Audrone Virbickaite : Citation Profile


Are you Audrone Virbickaite?

Universitat de les Illes Balears

2

H index

0

i10 index

10

Citations

RESEARCH PRODUCTION:

3

Articles

1

Papers

RESEARCH ACTIVITY:

   3 years (2015 - 2018). See details.
   Cites by year: 3
   Journals where Audrone Virbickaite has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 2 (16.67 %)

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   Permalink: http://citec.repec.org/pvi438
   Updated: 2019-12-07    RAS profile: 2019-10-22    
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Relations with other researchers


Works with:

Galeano, Pedro (2)

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

Is cited by:

Maheu, John (3)

Jin, Xin (2)

Griffin, Jim (1)

Pliszka, Kamil (1)

Trede, Mark (1)

Wilfling, Bernd (1)

Lütkebohmert, Eva (1)

Steel, Mark (1)

Foos, Daniel (1)

Cites to:

Engle, Robert (11)

Bollerslev, Tim (9)

Bauwens, Luc (8)

Galeano, Pedro (7)

Maheu, John (6)

Sentana, Enrique (5)

Jensen, Mark (5)

Vrontos, Ioannis (5)

Jagannathan, Ravi (4)

Dellaportas, Petros (4)

Lubrano, Michel (4)

Main data


Where Audrone Virbickaite has published?


Recent works citing Audrone Virbickaite (2019 and 2018)


YearTitle of citing document
2017Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements. (2017). Wilfling, Bernd ; Trede, Mark ; Zaharieva, Martina Danielova . In: CQE Working Papers. RePEc:cqe:wpaper:6217.

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2018The time delay restraining the herd behavior with Bayesian approach. (2018). Zhong, Guang-Yan ; Tao, Hui-Ming ; Li, Hai-Feng ; Jiang, George J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:335-346.

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2017The Univariate Collapsing Method for Portfolio Optimization. (2017). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:18-:d:97715.

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2018Temporal clustering of time series via threshold autoregressive models: application to commodity prices. (2018). Aslan, Sipan ; Iyigun, Cem ; Yozgatligil, Ceylan . In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-017-2659-0.

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2018Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics. (2018). Steel, Mark ; Kalli, Maria ; Griffin, Jim . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:2:d:10.1007_s10260-017-0384-0.

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2018Bayesian Semi-Parametric Markov Switching Stochastic Volatility Model. (2018). Lopes, Hedibert F ; Virbickaite, Audrone. In: DEA Working Papers. RePEc:ubi:deawps:89.

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2017Euro area banks interest rate risk exposure to level, slope and curvature swings in the yield curve. (2017). Pliszka, Kamil ; Lütkebohmert, Eva ; Foos, Daniel ; Markovych, Mariia ; Lutkebohmert, Eva. In: Discussion Papers. RePEc:zbw:bubdps:242017.

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Works by Audrone Virbickaite:


YearTitleTypeCited
2015BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article6
2016A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article4
2018Particle Learning for Bayesian Semi-Parametric Stochastic Volatility Model In: DEA Working Papers.
[Full Text][Citation analysis]
paper0
2019Bayesian semiparametric Markov switching stochastic volatility model In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]
article0

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