Peter Winker : Citation Profile

Are you Peter Winker?

Justus-Liebig-Universität Gießen

16

H index

23

i10 index

876

Citations

RESEARCH PRODUCTION:

71

Articles

99

Papers

1

Books

2

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   29 years (1991 - 2020). See details.
   Cites by year: 30
   Journals where Peter Winker has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 82 (8.56 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwi49
   Updated: 2021-07-24    RAS profile: 2021-05-06    
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Relations with other researchers

Works with:

Staszewska-Bystrova, Anna (16)

Lütkepohl, Helmut (11)

Lüdering, Jochen (3)

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

Is cited by:

Roventini, Andrea (35)

Inoue, Atsushi (29)

Kilian, Lutz (29)

Grazzini, Jakob (27)

Savin, Ivan (26)

Gilli, Manfred (19)

Richiardi, Matteo (19)

Hommes, Cars (17)

Schumann, Enrico (16)

Westerhoff, Frank (15)

Fagiolo, Giorgio (15)

Cites to:

Staszewska-Bystrova, Anna (41)

Kilian, Lutz (25)

Gilli, Manfred (21)

Lütkepohl, Helmut (18)

Franz, Wolfgang (17)

Johansen, Soren (16)

Kontoghiorghes, Erricos (11)

Paterlini, Sandra (11)

Inoue, Atsushi (10)

Sims, Christopher (10)

Gertler, Mark (10)

Main data

Where Peter Winker has published?

Journals with more than one article published# docs
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)20
Computational Statistics & Data Analysis9
Computational Economics5
AStA Advances in Statistical Analysis4
Empirical Economics3
Computational Management Science3
International Journal of Forecasting2
Journal of Economic Interaction and Coordination2
Economic Modelling2
Central European Journal of Economic Modelling and Econometrics2

Working Papers Series with more than one paper published# docs
Discussion Papers, Series II / University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"18
MAGKS Papers on Economics / Philipps-Universitt Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)10
Working Papers / COMISEF8
ZEW Discussion Papers / ZEW - Leibniz Centre for European Economic Research7
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research5
Publications of Darmstadt Technical University, Institute for Business Studies (BWL) / Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)5
Discussion Papers / University of Erfurt, Faculty of Economics, Law and Social Sciences4
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany3
Discussion Papers / Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre3
Darmstadt Discussion Papers in Economics / Darmstadt University of Technology, Department of Law and Economics2
Discussion Papers / Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU)2
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2
Discussion Papers / University of Konstanz, Center for International Labor Economics (CILE)2
Computing in Economics and Finance 2001 / Society for Computational Economics2
Lodz Economics Working Papers / University of Lodz, Faculty of Economics and Sociology2
Center for Economic Research (RECent) / University of Modena and Reggio E., Dept. of Economics "Marco Biagi"2

Recent works citing Peter Winker (2021 and 2020)

YearTitle of citing document
2020Dynamic portfolio selection with sector-specific regularization. (2020). Hafner, Christian ; Wang, Linqi. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020032.

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2021Search for Profits and Business Fluctuations: How Banks Behaviour Explain Cycles?. (2021). Maggioni, Daniela ; Lo Turco, Alessia ; Gaffeo, Edoardo ; Gallegati, Mauro ; Casabianca, Elizabeth ; Ciola, Emanuele. In: Working Papers. RePEc:anc:wpaper:448.

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2021Search for Profits and Business Fluctuations: How Banks Behaviour Explain Cycles?. (2021). Gaffeo, Edoardo ; Gallegati, Mauro ; Ciola, Emanuele. In: Working Papers. RePEc:anc:wpaper:450.

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2020Diversity and Sparsity: A New Perspective on Index Tracking. (2018). Hospedales, Timothy M ; Zheng, YU ; Yang, Yongxin. In: Papers. RePEc:arx:papers:1809.01989.

