Gerardo Hernández-del-Valle : Citation Profile


Are you Gerardo Hernández-del-Valle?

Centro de Estudios Monetarios Latinoamericanos (CEMLA)

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Citations

RESEARCH PRODUCTION:

1

Articles

10

Papers

RESEARCH ACTIVITY:

   14 years (2009 - 2023). See details.
   Cites by year: 0
   Journals where Gerardo Hernández-del-Valle has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 1 (16.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe789
   Updated: 2024-01-16    RAS profile: 2023-12-07    
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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 Gerardo Hernández-del-Valle.

Is cited by:

Yoon, Seong-Min (1)

Bozma, Gurkan (1)

Baek, Jungho (1)

Cites to:

O'Rourke, Kevin (4)

Bollerslev, Tim (4)

Jacks, David (4)

Campbell, John (4)

Kilian, Lutz (3)

Engle, Robert (3)

Brière, Marie (3)

Rudebusch, Glenn (2)

Signori, Ombretta (2)

Shiller, Robert (2)

Christensen, Jens (2)

Main data


Where Gerardo Hernández-del-Valle has published?


Working Papers Series with more than one paper published# docs
Working Papers / Banco de México6
CEMLA Working Paper Series / CEMLA2

Recent works citing Gerardo Hernández-del-Valle (2024 and 2023)


YearTitle of citing document

Works by Gerardo Hernández-del-Valle:


YearTitleTypeCited
2009Optimal execution of Portfolio transactions with geometric price process In: Papers.
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2014On a new class of barrier options In: Working Papers.
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2014Valuation of credit default swaps via Bessel bridges In: Working Papers.
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2015On the pricing of defaultable bonds and Hitting times of Ito processes In: Working Papers.
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2016A Functional Approach to Test Trending Volatility In: Working Papers.
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2018Do heterogeneous countries respond differently to oil price shocks? In: Working Papers.
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2023The Stock Market Effects of Committing and Setting GHG Targets: Evidence from the Science-Based Initiative In: Working Papers.
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2018A Hybrid Metaheuristic for the Efficient Solution of GARCH with Trend Models In: Computational Economics.
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2016Inflation expectations derived from a portfolio model In: MPRA Paper.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team