Harry Vander Elst : Citation Profile


Are you Harry Vander Elst?

Université Libre de Bruxelles

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Citations

RESEARCH PRODUCTION:

1

Articles

6

Papers

RESEARCH ACTIVITY:

   4 years (2014 - 2018). See details.
   Cites by year: 0
   Journals where Harry Vander Elst has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 4 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva679
   Updated: 2020-04-04    RAS profile: 2016-01-14    
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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 Harry Vander Elst.

Is cited by:

Cites to:

Shephard, Neil (15)

Hansen, Peter (13)

Engle, Robert (10)

Christensen, Kim (8)

Bollerslev, Tim (8)

Lunde, Asger (8)

Andersen, Torben (7)

Voev, Valeri (6)

Tse, Y. K. (6)

Tsui, Albert (6)

Barndorff-Nielsen, Ole (5)

Main data


Where Harry Vander Elst has published?


Working Papers Series with more than one paper published# docs
Working Papers ECARES / ULB -- Universite Libre de Bruxelles3

Recent works citing Harry Vander Elst (2018 and 2017)


YearTitle of citing document

Works by Harry Vander Elst:


YearTitleTypeCited
2018Realizing Correlations Across Asset Classes In: CREATES Research Papers.
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2014Disentangled jump-robust realized covariances and correlations with non-synchronous prices In: DES - Working Papers. Statistics and Econometrics. WS.
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2014Disentangled Jump-Robust Realized Covariances and Correlations with Non-Synchronous Prices.(2014) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 0
paper
2015FloGARCH: Realizing Long Memory and Asymmetries in Returns Valitility In: Working Papers ECARES.
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2015FloGARCH : Realizing long memory and asymmetries in returns volatility.(2015) In: Working Paper Research.
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This paper has another version. Agregated cites: 0
paper
2015Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data In: Working Papers ECARES.
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2017Smoothing it Out: Empirical and Simulation Results for Disentangled Realized Covariances In: Journal of Financial Econometrics.
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