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2020Company classification using machine learning. (2020). Steinert, Rick ; Shivarova, Antoniya ; Husmann, Sven. In: Papers. RePEc:arx:papers:2004.01496.

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2021Bayesian analysis of seasonally cointegrated VAR model. (2020). Wr, Justyna. In: Papers. RePEc:arx:papers:2012.14820.

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2021Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2021). Lamperti, Francesco ; Vandin, Andrea ; Giachini, Daniele ; Chiaromonte, Francesca. In: Papers. RePEc:arx:papers:2102.05405.

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2021Calibrating an adaptive Farmer-Joshi agent-based model for financial markets. (2021). Jericevich, Ivan ; Gebbie, Tim ; McKechnie, Murray. In: Papers. RePEc:arx:papers:2104.09863.

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2020The Gains from Catch‐up for China and the USA: An Empirical Framework. (2020). Osborn, Denise ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:350-365.

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2020Modeling the Variance of Return Intervals Toward Volatility Prediction. (2020). Blackhurst, Isaac ; Loveland, Jennifer ; Lu, Zudi ; Lian, Guanghua ; Sun, Yan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:4:p:492-519.

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2020Nonlinear interest rate-setting behaviour of German commercial banks. (2020). Martin, Missong ; Ludwig, Heinzelmann. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:28:n:1.

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2020Evaluating interviewer manipulation in the new round of the Generations and Gender Survey. (2020). Emery, Tom ; Paglino, Eugenio. In: Demographic Research. RePEc:dem:demres:v:43:y:2020:i:50.

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2020An Alternative Bootstrap for Proxy Vector Autoregressions. (2020). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1913.

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2021Qualitative versus Quantitative External Information for Proxy Vector Autoregressive Analysis. (2021). Boer, Lukas ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1940.

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2021Comparison of Local Projection Estimators for Proxy Vector Autoregressions. (2021). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1949.

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2020Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion. (2020). Barde, Sylvain. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919301927.

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2020Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality. (2020). Kukacka, Jiri ; Krištoufek, Ladislav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300257.

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2020A comparison of economic agent-based model calibration methods. (2020). Platt, Donovan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300294.

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2020Monetary policy on twitter and asset prices: Evidence from computational text analysis. (2020). Lüdering, Jochen ; Tillmann, Peter ; PeterTillmann, ; Ludering, Jochen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302055.

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2020Cost-benefit analysis of conservation policy: The red palm weevil in Catalonia, Spain. (2020). Savin, Ivan ; Sarto, Victor ; Castillo, Angela Delgado. In: Ecological Economics. RePEc:eee:ecolec:v:167:y:2020:i:c:s0921800918318901.

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2021Local market definition in competition analysis: An application to entry models. (2021). Pennerstorfer, Dieter ; Yontcheva, Biliana. In: Economics Letters. RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304389.

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2020The uniform validity of impulse response inference in autoregressions. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:450-472.

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2020Modeling the emission trading scheme from an agent-based perspective: System dynamics emerging from firms’ coordination among abatement options. (2020). Eichhammer, Wolfgang ; Zhu, Lei ; Fan, Ying ; Yu, Song-Min. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1113-1128.

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2021Voluntary adoption of board risk committees and financial constraints risk. (2021). Buckby, Sherrena ; Nowland, John ; Malik, Muhammad Farhan. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302544.

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2020Sparse portfolio selection via the sorted â„“1-Norm. (2020). Paterlini, Sandra ; Bogdan, Magorzata ; Lee, Sangkyun ; Kremer, Philipp J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:110:y:2020:i:c:s0378426619302614.

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2021A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs. (2021). Walker, Patrick S ; Polak, Pawe ; Paolella, Marc S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000042.

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2020Minsky from the bottom up – Formalising the two-price model of investment in a simple agent-based framework. (2020). Reissl, Severin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:109-142.

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2020Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models. (2020). Grazzini, Jakob ; Delli Gatti, Domenico. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:875-902.

