Jakob von Weizsäcker : Citation Profile


Are you Jakob von Weizsäcker?

Bruegel (90% share)
CESifo (5% share)
Government of Thuringia (5% share)

6

H index

6

i10 index

337

Citations

RESEARCH PRODUCTION:

11

Articles

20

Papers

2

Books

RESEARCH ACTIVITY:

   14 years (1997 - 2011). See details.
   Cites by year: 24
   Journals where Jakob von Weizsäcker has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 5 (1.46 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pvo123
   Updated: 2020-09-26    RAS profile: 2014-03-05    
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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 Jakob von Weizsäcker.

Is cited by:

Bollerslev, Tim (11)

Andersen, Torben (10)

Werding, Martin (9)

MORANA, CLAUDIO (9)

Fanti, Luciano (9)

Sévi, Benoît (8)

Gori, Luca (7)

Sinn, Hans-Werner (6)

Corsi, Fulvio (5)

GUPTA, RANGAN (5)

Medeiros, Marcelo (5)

Cites to:

Homburg, Stefan (11)

Sinn, Hans-Werner (8)

Fenge, Robert (8)

Werding, Martin (6)

Engle, Robert (6)

Richter, Wolfram (5)

Hubbard, Robert (5)

Bollerslev, Tim (5)

Lindbeck, Assar (4)

Pestieau, Pierre (4)

Zeldes, Stephen (4)

Main data


Where Jakob von Weizsäcker has published?


Journals with more than one article published# docs
ifo Schnelldienst2

Working Papers Series with more than one paper published# docs
Policy Briefs / Bruegel6
Policy Contributions / Bruegel4
CESifo Working Paper Series / CESifo4
CERS-IE WORKING PAPERS / Institute of Economics, Centre for Economic and Regional Studies2
Working Papers / Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest2
Working Papers / Bruegel2

Recent works citing Jakob von Weizsäcker (2020 and 2019)


YearTitle of citing document
2020Multi-scale analysis of lead-lag relationships in high-frequency financial markets. (2018). Koike, Yuta ; Hayashi, Takaki. In: Papers. RePEc:arx:papers:1708.03992.

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2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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2020Applying Dynamic Training-Subset Selection Methods Using Genetic Programming for Forecasting Implied Volatility. (2020). Abdelmalek, Wafa ; ben Hamida, Sana ; Abid, Fathi. In: Papers. RePEc:arx:papers:2007.07207.

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2020Le rôle international de l’euro. (2020). Goulard, Sylvie . In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2020:229:05.

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2019Score-Driven Models for Realized Volatility. (2019). Harvey, Andrew ; Palumbo, D. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1950.

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2019Regulating the doom loop. (2019). Langfield, Sam ; Alogoskoufis, Spyros. In: Working Paper Series. RePEc:ecb:ecbwps:20192313.

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2019Saving, fertility and public policy in an overlapping generations small open economy. (2019). Spataro, Luca ; Fanti, Luciano ; Pacini, Pier Mario. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:16-29.

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2019Asymmetric volatility in equity markets around the world. (2019). Olsen, Torbjorn B ; Molnar, Peter ; Lyocsa, Tefan ; Horpestad, Jone B. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:540-554.

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2019The scale of predictability. (2019). Bandi, F M ; Tebaldi, C ; Tamoni, A ; Perron, B. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:120-140.

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2019Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?. (2019). Ftiti, Zied ; Hadhri, Sinda. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518302358.

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2019Central bank announcements and realized volatility of stock markets in G7 countries. (2019). Molnár, Peter ; Lyócsa, Štefan ; Plihal, Toma ; Molnar, Peter ; Lyocsa, Tefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:117-135.

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2020Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks?. (2020). Lyócsa, Štefan ; Todorova, Neda. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:628-645.

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2020Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619300075.

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2019Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect. (2019). Gong, XU ; Yang, Cai ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:548-563.

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2019Development of an agent-based speculation game for higher reproducibility of financial stylized facts. (2019). Hashimoto, Gaku ; Chen, YU ; Katahira, Kei ; Okuda, Hiroshi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:503-518.

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2019The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility. (2019). Tsionas, Mike ; Murphy, Anthony ; Izzeldin, Marwan ; Hizmeri, Rodrigo. In: Working Papers. RePEc:fip:feddwp:1902.

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2019Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time. (2019). Petrov, Vladimir ; Olsen, Richard ; Golub, Anton . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:54-:d:219095.

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2020Parsimonious Heterogeneous ARCH Models for High Frequency Modeling. (2020). Morettin, Pedro Alberto ; Ruilova, Juan Carlos. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:38-:d:322796.

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2020Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Bonato, Matteo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4309-:d:362539.

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2019Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:201972.

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2020Forecasting Realized Volatility of Bitcoin: The Role of the Trade War. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202003.

