4
H index
4
i10 index
447
Citations
| 4 H index 4 i10 index 447 Citations RESEARCH PRODUCTION: 4 Articles 1 Papers RESEARCH ACTIVITY: 10 years (1989 - 1999). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pin95 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Carla H. Inclan. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | “Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series”. (2023). Sansó, Andreu ; Carrion, Josep Lluis. In: AQR Working Papers. RePEc:aqr:wpaper:202305. Full description at Econpapers || Download paper |
2023 | Applications of Long-Memory and Structure Breaks for Carbon Indexes. (2023). Chen, Jo-Hui ; van Trang, Do Thi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-64. Full description at Econpapers || Download paper |
2023 | Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Nichols, Brian ; Jaffri, Ali ; Butt, Hassan Anjum ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001679. Full description at Econpapers || Download paper |
2023 | Measuring the varying relationships between sustainable development and oil booms in different contexts: An empirical study. (2023). Skare, Marinko ; Gou, Xunjie ; Qin, Yong ; Xu, Zeshui ; Qian, YU. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006190. Full description at Econpapers || Download paper |
2023 | Asymptotic properties of semiparametric M-estimators with multiple change points. (2023). Ferfache, Anouar Abdeldjaoued ; Bouzebda, Salim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122009219. Full description at Econpapers || Download paper |
2023 | Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983. Full description at Econpapers || Download paper |
2023 | Risks in Major Cryptocurrency Markets: Modeling the Dual Long Memory Property and Structural Breaks. (2023). Yoon, Seong-Min ; Mensi, Walid ; Jiang, Zhuhua. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2193-:d:1045871. Full description at Econpapers || Download paper |
2023 | Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series.. (2023). Sansó, Andreu ; Carrion, Josep Lluis. In: IREA Working Papers. RePEc:ira:wpaper:202309. Full description at Econpapers || Download paper |
2023 | Effect of Index Concentration on Index Volatility and Performance. (2023). Sharma, Anil Kumar ; Pandey, Amit. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09389-1. Full description at Econpapers || Download paper |
2023 | Volatility linkages and value gains from diversifying with Islamic assets. (2023). Jahromi, Maria ; Akhtar, Shumi ; John, Kose. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:8:d:10.1057_s41267-023-00641-y. Full description at Econpapers || Download paper |
2023 | Impact of sustainability performance & reporting on a firm’s reputation. (2023). Singh, Jagvinder ; Garg, Naval ; Sehgal, Varsha. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:14:y:2023:i:1:d:10.1007_s13198-022-01782-3. Full description at Econpapers || Download paper |
2023 | Impact of sustainability reporting and performance on organization legitimacy. (2023). Singh, Jagvinder ; Garg, Naval ; Sehgal, Varsha. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:14:y:2023:i:1:d:10.1007_s13198-022-01830-y. Full description at Econpapers || Download paper |
2023 | The nexus of United Nations 2030 Agenda and corporate sustainability reports. (2023). Nikolaou, Ioannis E ; Tsagarakis, Konstantinos P ; Koulouriotis, Dimitrios ; Terzaki, Maria ; Tsalis, Thomas A. In: Sustainable Development. RePEc:wly:sustdv:v:31:y:2023:i:2:p:784-796. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1989 | AUTOREGRESSIVE MODELS WITH SUDDEN VARIANCE CHANGES AT UNKNOWN POINTS. In: UFAE and IAE Working Papers. [Citation analysis] | paper | 0 |
1993 | Detection of Multiple Changes of Variance Using Posterior Odds. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 22 |
1999 | Volatility in Emerging Stock Markets In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 347 |
1996 | Corporate environmental disclosures: Competitive disclosure hypothesis using 1991 annual report data In: The International Journal of Accounting. [Full Text][Citation analysis] | article | 40 |
1996 | Detecting volatility changes across the oil sector In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 38 |
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