Giovanni Urga : Citation Profile


Are you Giovanni Urga?

City University (50% share)
Università degli Studi di Bergamo (50% share)

15

H index

18

i10 index

667

Citations

RESEARCH PRODUCTION:

42

Articles

43

Papers

RESEARCH ACTIVITY:

   25 years (1991 - 2016). See details.
   Cites by year: 26
   Journals where Giovanni Urga has often published
   Relations with other researchers
   Recent citing documents: 83.    Total self citations: 21 (3.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pur7
   Updated: 2019-03-23    RAS profile: 2017-02-04    
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Relations with other researchers


Works with:

Trapani, Lorenzo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Giovanni Urga.

Is cited by:

Kutan, Ali (9)

Baum, Christopher (9)

Weale, Martin (8)

Pierdzioch, Christian (8)

Nguyen, Duc Khuong (8)

Driver, Ciaran (8)

Talavera, Oleksandr (8)

Skjerpen, Terje (8)

Hanousek, Jan (8)

Baltagi, Badi (7)

Caglayan, Mustafa (7)

Cites to:

Andrews, Donald (21)

Bollerslev, Tim (16)

Perron, Pierre (15)

Andersen, Torben (14)

Phillips, Peter (14)

Dufour, Jean-Marie (14)

Pesaran, M (13)

Diebold, Francis (12)

Bai, Jushan (11)

Driver, Ciaran (9)

Pindyck, Robert (8)

Main data


Where Giovanni Urga has published?


Journals with more than one article published# docs
Journal of Business & Economic Statistics4
Journal of Econometrics4
International Journal of Forecasting3
Economics Letters3
Emerging Markets Review2
Oxford Economic Papers2
Oxford Bulletin of Economics and Statistics2
Economic Change and Restructuring2
Econometric Reviews2
Journal of Comparative Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics and Technology Management, University of Bergamo8
Center for Policy Research Working Papers / Center for Policy Research, Maxwell School, Syracuse University7
School of Economics Discussion Papers / School of Economics, University of Surrey3
Working Papers / HAL2
Royal Economic Society Annual Conference 2004 / Royal Economic Society2

Recent works citing Giovanni Urga (2018 and 2017)


YearTitle of citing document
2017Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Delle Monache, Davide ; Grassi, Stefano. In: CREATES Research Papers. RePEc:aah:create:2017-16.

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2018“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201801.

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2017Do co-jumps impact correlations in currency markets?. (2017). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:1602.05489.

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2018Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2018Dynamic Price Jumps: the Performance of High Frequency Tests and Measures, and the Robustness of Inference. (2018). Maneesoonthorn, Worapree ; Forbes, Catherine S ; Martin, Gael M. In: Papers. RePEc:arx:papers:1708.09520.

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2017Concept of dynamic memory in economics. (2017). Tarasova, Valentina V. In: Papers. RePEc:arx:papers:1712.09088.

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2017Logistic map with memory from economic model. (2017). Tarasova, Valentina V. In: Papers. RePEc:arx:papers:1712.09092.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017Risk assessment of oil price from static and dynamic modelling approaches. (2017). Wei, Yi-Ming ; Tang, Bao-Jun ; Mi, Zhifu ; Guan, Dabo ; Cao, Hong ; Yu, Hao ; Cong, Rong-Gang. In: CEEP-BIT Working Papers. RePEc:biw:wpaper:102.

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2018Understanding the role of economic transition in enlarging energy price elasticity. (2018). Li, Jianglong. In: The Economics of Transition. RePEc:bla:etrans:v:26:y:2018:i:2:p:253-281.

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2017Evaluating the Accuracy of Time-varying Beta. The Evidence from Poland. (2017). Będowska-Sójka, Barbara ; Bedowska-Sojka, Barbara . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:17:y:2017:p:161-176.

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2017Structural breaks in panel data: Large number of panels and short length time series. (2017). Wang, Shixuan ; Horvath, Lajos ; Hanousek, Jan ; Huskova, Marie ; Antoch, Jaromir . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11891.

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2018The impact of sovereign debt ratings on euro area cross-border holdings of euro area sovereign debt. (2018). de Haan, Leo ; Vermeulen, Robert. In: DNB Working Papers. RePEc:dnb:dnbwpp:620.

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2017Modelling Realized Volatility in Electricity Spot Prices: New insights and Application to the Japanese Electricity Market. (2017). Zarraga, Ainhoa ; Ciarreta, Aitor ; Muniainy, Peru . In: ISER Discussion Paper. RePEc:dpr:wpaper:0991.

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2018Tourism in Iceland: Persistence and seasonality. (2018). Gil-Alana, Luis ; Huijbens, Edward H. In: Annals of Tourism Research. RePEc:eee:anture:v:68:y:2018:i:c:p:20-29.

