Tomáš Výrost : Citation Profile


Are you Tomáš Výrost?

Ekonomická Univerzita v Bratislave

4

H index

1

i10 index

35

Citations

RESEARCH PRODUCTION:

10

Articles

14

Papers

RESEARCH ACTIVITY:

   12 years (2004 - 2016). See details.
   Cites by year: 2
   Journals where Tomáš Výrost has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 7 (16.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvr18
   Updated: 2017-04-22    RAS profile: 2017-04-11    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Lyócsa, Štefan (8)

Baumohl, Eduard (8)

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

Is cited by:

Baumohl, Eduard (11)

Lyócsa, Štefan (9)

Olbrys, Joanna (3)

Şensoy, Ahmet (2)

Tabak, Benjamin (2)

Gogas, Periklis (1)

Dajcman, Silvo (1)

Kudryavtsev, Andrey (1)

Stolbov, Mikhail (1)

Josifidis, Kosta (1)

cohen, gil (1)

Cites to:

Engle, Robert (22)

Mantegna, Rosario (18)

Baumohl, Eduard (14)

Lyócsa, Štefan (14)

Bollerslev, Tim (10)

Granger, Clive (10)

Kočenda, Evžen (9)

Sheppard, Kevin (9)

Lee, Junsoo (8)

Jagannathan, Ravi (8)

Schwert, G. (7)

Main data


Where Tomáš Výrost has published?


Journals with more than one article published# docs
Czech Journal of Economics and Finance (Finance a uver)3
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany10
Papers / arXiv.org2

Recent works citing Tomáš Výrost (2017 and 2016)


YearTitle of citing document
2017A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2017). Donnat, Philippe ; Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier . In: Papers. RePEc:arx:papers:1703.00485.

Full description at Econpapers || Download paper

2016Network analysis of returns and volume trading in stock markets: The Euro Stoxx case. (2016). Gómez, David ; Brida, Juan ; Seijas, Maria Nela ; Matesanz, David . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:444:y:2016:i:c:p:751-764.

Full description at Econpapers || Download paper

2016Bank supervision using the Threshold-Minimum Dominating Set. (2016). Papadimitriou, Theophilos ; Gogas, Periklis ; Matthaiou, Maria-Artemis . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:451:y:2016:i:c:p:23-35.

Full description at Econpapers || Download paper

2016A financial network perspective of financial institutions’ systemic risk contributions. (2016). Yao, Shuang ; Uryasev, Stan ; Zhuang, Xin-Tian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:456:y:2016:i:c:p:183-196.

Full description at Econpapers || Download paper

2016Time-varying causal network of the Korean financial system based on firm-specific risk premiums. (2016). Chang, Woojin ; Cho, Poongjin ; Song, Jae Wook ; Ko, Bonggyun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:458:y:2016:i:c:p:287-302.

Full description at Econpapers || Download paper

2016Volatility and correlation-based systemic risk measures in the US market. (2016). Civitarese, Jamil . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:459:y:2016:i:c:p:55-67.

Full description at Econpapers || Download paper

2017Asymmetric and persistent responses in price volatility of fertilizers through stable and unstable periods. (2017). Lahmiri, Salim . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:405-414.

Full description at Econpapers || Download paper

2017Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets. (2017). Xu, Wei ; Cao, Guangxi ; Li, Qingchen ; Han, Yan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:119-130.

Full description at Econpapers || Download paper

2016Return and volatility interdependences in up and down markets across developed and emerging countries. (2016). Kundu, Srikanta ; Sarkar, Nityananda . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:297-311.

Full description at Econpapers || Download paper

2017Assessing systemic risk and its determinants for advanced and major emerging economies: the case of ΔCoVaR. (2017). Stolbov, Mikhail. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:1:d:10.1007_s10368-015-0330-2.

Full description at Econpapers || Download paper

2016What Influences Stock Market Behavior in Russia and Other Emerging Countries?. (2016). Peresetsky, Anatoly ; Korhonen, Iikka. In: Emerging Markets Finance and Trade. RePEc:taf:emfitr:v:52:y:2016:i:5:p:1210-1225.

Full description at Econpapers || Download paper

Works by Tomáš Výrost:


YearTitleTypeCited
2014Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment In: Papers.
[Full Text][Citation analysis]
paper4
2015Granger causality stock market networks: Temporal proximity and preferential attachment.(2015) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2015Return spillovers around the globe: A network approach In: Papers.
[Full Text][Citation analysis]
paper0
2012Stock market networks: The dynamic conditional correlation approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article7
2004Defection of Traditional Standard Deviation Scaling of Capital Asset Returns In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]
article0
2010Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]
article15
2011Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]
article1
2010Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence In: Working Papers IES.
[Full Text][Citation analysis]
paper0
2016Networks of volatility spillovers among stock markets In: KIER Working Papers.
[Full Text][Citation analysis]
paper0
2011The Stock Markets and Real Economic Activity In: Eastern European Economics.
[Full Text][Citation analysis]
article0
2011The Stock Markets and Real Economic Activity.(2011) In: Eastern European Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2009Asymmetric GARCH and the financial crisis: a preliminary study In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2009Asymmetric GARCH and the financial crisis: a preliminary study.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2011On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2011Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2011Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2011The instability of the correlation structure of the S&P 500 In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2012Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2012Stock returns and real activity: the dynamic conditional lagged correlation approach In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2012Country effects in CEE3 stock market networks: a preliminary study In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2015Country and industry effects in CEE stock market networks: Preliminary results In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2010Integrácia akciových trhov: DCC MV-GARCH model In: Politická ekonomie.
[Full Text][Citation analysis]
article0
2011Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets In: Applied Economics Letters.
[Full Text][Citation analysis]
article4
2013What Drives the Stock Market Integration in the CEE-3? In: EconStor Open Access Articles.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 6 2017. Contact: CitEc Team