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2020Robust CCMV model with short selling and risk-neutral interest rate. (2020). Najafi, A R ; Salahi, M ; Khodamoradi, T. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:547:y:2020:i:c:s0378437120301710.

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2020Joint Bayesian Inference about Impulse Responses in VAR Models. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Working Papers. RePEc:fip:feddwp:88408.

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2020The Role of the Prior in Estimating VAR Models with Sign Restrictions. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Working Papers. RePEc:fip:feddwp:89121.

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2020Simultaneous Indirect Inference, Impulse Responses and ARMA Models. (2020). Lopez, Beatriz Peraza ; Khalaf, Lynda. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:12-:d:340306.

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2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. (2020). Antonakakis, Nikolaos ; Gabauer, David ; Chatziantoniou, Ioannis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:84-:d:349823.

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2021The Impact of the COVID-19 Pandemic on Consumer and Business Confidence Indicators. (2021). Teresiene, Deimante ; Yue, Xiao-Guang ; Hu, Siyan ; Pu, Ruihui ; Kanapickiene, Rasa ; Liao, Yiyi ; Keliuotyte-Staniuleniene, Greta. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:159-:d:529243.

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2021Assessing the Economic Impact of Lockdowns in Italy: A Computational Input-Output Approach. (2021). Roventini, Andrea ; Reissl, Severin ; Napoletano, Mauro ; Guerini, Mattia ; Ferraresi, Tommaso ; Fagiolo, Giorgio ; Vanni, Fabio ; Lamperti, Francesco ; Caiani, Alessandro ; Ghezzi, Leonardo. In: GREDEG Working Papers. RePEc:gre:wpaper:2021-15.

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2020Sharks and minnows in a shoal of words: Measuring latent ideological positions of German economic research institutes based on text mining techniques. (2020). Fritsche, Ulrich ; DIAF, Sami ; Rockenbach, Ida ; Dopke, Jorg. In: Macroeconomics and Finance Series. RePEc:hep:macppr:202001.

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2020Validation and Calibration of an Agent-Based Model: A Surrogate Approach. (2020). Zhang, Yongchao ; Li, Zhe. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:6946370.

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2020Do Financial Constraints Affect the Composition of Workers in a Firm?. (2020). Bakhtiari, Sasan ; Hourani, Diana ; Breunig, Robert ; Magnani, Elisabetta. In: IZA Discussion Papers. RePEc:iza:izadps:dp12970.

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2020Germany’s Growth Prospects against the Backdrop of Demographic Change. (2020). Elstner, Steffen ; Breuer, Sebastian ; Steffen, Elstner ; Sebastian, Breuer. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:240:y:2020:i:5:p:565-605:n:2.

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2020Impact of Electronic Liquidity Providers Within a High-Frequency Agent-Based Modeling Framework. (2020). Mandes, Alexandru. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09891-1.

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2020Optimization of Backtesting Techniques in Automated High Frequency Trading Systems Using the d-Backtest PS Method. (2020). Bizergianidou, V A ; Kyrgos, Th S ; Schinas, C J ; Th, D ; Karkanis, I P. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:4:d:10.1007_s10614-019-09956-1.

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2021Public guarantees: a countercyclical instrument for SME growth. Evidence from the Spanish Region of Madrid. (2021). Martin-Garcia, Rodrigo ; Santor, Jorge Moran. In: Small Business Economics. RePEc:kap:sbusec:v:56:y:2021:i:1:d:10.1007_s11187-019-00214-0.

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2021Measuring the persistence of high firm growth: choices and consequences. (2021). Erhardt, Eva Christine. In: Small Business Economics. RePEc:kap:sbusec:v:56:y:2021:i:1:d:10.1007_s11187-019-00229-7.

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2020Do financial constraints affect the composition of workers of a firm?. (2020). Hourani, Diana ; Breunig, Robert ; Magnani, Elisabetta ; Bakhtiari, Sasan. In: Australian Journal of Labour Economics (AJLE). RePEc:ozl:journl:v:23:y:2020:i:1:p:79-97.

