J Eduardo Vera-Valdés : Citation Profile


Are you J Eduardo Vera-Valdés?

Aarhus Universitet (1% share)

2

H index

0

i10 index

10

Citations

RESEARCH PRODUCTION:

4

Articles

4

Papers

RESEARCH ACTIVITY:

   10 years (2008 - 2018). See details.
   Cites by year: 1
   Journals where J Eduardo Vera-Valdés has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 1 (9.09 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pve268
   Updated: 2019-11-16    RAS profile: 2019-11-08    
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Relations with other researchers


Works with:

Ventosa-Santaulària, Daniel (2)

Haldrup, Niels (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with J Eduardo Vera-Valdés.

Is cited by:

Ventosa-Santaulària, Daniel (3)

Rodríguez Caballero, Carlos (3)

Fonseca, Felipe (2)

GUPTA, RANGAN (2)

Hecq, Alain (2)

Soytas, Ugur (2)

Baruník, Jozef (1)

Bouri, Elie (1)

Vacha, Lukas (1)

Leschinski, Christian (1)

Laurent, Sébastien (1)

Cites to:

Campbell, John (13)

Diebold, Francis (11)

Bollerslev, Tim (10)

Nielsen, Morten (8)

Andersen, Torben (7)

Granger, Clive (6)

Ventosa-Santaulària, Daniel (6)

Shiller, Robert (5)

Tauchen, George (4)

Phillips, Peter (4)

Corsi, Fulvio (4)

Main data


Where J Eduardo Vera-Valdés has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

Recent works citing J Eduardo Vera-Valdés (2018 and 2017)


YearTitle of citing document
2018Generating univariate fractional integration within a large VAR(1). (2018). Hecq, Alain ; Chevillon, Guillaume ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:54-65.

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2017Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA. (2017). Ventosa-Santaulària, Daniel ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Ventosa-Santaularia, Daniel ; Rodriguez-Caballero, Carlos Vladimir . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:121-134.

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2018The Periodogram of Spurious Long-Memory Processes. (2018). Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-632.

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2019Movements in International Bond Markets: The Role of Oil Prices. (2019). GUPTA, RANGAN ; Bouri, Elie ; Nazlioglu, Saban. In: Working Papers. RePEc:pre:wpaper:201935.

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2019Price and Volatility Linkages between International REITs and Oil Markets. (2019). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Working Papers. RePEc:pre:wpaper:201954.

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2018Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector. (2018). Hecq, Alain ; Cubadda, Gianluca ; Riccardo, Antonio. In: CEIS Research Paper. RePEc:rtv:ceisrp:445.

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Works by J Eduardo Vera-Valdés:


YearTitleTypeCited
2015Unbalanced Regressions and the Predictive Equation In: CREATES Research Papers.
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paper0
2015Long Memory, Fractional Integration, and Cross-Sectional Aggregation In: CREATES Research Papers.
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paper3
2017Long memory, fractional integration, and cross-sectional aggregation.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2017On Long Memory Origins and Forecast Horizons In: Papers.
[Full Text][Citation analysis]
paper0
2018Nonfractional Memory: Filtering, Antipersistence, and Forecasting In: Papers.
[Full Text][Citation analysis]
paper0
2008Granger-Causality in the presence of structural breaks In: Economics Bulletin.
[Full Text][Citation analysis]
article7
2016A comment on ‘resolving spurious regressions and serially correlated errors’ In: Empirical Economics.
[Full Text][Citation analysis]
article0
2012Spurious Forecasts? In: Journal of Forecasting.
[Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 11 2019. Contact: CitEc Team