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2018Towards a low carbon economy by removing fossil fuel subsidies?. (2018). Li, Jianglong ; Sun, Chuanwang. In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:17-33.

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2019Cojumps and asset allocation in international equity markets. (2019). Arouri, Mohamed ; Pukthuanthong, Kuntara ; Nguyen, Duc Khuong ; Msaddek, Oussama. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:98:y:2019:i:c:p:1-22.

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2018Estimating concave substitution possibilities with non-stationary data using the dynamic linear logit demand model. (2018). Considine, Timothy J. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:22-30.

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2017Endogenous number of firms, horizontal concentration and heterogeneity of firms—A note. (2017). Munter, Markus Thomas. In: Economics Letters. RePEc:eee:ecolet:v:154:y:2017:i:c:p:74-76.

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2018Gibrat’s law and quantile regressions: An application to firm growth. (2018). Santoro, Emiliano ; Petrella, Ivan ; Distante, Roberta. In: Economics Letters. RePEc:eee:ecolet:v:164:y:2018:i:c:p:5-9.

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2018A multivariate test against spurious long memory. (2018). Sibbertsen, Philipp ; Leschinski, Christian ; Busch, Marie. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:33-49.

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2017Heavy tails and asymmetry of returns in the Russian stock market. (2017). Ankudinov, Andrei ; Ibragimov, Rustam ; Lebedev, Oleg . In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:200-219.

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2018A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets. (2018). Rizvi, Syed Aun R. ; Alam, Nafis ; Arshad, Shaista ; Aun, Syed . In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:143-161.

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2018Multivariate models with long memory dependence in conditional correlation and volatility. (2018). Dark, Jonathan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:162-180.

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2017International oil price uncertainty and corporate investment: Evidence from Chinas emerging and transition economy. (2017). Cheung, Adrian (Wai-Kong) ; Wang, Yong ; Hu, Wei ; Ruan, Wenjuan ; Xiang, Erwei. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:330-339.

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2017Forecasting the realized volatility of the oil futures market: A regime switching approach. (2017). Xu, Weiju ; Huang, Dengshi ; Ma, Feng ; Wahab, M. I. M., . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:136-145.

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2017Lifecycle economic analysis of biofuels: Accounting for economic substitution in policy assessment. (2017). Yoder, Jonathan K ; Liu, Boying ; Shumway, Richard C. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:146-158.

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2017Modelling UK sub-sector industrial energy demand. (2017). Arvanitopoulos, Theodoros ; Agnolucci, Paolo ; de Lipsis, Vincenzo. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:366-374.

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2018Forecasting the oil futures price volatility: Large jumps and small jumps. (2018). Liu, Jing ; Zhang, Yaojie ; Yang, KE ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:321-330.

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2018The price and income elasticity of Chinas natural gas demand: A multi-sectoral perspective. (2018). Ji, Qiang ; Fan, Ying ; Zhang, YI. In: Energy Policy. RePEc:eee:enepol:v:113:y:2018:i:c:p:332-341.

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2018Further evidence on the debate of oil-gas price decoupling: A long memory approach. (2018). Zhang, Dayong ; Ji, Qiang. In: Energy Policy. RePEc:eee:enepol:v:113:y:2018:i:c:p:68-75.

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2018Energy consumption, fuel substitution, technical change, and economic growth: Implications for CO2 mitigation in Egypt. (2018). Lin, Boqiang ; Wesseh, Presley K. In: Energy Policy. RePEc:eee:enepol:v:117:y:2018:i:c:p:340-347.

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2018Hydropower and potential for interfuel substitution: The case of electricity sector in Malaysia. (2018). solarin, sakiru ; Yen, Yuen Yee ; Bello, Mufutau Opeyemi. In: Energy. RePEc:eee:energy:v:151:y:2018:i:c:p:966-983.

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2018Do co-jumps impact correlations in currency markets?. (2018). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:97-119.

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2017Hedge fund return, volatility asymmetry, and systemic effects: A higher-moment factor-EGARCH model. (2017). Elyasiani, Elyas ; Mansur, Iqbal. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:49-65.

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2018Multi-dimensional portfolio risk and its diversification: A note. (2018). Kim, Tae-Hwan ; Bang, Seungbeom . In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:147-156.

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2017Forecasting the variance of stock index returns using jumps and cojumps. (2017). Liao, Yin ; Clements, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:729-742.

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2017How do banks adjust to changing input prices? A dynamic analysis of U.S. commercial banks before and after the crisis. (2017). Shaffer, Sherrill ; Spierdijk, Laura ; Considine, Tim . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:1-14.

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2017Systemic co-jumps. (2017). Caporin, Massimiliano ; Reno, Roberto ; Kolokolov, Aleksey. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:563-591.

