Citation profile for Prateek Sharma

Prateek Sharma : Citation Profile

Indian Institute of Management Udaipur (IIMU)

H index

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Citations

RESEARCH PRODUCTION:

Articles

RESEARCH ACTIVITY:

   2 years (2015 - 2017). See details.
   Cites by year: 19
   Journals where Prateek Sharma has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 1 (2.5 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh558
   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 Prateek Sharma.

Is cited by:

Lee, Chien-Chiang (2)

Salisu, Afees (2)

GUPTA, RANGAN (2)

Ogbonna, Ahamuefula (2)

Walther, Thomas (1)

Zhang, Yaojie (1)

tissaoui, KAIS (1)

Gil-Alana, Luis (1)

Elbannan, Mona (1)

Kurihara, Yutaka (1)

Caporale, Guglielmo Maria (1)

Cites to:

Bollerslev, Tim (17)

Andersen, Torben (14)

Shephard, Neil (14)

Diebold, Francis (12)

Hansen, Peter (11)

Lunde, Asger (10)

VORTELINOS, DIMITRIOS (5)

Kirby, Chris (4)

Patton, Andrew (3)

Koopman, Siem Jan (3)

Engle, Robert (3)

Main data

Where Prateek Sharma has published?

Journals with more than one article published	# docs
Research in International Business and Finance	2
Studies in Economics and Finance	2

Recent works citing Prateek Sharma (2024 and 2023)

Year	Title of citing document
2023	The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423. Full description at Econpapers \|\| Download paper
2023	Does climate policy uncertainty affect Chinese stock market volatility?. (2023). Weng, Chen ; Zhang, LI ; Chen, Zhonglu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:369-381. Full description at Econpapers \|\| Download paper
2023	Does the tail risk index matter in forecasting downside risk?. (2023). Yang, Jimmy J ; Liu, Hungchun ; Hung, Juicheng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3451-3466. Full description at Econpapers \|\| Download paper

Works by Prateek Sharma:

Year	Title	Type	Cited
2015	Forecasting gains of robust realized variance estimators: evidence from European stock markets In: Economics Bulletin. [Full Text][Citation analysis]	article	0
2016	Forecasting stock market volatility using Realized GARCH model: International evidence In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis]	article	21
2015	Performance of risk-based portfolios under different market conditions: Evidence from India In: Research in International Business and Finance. [Full Text][Citation analysis]	article	1
2017	Long-term persistence in corporate capital structure: Evidence from India In: Research in International Business and Finance. [Full Text][Citation analysis]	article	2
2017	Improved VaR forecasts using extreme value theory with the Realized GARCH model In: Studies in Economics and Finance. [Full Text][Citation analysis]	article	2
2015	Forecasting stock index volatility with GARCH models: international evidence In: Studies in Economics and Finance. [Full Text][Citation analysis]	article	5
2015	Does Liquidity Determine Capital Structure? Evidence from India In: Global Business Review. [Full Text][Citation analysis]	article	4
2016	Economic benefits of using realized covariance forecasts in risk-based portfolios In: Applied Economics. [Full Text][Citation analysis]	article	4