the Pricing of Energy Derivatives. (2020). Sabino, Piergiacomo. In: Papers. RePEc:arx:papers:2004.06786.

Full description at Econpapers || Download paper

2020A bivariate Normal Inverse Gaussian process with stochastic delay: efficient simulations and applications to energy markets. (2020). Sabino, Piergiacomo ; Gardini, Matteo ; Sasso, Emanuela. In: Papers. RePEc:arx:papers:2011.04256.

Full description at Econpapers || Download paper

2020Tempered stable distributions and finite variation Ornstein-Uhlenbeck processes. (2020). Sabino, Piergiacomo ; Petroni, Nicola Cufaro. In: Papers. RePEc:arx:papers:2011.09147.

Full description at Econpapers || Download paper

2021A stochastic differential equation approach to the analysis of the 2017 and 2019 UK general election polls. (2021). Fenner, Trevor ; Levene, Mark. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1227-1234.

Full description at Econpapers || Download paper

2020Application of iterated filtering to stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck process. (2020). Szczepocki, Piotr. In: Statistics in Transition New Series. RePEc:exl:29stat:v:21:y:2020:i:2:p:173-187.

Full description at Econpapers || Download paper

Works by Emanuele Taufer:


YearTitleTypeCited
2009Simulation of Lvy-driven Ornstein-Uhlenbeck processes with given marginal distribution In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article10
2007Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution..(2007) In: Quaderni DISA.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2011Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article7
2009Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models..(2009) In: DISA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2001Asymptotic properties of LSE in multivariate continuous regression with long memory stationary errors In: Metron - International Journal of Statistics.
[Full Text][Citation analysis]
article1
2008Modeling stylized features in default rates. In: Alea Tech Reports.
[Full Text][Citation analysis]
paper4
2003Case di riposo. In: Quaderni DISA.
[Full Text][Citation analysis]
paper5
2003On the product limit estimator for long range dependent sequences under chi-square subordination. In: Quaderni DISA.
[Full Text][Citation analysis]
paper0
2003On the rate of convergence to the Normal approximation of LSE in multiple regression with long memory random fields. In: Quaderni DISA.
[Full Text][Citation analysis]
paper0
2003Testing Exponentiality by comparing the Empirical. In: Quaderni DISA.
[Full Text][Citation analysis]
paper3
2003The use of Mean Residual Life in testing departures from Esxponentiality. In: Quaderni DISA.
[Full Text][Citation analysis]
paper1
2008Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes. In: DISA Working Papers.
[Full Text][Citation analysis]
paper7
2012Multifractal Scaling for Risky Asset Modelling In: DISA Working Papers.
[Full Text][Citation analysis]
paper2

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