Kai Wenger : Citation Profile


Are you Kai Wenger?

Leibniz Universität Hannover

2

H index

0

i10 index

8

Citations

RESEARCH PRODUCTION:

3

Articles

4

Papers

RESEARCH ACTIVITY:

   3 years (2017 - 2020). See details.
   Cites by year: 2
   Journals where Kai Wenger has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 1 (11.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe411
   Updated: 2020-10-17    RAS profile: 2020-07-26    
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Relations with other researchers


Works with:

Leschinski, Christian (6)

Sibbertsen, Philipp (5)

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

Is cited by:

Sibbertsen, Philipp (4)

Rho, Seunghwa (1)

Leschinski, Christian (1)

Cites to:

Perron, Pierre (8)

Shao, Xiaofeng (6)

Sibbertsen, Philipp (5)

Iacone, Fabrizio (5)

Kiefer, Nicholas (5)

Vogelsang, Timothy (5)

Leschinski, Christian (4)

Hurvich, Clifford (4)

Andrews, Donald (4)

Leybourne, Stephen (4)

Taylor, Robert (4)

Main data


Where Kai Wenger has published?


Journals with more than one article published# docs
Economics Letters2

Working Papers Series with more than one paper published# docs
Hannover Economic Papers (HEP) / Leibniz Universitšt Hannover, Wirtschaftswissenschaftliche Fakultšt4

Recent works citing Kai Wenger (2020 and 2019)


YearTitle of citing document
2020Distinguishing between breaks in the mean and breaks in persistence under long memory. (2020). Sibbertsen, Philipp ; Mboya, Mwasi Paza ; Wingert, Simon. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302196.

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2020Volatility Transmission across Financial Markets: A Semiparametric Analysis. (2020). Sibbertsen, Philipp ; Mboya, Mwasi ; Kolaiti, Theoplasti. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:160-:d:389105.

Full description at Econpapers || Download paper

2020True versus Spurious Long Memory in Cryptocurrencies. (2020). Mazibas, Murat ; Rambaccussing, Dooruj. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:186-:d:400757.

Full description at Econpapers || Download paper

2019Long Memory, Realized Volatility and HAR Models. (2019). Rho, Seunghwa ; Cho, Dooyeon ; Calonaci, Fabio ; Baillie, Richard T. In: Working Papers. RePEc:qmw:qmwecw:881.

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2020A modified Wilcoxon test for change points in long-range dependent time series. (2020). Wenger, Kai ; Less, Vivien. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s016517652030166x.

Full description at Econpapers || Download paper

Works by Kai Wenger:


YearTitleTypeCited
2018A simple test on structural change in long-memory time series In: Economics Letters.
[Full Text][Citation analysis]
article3
2017A Simple Test on Structural Change in Long-Memory Time Series.(2017) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2020A modified Wilcoxon test for change points in long-range dependent time series In: Economics Letters.
[Full Text][Citation analysis]
article0
2017Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
paper1
2019Change-in-mean tests in long-memory time series: a review of recent developments.(2019) In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2017The Memory of Volatility In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
paper4
2018Fixed-Bandwidth CUSUM Tests Under Long Memory In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
paper0

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