Clive Bowsher : Citation Profile

Oxford University
Oxford University
Oxford University

4

H index

4

i10 index

663

Citations

RESEARCH PRODUCTION:

7

Articles

12

Papers

RESEARCH ACTIVITY:

   15 years (2001 - 2016). See details.
   Cites by year: 44
   Journals where Clive Bowsher has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 8 (1.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo121
   Updated: 2025-05-17    RAS profile: 2023-05-05    
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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 Clive Bowsher.

Is cited by:

Dreher, Axel (13)

Jalles, Joao (11)

Hautsch, Nikolaus (10)

Mitze, Timo (9)

Bonfiglioli, Alessandra (8)

Clements, Adam (7)

Dobbelaere, Sabien (7)

Cho, Seo-Young (7)

Afonso, Antonio (7)

Neumayer, Eric (7)

Law, Siong Hook (6)

Cites to:

Engle, Robert (7)

Campbell, John (5)

Shiller, Robert (5)

Hansen, Lars (4)

Arellano, Manuel (4)

Diebold, Francis (4)

Imbens, Guido (3)

Piazzesi, Monika (3)

Hautsch, Nikolaus (3)

Ang, Andrew (2)

Bekaert, Geert (2)

Main data

Where Clive Bowsher has published?

Journals with more than one article published# docs
Economics Letters2
PLOS Computational Biology2

Working Papers Series with more than one paper published# docs
OFRC Working Papers Series / Oxford Financial Research Centre3
Working Papers / Federal Reserve Bank of Dallas2

Recent works citing Clive Bowsher (2025 and 2024)

YearTitle of citing document
2024Application of Hawkes volatility in the observation of filtered high-frequency price process in tick structures. (2024). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2207.05939.

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2024Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility. (2024). Xu, Wei ; Horst, Ulrich ; Zhang, Rouyi. In: Papers. RePEc:arx:papers:2312.08784.

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2024Functional Limit Theorems for Hawkes Processes. (2024). Xu, Wei ; Horst, Ulrich. In: Papers. RePEc:arx:papers:2401.11495.

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2024Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures. (2024). Zhang, Rouyi ; Xu, Wei ; Horst, Ulrich. In: Papers. RePEc:arx:papers:2412.16436.

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2024Multi-kernel property in high-frequency price dynamics under Hawkes model. (2024). Kyungsub, Lee. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:4:p:605-624:n:1003.

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2024ESG controversies and profitability in the European banking sector. (2024). Taddeo, Simone ; Oriani, Raffaele ; Agnese, Paolo ; Cerciello, Massimiliano. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000722.

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2024Selecting finance ministers: Key characteristics shaping government Debt in Africa. (2024). Strong, Christine Olivia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:736-757.

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2024Financial development and declining growth volatility: Explanations and an empirical study with the latest FD index. (2024). Yılmaz, Oğuzhan ; Yilmaz, Ouzhan. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:457-470.

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2024China’s digital shadows: unveiling the economic toll of cybercrime. (2024). He, Yugang. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03952-z.

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2024Self-exciting negative binomial distribution process and critical properties of intensity distribution. (2024). Sakuraba, Kotaro ; Kurebayashi, Wataru ; Hisakado, Masato ; Mori, Shintaro. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:21:y:2024:i:2:d:10.1007_s40844-023-00261-z.

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2025A new investigation into whether households are excessively sensitive to predictable changes in income. (2025). Grant, Charles. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:1:d:10.1007_s00181-024-02642-8.

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2025The impact of a carbon tax on financial performance and innovation performance: an empirical study of the automotive industry. (2025). Chomachaei, Fahimeh R ; Golmohammadi, Davood. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:27:y:2025:i:1:d:10.1007_s10018-024-00408-1.

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2025Editorial A Tribute to Professor Geoffrey Alan Hawkes (19 September 1938–9 November 2023). (2025). Chen, Jing. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:30:y:2025:i:1:d:10.1007_s13253-024-00661-7.

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2024The Multivariate Generalized Linear Hawkes Process in High Dimensions with Applications in Neuroscience. (2024). Eskandari, Farzad ; Pourtaheri, Reza ; Fallahi, Masoumeh. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:1:d:10.1007_s11009-023-10063-w.

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2025Self and Mutually Exciting Point Process Embedding Flexible Residuals and Intensity with Discretely Markovian Dynamics. (2025). Lee, Kyungsub. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:27:y:2025:i:2:d:10.1007_s11009-025-10159-5.

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2024Is trade openness a barrier to industrialization? Evidence from Sub-Saharan Africa. (2024). Feyom, Cdric ; Gandjon, Gislain Stphane. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:2:d:10.1007_s10290-023-00497-2.

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2024Sophistication gap between countries: The effect of research and development expenditure. (2024). Tadadjeu, Sosson ; Keneckmassil, Joseph ; Njangang, Henri ; Kamguia, Brice. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:32:y:2024:i:3:p:739-778.

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2024What type of central banker dampens the political business cycle? The case of Africa. (2024). Strong, Christine. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1920-1946.

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Works by Clive Bowsher:

YearTitleTypeCited
2008The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article34
2008The dynamics of economics functions: modelling and forecasting the yield curve.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2008The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve.(2008) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2008The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve.(2008) In: OFRC Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2001Criterion-based inference for GMM in autoregressive panel data models In: Economics Letters.
[Full Text][Citation analysis]		article67
2001Criterion-based inference for GMM in autoregressive panel-data models.(2001) In: IFS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2002On testing overidentifying restrictions in dynamic panel data models In: Economics Letters.
[Full Text][Citation analysis]		article361
2007Modelling security market events in continuous time: Intensity based, multivariate point process models In: Journal of Econometrics.
[Full Text][Citation analysis]		article188
2002Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models.(2002) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188		paper
2003Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models.(2003) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188		paper
2005Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models.(2005) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188		paper
2008Stationarity and the term structure of interest rates: a characterisation of stationary and unit root yield curves In: Working Papers.
[Full Text][Citation analysis]		paper3
2004Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange In: Economics Papers.
[Full Text][Citation analysis]		paper3
2004Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange.(2004) In: OFRC Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2006High Dimensional Yield Curves: Models and Forecasting In: Economics Papers.
[Full Text][Citation analysis]		paper4
2006High Dimensional Yield Curves: Models and Forecasting.(2006) In: OFRC Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2013The Fidelity of Dynamic Signaling by Noisy Biomolecular Networks In: PLOS Computational Biology.
[Full Text][Citation analysis]		article3
2016Stochastic Simulation of Biomolecular Networks in Dynamic Environments In: PLOS Computational Biology.
[Full Text][Citation analysis]		article0
2013Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterization In: Applied Mathematical Finance.
[Full Text][Citation analysis]		article0

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