Thomas O. Zoerner : Citation Profile


Are you Thomas O. Zoerner?

WU Wirtschaftsuniversität Wien (99% share)
Paris-Lodron Universität Salzburg (1% share)

2

H index

1

i10 index

16

Citations

RESEARCH PRODUCTION:

4

Articles

10

Papers

RESEARCH ACTIVITY:

   3 years (2017 - 2020). See details.
   Cites by year: 5
   Journals where Thomas O. Zoerner has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 3 (15.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzo79
   Updated: 2021-01-16    RAS profile: 2020-12-07    
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Relations with other researchers


Works with:

Huber, Florian (7)

Böck, Maximilian (4)

Kubin, Ingrid (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas O. Zoerner.

Is cited by:

Rossini, Luca (4)

Pfarrhofer, Michael (2)

Vravosinos, Orestis (2)

Ravazzolo, Francesco (2)

Panagiotidis, Theodore (2)

Huber, Florian (2)

Stengos, Thanasis (2)

Dávila-Fernández, Marwil (2)

GUPTA, RANGAN (1)

Sordi, Serena (1)

Grassi, Stefano (1)

Cites to:

Huber, Florian (16)

Clark, Todd (14)

Koop, Gary (7)

Korobilis, Dimitris (6)

Strachan, Rodney (6)

Marcellino, Massimiliano (6)

Kastner, Gregor (6)

Feldkircher, Martin (5)

Geweke, John (5)

Gambetti, Luca (5)

Sims, Christopher (5)

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 Business4
Department of Economics Working Papers / Vienna University of Economics and Business, Department of Economics3
Papers / arXiv.org2

Recent works citing Thomas O. Zoerner (2021 and 2020)


YearTitle of citing document
2020Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Koki, Constandina ; Piliouras, Georgios. In: Papers. RePEc:arx:papers:2011.03741.

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2020Sparse 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.

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2020On 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.

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2020Predicting 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.

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2020A 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.

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2020A 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.

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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:


YearTitleTypeCited
2018Predicting crypto-currencies using sparse non-Gaussian state space models In: Papers.
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2018Predicting crypto‐currencies using sparse non‐Gaussian state space models.(2018) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 12
article
2019Stochastic model specification in Markov switching vector error correction models In: Papers.
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paper1
2018Stochastic model specification in Markov switching vector error correction models.(2018) In: Working Papers in Economics.
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This paper has another version. Agregated cites: 1
paper
2020The heterogeneous impact of monetary policy on the US labor market In: Journal of Economic Dynamics and Control.
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2019Threshold cointegration in international exchange rates:A Bayesian approach In: International Journal of Forecasting.
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article2
2019A credit cycle model with market sentiments In: Structural Change and Economic Dynamics.
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article0
2017Threshold cointegration and adaptive shrinkage In: Department of Economics Working Papers.
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2017Threshold cointegration and adaptive shrinkage.(2017) In: Department of Economics Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2017Human Capital in a Credit Cycle Model In: Department of Economics Working Papers.
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2017Human Capital in a Credit Cycle Model.(2017) In: Department of Economics Working Paper Series.
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This paper has another version. Agregated cites: 0
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2019The Impact of Credit Market Sentiment Shocks - A TVAR Approach In: Department of Economics Working Papers.
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paper1
2019The Impact of Credit Market Sentiment Shocks - A TVAR Approach.(2019) In: Department of Economics Working Paper Series.
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This paper has another version. Agregated cites: 1
paper
2019Of clerks & cleaners: the heterogeneous impact of monetary policy on the US labor market In: Department of Economics Working Paper Series.
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paper0

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