2
H index
2
i10 index
183
Citations
Bilkent Üniversitesi | 2 H index 2 i10 index 183 Citations RESEARCH PRODUCTION: 2 Articles 3 Papers RESEARCH ACTIVITY: 12 years (2009 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppa592 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Cavit Pakel. | Is cited by: | Cites to: |
Year | Title of citing document |
---|---|
2023 | Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831. Full description at Econpapers || Download paper |
2023 | Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices. (2023). Zhao, Zhao ; de Nard, Gianluca. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:23-35. Full description at Econpapers || Download paper |
2023 | Multivariate models of commodity futures markets: a dynamic copula approach. (2023). Zhang, Yu Yvette ; Wang, Qiaoyu ; Li, QI ; Chen, Sihong. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02373-2. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2019 | Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
2009 | Nuisance parameters, composite likelihoods and a panel of GARCH models In: Economics Papers. [Full Text][Citation analysis] | paper | 16 |
2009 | Nuisance parameters, composite likelihoods and a panel of GARCH models.(2009) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2009 | Nuisance parameters, composite likelihoods and a panel of GARCH models.(2009) In: OFRC Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2021 | Fitting Vast Dimensional Time-Varying Covariance Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 166 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team