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2021Predicting innovative firms using web mining and deep learning. (2021). Lenz, David ; Kinne, Jan. In: PLOS ONE. RePEc:plo:pone00:0249071.

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2021Innovation indicators based on firm websites—Which website characteristics predict firm-level innovation activity?. (2021). Breithaupt, Patrick ; Axenbeck, Janna. In: PLOS ONE. RePEc:plo:pone00:0249583.

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2021Advances in the Agent-Based Modeling of Economic and Social Behavior. (2021). Raddant, Matthias ; Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Camacho-Cuena, Eva ; Karimi, Fariba ; Steinbacher, Mitja. In: MPRA Paper. RePEc:pra:mprapa:107317.

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2021Efficient mean-variance portfolio selection by double regularization. (2021). Kone, N'Golo. In: Working Paper. RePEc:qed:wpaper:1453.

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2020.

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2021Herding and capitalization size in the Chinese stock market: a micro-foundation evidence. (2021). Ru, Jing ; Chen, Zhenxi. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-019-01816-z.

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2021What drives TFP long-run dynamics in five large European economies?. (2021). Travaglini, Giuseppe ; Sanchez, Edgar J ; Bellocchi, Alessandro. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:38:y:2021:i:2:d:10.1007_s40888-021-00215-x.

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2020An agent-based early warning indicator for financial market instability. (2020). Vidal-Tomás, David ; Alfarano, Simone ; Vidal-Tomas, David. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00272-3.

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2020A sparse chance constrained portfolio selection model with multiple constraints. (2020). Lisser, Abdel ; Peng, Shen ; Chen, Zhiping. In: Journal of Global Optimization. RePEc:spr:jglopt:v:77:y:2020:i:4:d:10.1007_s10898-020-00901-3.

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2021Heterogeneous expectations, forecasting behaviour and policy experiments in a hybrid Agent-based Stock-flow-consistent model. (2021). Reissl, Severin. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:1:d:10.1007_s00191-020-00683-7.

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2021Advances in the agent-based modeling of economic and social behavior. (2021). Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Cuena, Eva Camacho ; Karimi, Fariba ; Raddant, Matthias ; Steinbacher, Mitja. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00103-3.

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2020Multiple mediation analysis for interval-valued data. (2020). Pascali, Eduardo ; Avanzi, Lorenzo ; Lombardi, Luigi ; Calcagni, Antonio . In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:1:d:10.1007_s00362-017-0940-6.

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2021The effect of regularization in portfolio selection problems. (2021). Cifuentes, Arturo ; del Canto, Felipe ; Pagnoncelli, Bernardo K. In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:topjnl:v:29:y:2021:i:1:d:10.1007_s11750-020-00578-7.

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2020Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2020). Lamperti, Francesco ; Giachini, Daniele ; Vandin, Andrea ; Chiaromonte, Francesca. In: LEM Papers Series. RePEc:ssa:lemwps:2020/31.

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2021Assessing the economic effects of lockdowns in Italy: a dynamic Input-Output approach. (2021). Napoletano, Mauro ; Reissl, Severin ; Roventini, Andrea ; Ghezzi, Leonardo ; Ferraresi, Tommaso ; Fagiolo, Giorgio ; Vanni, Fabio ; Guerini, Mattia ; Lamperti, Francesco ; Caiani, Alessandro. In: LEM Papers Series. RePEc:ssa:lemwps:2021/03.

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2020Loss aversion in an agent-based asset pricing model. (2020). Jennings, Nicholas R ; Polukarov, Maria ; Pruna, Radu T. In: Quantitative Finance. RePEc:taf:quantf:v:20:y:2020:i:2:p:275-290.

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2020An Alternative Bootstrap for Proxy Vector Autoregressions. (2020). Luetkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2020-06.