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2020Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202009.

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2019A Practical Guide to Harnessing the HAR Volatility Model. (2019). Preve, Daniel ; Clements, Adam. In: NCER Working Paper Series. RePEc:qut:auncer:2019_01.

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2019Forecasting Realized Volatility: The role of implied volatility, leverage effect, overnight returns and volatility of realized volatility. (2019). Tsakou, Katerina ; McMillan, David ; Kambouroudis, Dimos. In: Working Papers. RePEc:swn:wpaper:2019-03.

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2019Multivariate realized volatility forecasts of agricultural commodity futures. (2019). Chen, Langnan ; Luo, Jiawen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:12:p:1565-1586.

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2019Forecasting the Realized Variance in the Presence of Intraday Periodicity. (2019). Hizmeri, Rodrigo ; DUMITRU, ANA-MARIA ; Izzeldin, Marwan. In: EconStor Preprints. RePEc:zbw:esprep:193631.

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2019High-dimensional sparse financial networks through a regularised regression model. (2019). Costola, Michele ; Bernardi, Mauro. In: SAFE Working Paper Series. RePEc:zbw:safewp:244.

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Works by Jakob von Weizsäcker:


YearTitleTypeCited
2011Financial transaction tax: Small is beautiful In: Society and Economy.
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article5
2010Financial-Transaction Tax- Small Is Beautiful.(2010) In: Policy Contributions.
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This paper has another version. Agregated cites: 5
paper
2010Financial Transaction Tax: Small is Beautiful.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 5
paper
2000Implizite Einkommensteuer als Messlatte für die aktuellen Rentenreformvorschläge In: Perspektiven der Wirtschaftspolitik.
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article21
2009Memos to the new Commission- Europes economic priorities 2010-2015 In: Books.
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book1
2008Divisions of labour- rethinking Europes migration policy In: Blueprints.
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book0
2008A European recovery programme In: Policy Briefs.
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paper2
2009A European Exit Strategy In: Policy Briefs.
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paper3
2007A better Globalisation Fund In: Policy Briefs.
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paper2
2006Welcome to Europe In: Policy Briefs.
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paper0
2010The Blue Bond Proposal In: Policy Briefs.
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paper32
2008A tail of two countries In: Policy Briefs.
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paper4
2009Estimating the size of the European stimulus packages In: Policy Contributions.
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paper11
2009Can A Less Boring ECB Remain Accountable? In: Policy Contributions.
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paper1
2011Eurobonds- The blue bond concept and its implications In: Policy Contributions.
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paper16
2009Cyclical dimensions of labour mobility after EU Enlargement In: Working Papers.
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paper2
2009Cyclical dimensions of labour mobility after EU enlargement.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2008Public pensions and intra-EU mobility- an unfinished agenda In: Working Papers.
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paper0
2007Le fonds européen dajustement à la mondialisation : pour quoi faire ? In: Revue de l'OFCE.
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article0
2003The Hayek Pension: An efficient minimum pension to complement the welfare state In: CESifo Working Paper Series.
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paper1
2006Mixing Bismarck and Child Pension Systems: An Optimum Taxation Approach In: CESifo Working Paper Series.
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paper17
2010Mixing Bismarck and child pension systems: an optimum taxation approach.(2010) In: Journal of Population Economics.
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This paper has another version. Agregated cites: 17
article
1999To what Extent are Public Pensions Pareto-improving? On the Interaction of Means Tested Basic Income and Public Pensions In: CESifo Working Paper Series.
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paper3
2000How Much Fiscal Equalisation? In: CESifo Working Paper Series.
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paper0
2002Demographiefest: Rentenfinanzen und Lebenserwartung In: ifo Schnelldienst.
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article4
2006Generation Enkellos und Rentenbeitragsrabatt für Eltern In: ifo Schnelldienst.
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article0
2010Public pension systems and distortions of intra-EU mobility: the Lodge Test In: Journal of Pension Economics and Finance.
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article4
1997Volatilities of different time resolutions -- Analyzing the dynamics of market components In: Journal of Empirical Finance.
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article204
2009Cyclical Dimensions of Labour Mobility after EU Enlargement In: CERS-IE WORKING PAPERS.
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paper2
2010Financial Transaction Tax: Small is Beautiful In: CERS-IE WORKING PAPERS.
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paper0
2001Compulsory Savings: Efficiency and Redistribution On the Interaction of Means Tested Basic Income and Public Pensions In: International Tax and Public Finance.
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article0
2001How Much Fiscal Equalization? A Constitutional Approach In: Journal of Institutional and Theoretical Economics (JITE).
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article2
2002SeptemBear - A seasonality puzzle in the German stock index DAX In: Applied Financial Economics.
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article0

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