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2017Exchange rate uncertainty and firm investment plans evidence from Swiss survey data. (2017). Dibiasi, Andreas ; Binding, Garret . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:51:y:2017:i:c:p:1-27.

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2019Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models. (2019). Horvath, Lajos ; Rice, Gregory. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:138-165.

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2017Gas and electricity demand in Spanish manufacturing industries: An analysis using homogeneous and heterogeneous estimators. (2017). Peasco, Cristina ; Romero-Jordan, Desiderio ; del Rio, Pablo. In: Utilities Policy. RePEc:eee:juipol:v:45:y:2017:i:c:p:45-60.

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2018Construction of currency portfolios by means of an optimized investment strategy. (2018). Chandrinos, Spyros K ; Lagaros, Nikos D. In: Operations Research Perspectives. RePEc:eee:oprepe:v:5:y:2018:i:c:p:32-44.

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2017A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios. (2017). Yue, Wei ; Wang, Yu Ping. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:124-140.

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2018Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis. (2018). Ferreira, Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:454-470.

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2017Rebound effect in China: Evidence from the power generation sector. (2017). Yang, Lisha ; Li, Jianglong. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:71:y:2017:i:c:p:53-62.

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2017Long memory or structural breaks: Some evidence for African stock markets. (2017). Ngene, Geoffrey ; Darrat, Ali F ; Tah, Kenneth A. In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:61-73.

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2017Sanctions and the Russian stock market. (2017). Ankudinov, Andrei ; Lebedev, Oleg ; Ibragimov, Rustam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:150-162.

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2017Merger and acquisitions in South African banking: A network DEA model. (2017). GUPTA, RANGAN ; Maredza, Andrew ; Wanke, Peter. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:362-376.

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2019Financial constraints on investment: Effects of firm size and the financial crisis. (2019). Driver, Ciaran ; Muoz-Bugarin, Jair . In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:441-457.

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2018Spectral Backtests of Forecast Distributions with Application to Risk Management. (2018). Gordy, Michael ; McNeil, Alexander J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-21.

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2017Monetary Policy with Declining Deficits: Theory and an Application to Recent Argentine Monetary Policy. (2017). Manuelli, Rodolfo ; Vizcaino, Juan I. In: Review. RePEc:fip:fedlrv:00090.

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2019Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient. (2019). Bernstein, David H ; Nielsen, Bent. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:6-:d:198742.

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2017Goodness-of-Fit versus Significance: A CAPM Selection with Dynamic Betas Applied to the Brazilian Stock Market. (2017). Maldonado, Wilfredo ; Leiva, Wilfredo Fernando ; Candido, Osvaldo ; de Pinho, Andre Ricardo. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:4:p:33-:d:121563.

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2017The contribution of jumps to forecasting the density of returns. (2017). Sévi, Benoît ; Ielpo, Florian ; Sevi, Benoit ; Chorro, Christophe. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01442618.

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2018Volatility Estimation and Jump Detection for drift-diffusion Processes. (2018). Shi, Shuping ; Laurent, Sebastien. In: Working Papers. RePEc:hal:wpaper:halshs-01944449.

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2017The Memory of Volatility. (2017). Wenger, Kai ; Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-601.

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2018“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201801.

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2018Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions. (2018). Spagnolo, Nicola ; Zhao, Yuqian ; Barassi, Marco R. In: Environmental & Resource Economics. RePEc:kap:enreec:v:71:y:2018:i:4:d:10.1007_s10640-017-0190-z.

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2017The contribution of jumps to forecasting the density of returns. (2017). Sévi, Benoît ; Ielpo, Florian ; Sevi, Benoit ; Chorro, Christophe. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17006.

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2017Dynamic asset price jumps and the performance of high frequency tests and measures. (2017). Maneesoonthorn, Worapree ; Forbes, Catherine S ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-14.

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2018Dynamic price jumps: The performance of high frequency tests and measures, and the robustness of inference. (2018). Maneesoonthorn, Worapree ; Forbes, Catherine S ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-17.

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2017Valuation of an R&D project with three types of uncertainty. (2017). Nishihara, Michi. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1715.

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2018Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets. (2018). Härdle, Wolfgang ; Petukhina, Alla ; Nasekin, Sergey ; Chuen, David Kuo ; Hardle, Wolfgang Karl. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:1:d:10.1057_s41260-017-0060-9.

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2018Higher co-moments and asset pricing on emerging stock markets by quantile regression approach. (2018). Luu, Toan Huynh ; Nguyen, Sang Phu. In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:14:y:2018:i:1:p:132-142.

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2017On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging. (2017). Hou, Yang ; Holmes, Mark. In: MPRA Paper. RePEc:pra:mprapa:82000.

