1
H index
0
i10 index
10
Citations
Norges Handelshøyskole (NHH) (50% share) | 1 H index 0 i10 index 10 Citations RESEARCH PRODUCTION: 4 Articles 1 Papers RESEARCH ACTIVITY: 8 years (2014 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pdr167 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Geir Drage Drage Berentsen. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis N ; Bampinas, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001031. Full description at Econpapers || Download paper |
2023 | Local Gaussian Cross-Spectrum Analysis. (2023). Tjostheim, Dag ; Jordanger, Lars Arne. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:2:p:12-:d:1129548. Full description at Econpapers || Download paper |
2023 | Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis ; Bampinas, Georgios. In: Post-Print. RePEc:hal:journl:hal-04164277. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian Correlations In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations.(2022) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2022 | Modelling clusters of corporate defaults: Regime?switching models significantly reduce the contagion source In: Journal of the Royal Statistical Society Series C. [Full Text][Citation analysis] | article | 0 |
2017 | Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
2014 | Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation In: Journal of Statistical Software. [Full Text][Citation analysis] | article | 9 |
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