Citation profile for Paolo Foschi

Paolo Foschi : Citation Profile

Alma Mater Studiorum - Università di Bologna

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   11 years (2000 - 2011). See details.
   Cites by year: 4
   Journals where Paolo Foschi has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 5 (9.43 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfo62
   Updated: 2024-01-16    RAS profile: 2023-03-16
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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 Paolo Foschi.

Is cited by:

Kontoghiorghes, Erricos (7)

Pascucci, Andrea (4)

Vargiolu, Tiziano (3)

Fachin, Stefano (2)

Di Iorio, Francesca (2)

Orbe, Susan (1)

Ferreira, Eva (1)

Coakley, Jerry (1)

Triantafyllopoulos, Kostas (1)

Winker, Peter (1)

Calzolari, Giorgio (1)

Cites to:

Kontoghiorghes, Erricos (26)

Pascucci, Andrea (6)

Baltagi, Badi (4)

Rogers, Leonard (3)

Belsley, David (3)

Magnus, Jan (2)

Woodland, Alan (2)

Karlsson, Sune (2)

Chernov, Mikhail (2)

Galbraith, John (1)

Ghysels, Eric (1)

Main data

Where Paolo Foschi has published?

Journals with more than one article published	# docs
Computational Statistics & Data Analysis	4
Computational Economics	2

Working Papers Series with more than one paper published	# docs
MPRA Paper / University Library of Munich, Germany	3

Recent works citing Paolo Foschi (2024 and 2023)

Year	Title of citing document
2023	From elephant to goldfish (and back): memory in stochastic Volterra processes. (2023). Pages, Gilles ; Grasselli, Martino ; Callegaro, Giorgia ; Bonesini, Ofelia. In: Papers. RePEc:arx:papers:2306.02708. Full description at Econpapers \|\| Download paper
2023	On the Guyon-Lekeufack Volatility Model. (2023). Valdevenito, Andr'Es Riveros ; Nutz, Marcel. In: Papers. RePEc:arx:papers:2307.01319. Full description at Econpapers \|\| Download paper

Works by Paolo Foschi:

Year	Title	Type	Cited
2011	Black-Scholes formulae for Asian options in local volatility models In: Quaderni di Dipartimento. [Full Text][Citation analysis]	paper	6
2002	Seemingly unrelated regression model with unequal size observations: computational aspects In: Computational Statistics & Data Analysis. [Full Text][Citation analysis]	article	6
2003	A comparative study of algorithms for solving seemingly unrelated regressions models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis]	article	11
2009	Calibration of a path-dependent volatility model: Empirical tests In: Computational Statistics & Data Analysis. [Full Text][Citation analysis]	article	1
2010	3rd Special issue on matrix computations and statistics In: Computational Statistics & Data Analysis. [Full Text][Citation analysis]	article	0
2003	Estimating seemingly unrelated regression models with vector autoregressive disturbances In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis]	article	2
2003	Estimation of VAR Models Computational Aspects In: Computational Economics. [Full Text][Citation analysis]	article	6
2003	Estimation of VAR Models: Computational Aspects.(2003) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6	article
2006	Estimating regressions and seemingly unrelated regressions with error component disturbances In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2008	Parametrix approximations for non constant coefficient parabolic PDEs In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2006	Path dependent volatility In: MPRA Paper. [Full Text][Citation analysis]	paper	11
2008	Path dependent volatility.(2008) In: Decisions in Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11	article
2000	NUMERICAL SOLUTION OF SURE MODELS DERIVING FROM VAR(P) PROCESSES In: Computing in Economics and Finance 2000. [Citation analysis]	paper	0
2001	A recursive algorithm for solving SUR models In: Computing in Economics and Finance 2001. [Citation analysis]	paper	0
2002	Conjugate Gradient methods for solving sparse Simultaneous Equations Models. In: Computing in Economics and Finance 2002. [Citation analysis]	paper	0
2006	Non-constant volatility models a comparison In: Computing in Economics and Finance 2006. [Citation analysis]	paper	0
2005	Calibration of the Hobson&Rogers model: empirical tests In: Finance. [Full Text][Citation analysis]	paper	5