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2018What Remains of Cross-Country Convergence?. (2018). Papageorgiou, Chris ; Johnson, Paul. In: MPRA Paper. RePEc:pra:mprapa:89355.

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2018Cojumps and Asset Allocation in International Equity Markets. (2018). Nguyen, Duc Khuong ; M'SADDEK, Oussama ; Pukthuanthong, Kuntara ; Msaddek, Oussama ; el Hedi, Mohamed. In: MPRA Paper. RePEc:pra:mprapa:89938.

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2018Privatization and growth: natural experiments of European economies in transition. (2018). Kant, Chander. In: MPRA Paper. RePEc:pra:mprapa:90302.

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2017Extreme movements of the Russian stock market and their consequences for management and economic modeling. (2017). Ibragimov, Rustam ; Lebedev, Oleg ; Ankudinov, Andrei . In: Applied Econometrics. RePEc:ris:apltrx:0311.

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2018The Effects of Market Structure on Uncertainty-Investment Relationship: Evidence from Turkish Manufacturing Industry. (2018). Guven, Aytekin ; Akkoyunlu-Wigley, Arzu. In: Sosyoekonomi Journal. RePEc:sos:sosjrn:180310.

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2018A heuristic, iterative algorithm for change-point detection in abrupt change models. (2018). Fasola, Salvatore ; Kuchenhoff, Helmut ; Vito, . In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-017-0740-4.

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2017Dynamic adjustment of ethanol demand to crude oil prices: implications for mandated ethanol usage. (2017). Suh, Dong Hee ; Moss, Charles. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1112-6.

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2017Combination of “combinations of p values”. (2017). Sheng, Xuguang ; Cheng, Lan . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1230-9.

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2018Valuation of an R&D project with three types of uncertainty. (2018). Nishihara, Michi. In: EURO Journal on Decision Processes. RePEc:spr:eurjdp:v:6:y:2018:i:1:d:10.1007_s40070-018-0076-5.

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2017Security issuance decisions, idiosyncratic risk, and macroeconomic dynamics. (2017). Rashid, Abdul. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:4:d:10.1007_s12197-016-9370-x.

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2018What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?. (2018). Ftiti, Zied ; Chaouachi, Slim . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:3:d:10.1007_s40953-017-0098-z.

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2017A new approach for the quantification of qualitative measures of economic expectations. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:6:d:10.1007_s11135-016-0416-0.

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2018A Data-Driven Approach to Construct Survey-Based Indicators by Means of Evolutionary Algorithms. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:135:y:2018:i:1:d:10.1007_s11205-016-1490-3.

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2018The Socioeconomic Consequences of Privatization: An Empirical Analysis for Europe. (2018). Cuadrado-Ballesteros, Beatriz ; Pea-Miguel, Noemi. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:139:y:2018:i:1:d:10.1007_s11205-017-1713-2.

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2017The Determinants of Growth in the Information and Communication Technology (ICT) Industry: A Firm-Level Analysis. (2017). Miller, Stephen ; Canarella, Giorgio. In: Working papers. RePEc:uct:uconnp:2017-12.

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Works by Giovanni Urga:


YearTitleTypeCited
2015Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models In: CREATES Research Papers.
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2001A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies. In: Journal of Business & Economic Statistics.
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article53
2004Testing Asset Pricing Models With Coskewness In: Journal of Business & Economic Statistics.
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article30
2006Contrasts Between Types of Assets in Fixed Investment Equations as a Way of Testing Real Options Theory In: Journal of Business & Economic Statistics.
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article4
2007Common Features in Economics and Finance: An Overview of Recent Developments In: Journal of Business & Economic Statistics.
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article9
1999Interrelated Factor Demands from Dynamic Cost Functions: An Application to the Non-energy Business Sector of the UK Economy. In: Economica.
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article19
2007Methods of privatization and economic growth in transition economies In: The Economics of Transition.
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article15
2001 Theory and Practice of Econometric Modelling Using PCGIVE10. In: Journal of Economic Surveys.
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article0
1999 A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence. In: Oxford Bulletin of Economics and Statistics.
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article8
2004Transforming Qualitative Survey Data: Performance Comparisons for the UK In: Oxford Bulletin of Economics and Statistics.
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article27
2001The Influence of Uncertainty on Investment in the UK: A Macro or Micro Phenomenon? In: Scottish Journal of Political Economy.
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article16
2006Asymptotics for panel models with common shocks In: Working Papers.
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2006Optimal forecasting with heterogeneous panels: a Monte Carlo study In: Working Papers.
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paper15
2009Optimal forecasting with heterogeneous panels: A Monte Carlo study.(2009) In: International Journal of Forecasting.
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2007An Econometric Analysis of the Banking Crises in Russia and Ukraine In: Working Papers.
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2007Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends In: Working Papers.
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