Citation profile for Theodoros Tsagaris

Theodoros Tsagaris : Citation Profile

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   5 years (2007 - 2012). See details.
   Cites by year: 8
   Journals where Theodoros Tsagaris has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 1 (2.33 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts78
   Updated: 2024-04-18    RAS profile: 2021-06-08
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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 Theodoros Tsagaris.

Is cited by:

Schorfheide, Frank (6)

Dufays, Arnaud (6)

Herbst, Edward (4)

Del Negro, Marco (3)

Sarfati, Reca (2)

Kočenda, Evžen (2)

Wolf, Michael (2)

Darvas, Zsolt (2)

Ledoit, Olivier (2)

Hotta, Luiz (1)

Kohn, Robert (1)

Cites to:

Wolf, Michael (2)

Ledoit, Olivier (2)

merton, robert (2)

Triantafyllopoulos, Kostas (1)

Jagannathan, Ravi (1)

Uppal, Raman (1)

Montana, Giovanni (1)

Main data

Where Theodoros Tsagaris has published?

Working Papers Series with more than one paper published	# docs
Papers / arXiv.org	3

Recent works citing Theodoros Tsagaris (2024 and 2023)

Year	Title of citing document
2023	Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market. (2022). Grzeszkiewicz, Karolina ; Koziell, Warrick Poklewski ; de Iorio, Maria ; Beskos, Alexandros ; Franzolini, Beatrice. In: Papers. RePEc:arx:papers:2208.00952. Full description at Econpapers \|\| Download paper
2023	Global robust Bayesian analysis in large models. (2023). Ho, Paul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:608-642. Full description at Econpapers \|\| Download paper

Works by Theodoros Tsagaris:

Year	Title	Type	Cited
2007	Flexible least squares for temporal data mining and statistical arbitrage In: Papers. [Full Text][Citation analysis]	paper	13
2008	Statistical Arbitrage and Optimal Trading with Transaction Costs in Futures Markets In: Papers. [Full Text][Citation analysis]	paper	0
2010	Robust and Adaptive Algorithms for Online Portfolio Selection In: Papers. [Full Text][Citation analysis]	paper	2
2012	Robust and adaptive algorithms for online portfolio selection.(2012) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	article
2011	Inference for Lévy?Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo In: Scandinavian Journal of Statistics. [Full Text][Citation analysis]	article	27