2
H index
1
i10 index
16
Citations
Thomas O. Zoerner : Citation Profile
WU Wirtschaftsuniversität Wien (99% share) | RESEARCH PRODUCTION: 4 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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3 years (2017 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas O. Zoerner. | Is cited by:
| Cites to:
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Main data
Where Thomas O. Zoerner has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Department of Economics Working Paper Series / WU Vienna University of Economics and Business | 4 |
| Department of Economics Working Papers / Vienna University of Economics and Business, Department of Economics | 3 |
| Papers / arXiv.org | 2 |
Recent works citing Thomas O. Zoerner (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Koki, Constandina ; Piliouras, Georgios. In: Papers. RePEc:arx:papers:2011.03741. Full description at Econpapers || Download paper |
| 2020 | Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577. Full description at Econpapers || Download paper |
| 2020 | On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin. (2020). Peiris, Shelton ; Chan, Jennifer ; Phillip, Andrew. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:69-90. Full description at Econpapers || Download paper |
| 2020 | Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models. (2020). Huber, Florian ; GUPTA, RANGAN ; Piribauer, Philipp. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918307555. Full description at Econpapers || Download paper |
| 2020 | A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns. (2020). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:33-:d:319970. Full description at Econpapers || Download paper |
| 2020 | A principal component-guided sparse regression approach for the determination of bitcoin returns. (2020). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: Working Papers. RePEc:gue:guelph:2020-01. Full description at Econpapers || Download paper |
| 2020 | (Ir)rational explorers in the financial jungle: modelling Minsky with heterogeneous agents. (2020). Dávila-Fernández, Marwil ; Sordi, Serena ; Cafferata, Alessia ; Davila-Fernandez, Marwil J. In: Department of Economics University of Siena. RePEc:usi:wpaper:819. Full description at Econpapers || Download paper |
Works by Thomas O. Zoerner:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Predicting crypto-currencies using sparse non-Gaussian state space models In: Papers. [Full Text][Citation analysis] | paper | 12 |
| 2018 | Predicting cryptoâ€currencies using sparse nonâ€Gaussian state space models.(2018) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2019 | Stochastic model specification in Markov switching vector error correction models In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Stochastic model specification in Markov switching vector error correction models.(2018) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2020 | The heterogeneous impact of monetary policy on the US labor market In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2019 | Threshold cointegration in international exchange rates:A Bayesian approach In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2019 | A credit cycle model with market sentiments In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Threshold cointegration and adaptive shrinkage In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Threshold cointegration and adaptive shrinkage.(2017) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Human Capital in a Credit Cycle Model In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Human Capital in a Credit Cycle Model.(2017) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | The Impact of Credit Market Sentiment Shocks - A TVAR Approach In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | The Impact of Credit Market Sentiment Shocks - A TVAR Approach.(2019) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | Of clerks & cleaners: the heterogeneous impact of monetary policy on the US labor market In: Department of Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team