Panayiotis Theodossiou : Citation Profile


Are you Panayiotis Theodossiou?

Rutgers University-Camden

10

H index

10

i10 index

363

Citations

RESEARCH PRODUCTION:

17

Articles

2

Papers

RESEARCH ACTIVITY:

   24 years (1991 - 2015). See details.
   Cites by year: 15
   Journals where Panayiotis Theodossiou has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 3 (0.82 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pth130
   Updated: 2018-10-13    RAS profile: 2016-01-02    
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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 Panayiotis Theodossiou.

Is cited by:

Savva, Christos (13)

Osborn, Denise (9)

McDonald, James (8)

Galbraith, John (6)

Valadkhani, Abbas (6)

faff, robert (6)

BenSaïda, Ahmed (5)

Christodoulakis, George (4)

Stekler, Herman (3)

Anufriev, Mikhail (3)

Tsutsui, Yoshiro (3)

Cites to:

McDonald, James (10)

Bollerslev, Tim (6)

Engle, Robert (6)

Hansen, Christian (2)

Newey, Whitney (2)

Schwert, G. (2)

Sentana, Enrique (2)

French, Kenneth (2)

Markowitz, Harry (2)

Zakoian, Jean-Michel (1)

Chou, Ray (1)

Main data


Where Panayiotis Theodossiou has published?


Journals with more than one article published# docs
Multinational Finance Journal2
Journal of Economics and Business2
Journal of Financial Research2
The Financial Review2

Recent works citing Panayiotis Theodossiou (2018 and 2017)


YearTitle of citing document
2017VOLATILITY SPILLOVER BETWEEN OIL PRICES, US DOLLAR EXCHANGE RATES AND INTERNATIONAL AGRICULTURAL COMMODITIES PRICES. (2017). Siami-Namini, Sima ; Hudson, Darren. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252845.

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2018General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences. (2018). Abbot, Tyler . In: Papers. RePEc:arx:papers:1706.05877.

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2017CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:85-112.

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2018Partially Adaptive Econometric Methods and the Modern Obesity Epidemic. (2018). Carson, Scott A ; McDonald, James B. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7058.

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2017Comparative Analysis of Market Volatility in Indian Banking and IT Sectors by using Average Decline Model. (2017). Arekar, Kirti ; Jain, Rinku. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2017:i:3:p:20-25.

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2017R-estimation in semiparametric dynamic location-scale models. (2017). Hallin, Marc ; la Vecchia, Davide . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:233-247.

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2017Using parametric classification trees for model selection with applications to financial risk management. (2017). Adcock, C J ; Meade, N. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:2:p:746-765.

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2017Endogenous bank risk and efficiency. (2017). Tsionas, Mike ; Delis, Manthos ; Iosifidi, Maria . In: European Journal of Operational Research. RePEc:eee:ejores:v:260:y:2017:i:1:p:376-387.

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2017Forecasting the VaR of crude oil market: Do alternative distributions help?. (2017). Lyu, Yongjian ; Ke, Rui ; Wei, YU ; Wang, Peng. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:523-534.

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2018Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks: A comparison of alternative distribution functions. (2018). Hasanov, Akram Shavkatovich ; Heng, Zin Yau ; Al-Freedi, Ajab ; Poon, Wai Ching. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:307-333.

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2017Dynamic conditional correlations between Chinese sector returns and the S&P 500 index: An interpretation based on investment shocks. (2017). Sun, Lingxia ; Kim, Myeonghyeon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:309-325.

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2017Volatility measures as predictors of extreme returns. (2017). Switzer, Lorne N ; Zhao, Yun ; Tahaoglu, Cagdas . In: Review of Financial Economics. RePEc:eee:revfin:v:35:y:2017:i:c:p:1-10.

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2018On using interval response data in experimental economics. (2018). McDonald, James ; Stoddard, Olga ; Walton, Daniel. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:72:y:2018:i:c:p:9-16.

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2017GARCH Modelling of Cryptocurrencies. (2017). Chu, Jeffrey ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chan, Stephen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:17-:d:113895.

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2018Determinants of equity return correlations: a case study of the Amman Stock Exchange. (2018). Tantisantiwong, Nongnuch ; Power, David M ; Alomari, Mohammad . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0622-4.

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2017A Comparative Study of GARCH and EVT Model in Modeling Value-at-Risk. (2017). Li, Longqing. In: MPRA Paper. RePEc:pra:mprapa:85645.

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2018Modeling and Forecasting Naira / USD Exchange Rate In Nigeria: a Box - Jenkins ARIMA approach. (2018). Nyoni, Thabani. In: MPRA Paper. RePEc:pra:mprapa:88622.

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2017Surprise Effect of Euro Area Macroeconomic Announcements on CIVETS Stock Markets. (2017). John (Fedorova), Elena ; Wallenius, Laura ; Collan, Mikael ; Ahmed, Sheraz . In: Prague Economic Papers. RePEc:prg:jnlpep:v:2017:y:2017:i:1:id:594:p:55-71.

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2018Tests on asymmetry for ordered categorical variables. (2018). Klein, Ingo ; Doll, Monika. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:032018.

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Works by Panayiotis Theodossiou:


YearTitleTypeCited
1994The Stochastic Properties of Major Canadian Exchange Rates. In: The Financial Review.
[Citation analysis]
article13
1997Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets. In: The Financial Review.
[Citation analysis]
article28
1993MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE In: Journal of Financial Research.
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article32
1993Mean and Volatility Spillovers across Major National Stock Markets: Further Empirical Evidence In: Journal of Financial Research.
[Citation analysis]
article90
2008Risk Measurement Performance of Alternative Distribution Functions In: Journal of Risk & Insurance.
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article21
1997The Asymmetric Relation Between Margin Requirements and Stock Market Volatility Across Bull and Bear Markets In: CEPR Discussion Papers.
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paper2
1994Linkages between the U.S. and Japanese stock markets: A bivariate garch-m analysis In: Global Finance Journal.
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article0
2014Stock return outliers and beta estimation: The case of U.S. pharmaceutical companies In: Journal of International Financial Markets, Institutions and Money.
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article0
1991Properties and Stochastic nature of BEAs early estimates of GNP In: Journal of Economics and Business.
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article4
1994Time-varying betas and volatility persistence in International Stock markets In: Journal of Economics and Business.
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article20
1998Financial Data and the Skewed Generalized T Distribution In: Management Science.
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article85
2010Partially Adaptive Econometric Methods For Regression and Classification In: Computational Economics.
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article3
1999Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology. In: Review of Quantitative Finance and Accounting.
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article14
2009Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application In: Multinational Finance Journal.
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article1
2015Skewed Generalized Error Distribution of Financial Assets and Option Pricing In: Multinational Finance Journal.
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article9
2002The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets In: Review of Financial Studies.
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article29
2010Robust estimation with flexible parametric distributions: estimation of utility stock betas In: Quantitative Finance.
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article2
2007Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models In: Economics Discussion Papers.
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paper10
2007Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models.(2007) In: Economics - The Open-Access, Open-Assessment E-Journal.
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