Katerina Tsakou : Citation Profile

Are you Katerina Tsakou?

Swansea University

2

H index

2

i10 index

48

Citations

RESEARCH PRODUCTION:

2

Articles

1

Papers

RESEARCH ACTIVITY:

   2 years (2016 - 2018). See details.
   Cites by year: 24
   Journals where Katerina Tsakou has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts173
   Updated: 2024-01-16    RAS profile: 2019-03-06    
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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 Katerina Tsakou.

Is cited by:

Wohar, Mark (2)

GUPTA, RANGAN (2)

Demirer, Riza (2)

Będowska-Sójka, Barbara (1)

Siriopoulos, Costas (1)

Lyócsa, Štefan (1)

Angelopoulos, Jason (1)

Wallace, Stein (1)

Basistha, Arabinda (1)

Skintzi, Vasiliki (1)

Li, jianping (1)

Cites to:

Tsouknidis, Dimitris (5)

Nguyen, Duc Khuong (4)

Hammoudeh, Shawkat (4)

Bollerslev, Tim (4)

Engle, Robert (3)

Chkili, Walid (3)

Kavussanos, Manolis (3)

Kilian, Lutz (3)

Jagannathan, Ravi (2)

Poon, Ser-Huang (2)

Alizadeh, Amir (2)

Main data

Where Katerina Tsakou has published?

Recent works citing Katerina Tsakou (2024 and 2023)

YearTitle of citing document
2023Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?. (2023). Zhao, Ran ; Zhang, Zehua ; Li, Chenxing. In: MPRA Paper. RePEc:pra:mprapa:118459.

Full description at Econpapers || Download paper

Works by Katerina Tsakou:

YearTitleTypeCited
2018Volatility forecasting across tanker freight rates: The role of oil price shocks In: Transportation Research Part E: Logistics and Transportation Review.
[Full Text][Citation analysis]		article20
2018Volatility forecasting across tanker freight rates: the role of oil price shocks.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2016Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models In: Journal of Futures Markets.
[Full Text][Citation analysis]		article28

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