3
H index
2
i10 index
182
Citations
International Monetary Fund (IMF) | 3 H index 2 i10 index 182 Citations RESEARCH PRODUCTION: 6 Articles 7 Papers 1 Chapters RESEARCH ACTIVITY: 15 years (2008 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pno257 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Diaa Noureldin. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
---|---|
IMF Working Papers / International Monetary Fund | 2 |
Economics Series Working Papers / University of Oxford, Department of Economics | 2 |
Year | Title of citing document |
---|---|
2023 | Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices. (2023). Barigozzi, Matteo ; Dzuverovic, Emilija. In: Papers. RePEc:arx:papers:2305.08488. Full description at Econpapers || Download paper |
2023 | Civil Conflicts and Exchange Rate Misalignment: Evidence from MENA and Arab League Members. (2023). Lemaire, Thibault ; Thibault, Lemaire. In: Review of Middle East Economics and Finance. RePEc:bpj:rmeecf:v:19:y:2023:i:2:p:101-130:n:3. Full description at Econpapers || Download paper |
2023 | The contribution of realized covariance models to the economic value of volatility timing. (2023). Bauwens, Luc ; Xu, Yongdeng. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2023018. Full description at Econpapers || Download paper |
2023 | Modeling realized covariance measures with heterogeneous liquidity: A generalized matrix-variate Wishart state-space model. (2023). Hartkopf, Jan Patrick ; Gribisch, Bastian. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:43-64. Full description at Econpapers || Download paper |
2023 | Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures. (2023). Reh, Laura ; Hartkopf, Jan Patrick. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005019. Full description at Econpapers || Download paper |
2023 | Forecasting extreme financial risk: A score-driven approach. (2023). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:720-735. Full description at Econpapers || Download paper |
2023 | Time-varying variance and skewness in realized volatility measures. (2023). Lucas, Andre ; Opschoor, Anne. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:827-840. Full description at Econpapers || Download paper |
2023 | DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations. (2023). Bauwens, Luc ; Xu, Yongdeng. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:938-955. Full description at Econpapers || Download paper |
2023 | Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302. Full description at Econpapers || Download paper |
2023 | A method for predicting VaR by aggregating generalized distributions driven by the dynamic conditional score. (2023). Li, Handong ; Song, Shijia. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:203-214. Full description at Econpapers || Download paper |
2023 | Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum. (2023). Chevallier, Julien ; Sanhaji, Bilel. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:3:p:19-:d:1214066. Full description at Econpapers || Download paper |
2023 | Explicit minimal representation of variance matrices, and its implication for dynamic volatility models. (2023). Abadir, Karim M. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:1:p:88-104.. Full description at Econpapers || Download paper |
2023 | Tail Heterogeneity for Dynamic Covariance-Matrix-Valued Random Variables: the F-Riesz Distribution. (2021). Lucas, Andr E ; Blasques, Francisco ; Rossini, Luca ; Opschoor, Anne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210010. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2018 | Much Ado about the Egyptian Pound: Exchange Rate Misalignment and the Path Towards Equilibrium In: Review of Middle East Economics and Finance. [Full Text][Citation analysis] | article | 4 |
2014 | Multivariate rotated ARCH models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 39 |
2012 | Multivariate Rotated ARCH Models.(2012) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2012 | Multivariate Rotated ARCH models.(2012) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2022 | The impact of the exchange rate regime on the dispersion of the price-change distribution: Evidence from a large panel of countries In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2020 | Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
2008 | Optimal Asset Allocation and Consumption Rules for Commodity-Based Sovereign Wealth Funds.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2022 | Transitioning to a Greener Labor Market: Cross-Country Evidence from Microdata In: IMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | How We Missed the Inflation Surge: An Anatomy of Post-2020 Inflation Forecast Errors In: IMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Multivariate High-Frequency-Based Volatility (HEAVY) Models In: Economics Papers. [Full Text][Citation analysis] | paper | 139 |
2011 | Multivariate High-Frequency-Based Volatility (HEAVY) Models.(2011) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 139 | paper | |
2012 | Multivariate high?frequency?based volatility (HEAVY) models.(2012) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 139 | article | |
2022 | Volatility Prediction Using a Realized-Measure-Based Component Model* In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
2014 | Time-varying Dependence in the Term Structure of Interest Rates: A Copula-based Approach In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team