Lucius Cassim : Citation Profile


Are you Lucius Cassim?

University of Malawi

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H index

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i10 index

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Citations

RESEARCH PRODUCTION:

5

Papers

RESEARCH ACTIVITY:

   2 years (2018 - 2020). See details.
   Cites by year: 0
   Journals where Lucius Cassim has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca1336
   Updated: 2024-11-06    RAS profile: 2020-10-28    
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Relations with other researchers


Works with:

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

Is cited by:

Kim Karlsson, Hyunjoo (1)

Cites to:

Engle, Robert (10)

Bollerslev, Tim (9)

Sentana, Enrique (6)

gourieroux, christian (6)

Jagannathan, Ravi (6)

Monfort, Alain (6)

Trognon, Alain (6)

Hansen, Bruce (4)

Gregory, Allan (3)

Gonzalez-Rivera, Gloria (3)

Phillips, Peter (3)

Main data


Where Lucius Cassim has published?


Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4

Recent works citing Lucius Cassim (2024 and 2023)


YearTitle of citing document
2023Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression. (2023). Karlsson, Hyunjoo Kim ; Li, Yushu. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10266-2.

Full description at Econpapers || Download paper

Works by Lucius Cassim:


YearTitleTypeCited
2020Combining Financial-Literacy Training and Text-Message Reminders to Influence Mobile-Money Use and Financial Behavior among Members of Village Savings and Loan Associations:Experimental Evidence from In: Working Papers PIERI.
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2020A Residual-based Test For Multicointegration In Models With Structural Breaks And Threshold Adjustment To Steady State In: MPRA Paper.
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2018A semi-parametric GARCH (1, 1) estimator under serially dependent innovations In: MPRA Paper.
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2018Modelling asymmetric conditional heteroskedasticity in financial asset returns: an extension of Nelson’s EGARCH model In: MPRA Paper.
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2018Non-parametric Estimation of GARCH (2, 2) Volatility model: A new Algorithm In: MPRA Paper.
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