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2021Comparison of Local Projection Estimators for Proxy Vector Autoregressions. (2021). Luetkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2021-04.

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2020Managing innovation activity factors in Russian regions through econometric modeling. (2020). Simonova, Viktoria L ; Nagieva, Karina M ; Mariev, Oleg S. In: Upravlenets. RePEc:url:upravl:v:11:y:2020:i:1:p:57-69.

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2020Räumliche Aspekte der Studierendenmobilität: Stand der Forschung, eigene regionalstatistische Untersuchungen und die These vom Bologna-Drain und möglichen Auswirkungen auf eine nachhaltige Hochschu. (2020). Diller, Christian ; Gareis, Philipp. In: Forschungsberichte der ARL: Aufsätze. RePEc:zbw:arlfba:215528.

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2020Hochschulen und ihr Beitrag für eine nachhaltige Regionalentwicklung. (2020). . In: Forschungsberichte der ARL. RePEc:zbw:arlfob:11.

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2020Joint Bayesian inference about impulse responses in VAR models. (2020). Kilian, Lutz ; Inoue, Atsushi. In: CFS Working Paper Series. RePEc:zbw:cfswop:650.

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2021Tracing the evolution of service robotics: Insights from a topic modeling approach. (2021). Konop, Chris ; Savin, Ivan ; Ott, Ingrid. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2180.

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2020Sharks and minnows in a shoal of words: Measuring latent ideological positions of German economic research institutes based on text mining techniques. (2020). DIAF, Sami ; Dopke, Jorg ; Rockenbach, Ida ; Fritsche, Ulrich. In: Working Papers. RePEc:zbw:pp1859:24.

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2020Sparse portfolio selection via the sorted â„“1-Norm. (2020). Paterlini, Sandra ; Bogdan, Magorzata ; Lee, Sangkyun ; Kremer, Philipp J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:110:y:2020:i:c:s0378426619302614.

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Peter Winker is editor of

Journal
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)

Peter Winker has edited the books:

YearTitleTypeCited

Works by Peter Winker:

YearTitleTypeCited
2017A Monetary Stress Indicator for the Economic Community of West African States In: Journal of African Development.
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2018Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions In: Lodz Economics Working Papers.
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2018Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions.(2018) In: MAGKS Papers on Economics.
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2020Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions.(2020) In: AStA Advances in Statistical Analysis.
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2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review In: Lodz Economics Working Papers.
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2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review.(2018) In: Discussion Papers of DIW Berlin.
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2020Constructing joint confidence bands for impulse response functions of VAR models – A review.(2020) In: Econometrics and Statistics.
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2000Efficient Labour Contracts: Impediments and How to Circumvent Them In: LABOUR.
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2015Confidence Bands for Impulse Responses: Bonferroni vs. Wald In: Oxford Bulletin of Economics and Statistics.
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2017Generating prediction bands for path forecasts from SETAR models In: Studies in Nonlinear Dynamics & Econometrics.
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2014Confidence Bands for Impulse Responses: Bonferroni versus Wald In: CESifo Working Paper Series.
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2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: Discussion Papers of DIW Berlin.
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2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: SFB 649 Discussion Papers.
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2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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2006Berechnung der BIP-Elastizitäten öffentlicher Ausgaben und Einnahmen zu Prognosezwecken und Diskussion ihrer Volatilität : Studie im Auftrag des Bundesministeriums der Finanzen In: ifo Forschungsberichte.
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2007An Objective Function for Simulation Based Inference on Exchange Rate Data In: Swiss Finance Institute Research Paper Series.
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2006An Objective Function for Simulation Based Inference on Exchange Rate Data.(2006) In: Computing in Economics and Finance 2006.
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2007An objective function for simulation based inference on exchange rate data.(2007) In: Journal of Economic Interaction and Coordination.
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2008A review of heuristic optimization methods in econometrics In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper16
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