Audrone Virbickaite : Citation Profile


Are you Audrone Virbickaite?

Universitat de les Illes Balears

2

H index

1

i10 index

25

Citations

RESEARCH PRODUCTION:

3

Articles

1

Papers

RESEARCH ACTIVITY:

   4 years (2015 - 2019). See details.
   Cites by year: 6
   Journals where Audrone Virbickaite has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 2 (7.41 %)

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   Permalink: http://citec.repec.org/pvi438
   Updated: 2024-01-16    RAS profile: 2023-05-07    
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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 Audrone Virbickaite.

Is cited by:

Maheu, John (3)

Jin, Xin (2)

Billio, Monica (2)

Trede, Mark (1)

Foos, Daniel (1)

Wilfling, Bernd (1)

Steel, Mark (1)

Cai, Yuzhi (1)

Griffin, Jim (1)

Ravazzolo, Francesco (1)

Pliszka, Kamil (1)

Cites to:

Engle, Robert (12)

Bollerslev, Tim (11)

Bauwens, Luc (10)

Galeano, Pedro (9)

Laurent, Sébastien (6)

Maheu, John (6)

Shephard, Neil (5)

Jensen, Mark (5)

Vrontos, Ioannis (5)

Sentana, Enrique (5)

Mencia, Javier (4)

Main data


Where Audrone Virbickaite has published?


Recent works citing Audrone Virbickaite (2024 and 2023)


YearTitle of citing document
2023The Bayesian Context Trees State Space Model for time series modelling and forecasting. (2023). Kontoyiannis, Ioannis ; Papageorgiou, Ioannis. In: Papers. RePEc:arx:papers:2308.00913.

Full description at Econpapers || Download paper

2023Variational Inference for GARCH-family Models. (2023). Iosifidis, Alexandros ; Magris, Martin. In: Papers. RePEc:arx:papers:2310.03435.

Full description at Econpapers || Download paper

2023Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2023). Virbickait, Audron ; Nguyen, Hoang. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002360.

Full description at Econpapers || Download paper

Works by Audrone Virbickaite:


YearTitleTypeCited
2015BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article15
2016A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article7
2018Particle Learning for Bayesian Semi-Parametric Stochastic Volatility Model In: DEA Working Papers.
[Full Text][Citation analysis]
paper2
2019Bayesian semiparametric Markov switching stochastic volatility model In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]
article1

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