10
H index
11
i10 index
409
Citations
Vrije Universiteit Amsterdam | 10 H index 11 i10 index 409 Citations RESEARCH PRODUCTION: 15 Articles 51 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Charles Bos. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 3 |
| Journal of Financial Econometrics | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Income inequality and the oil resource curse. (2024). Parcero, Osiris Jorge ; Papyrakis, Elissaios. In: Papers. RePEc:arx:papers:2401.04046. Full description at Econpapers || Download paper |
| 2025 | Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks. (2025). Wang, Victor Xiaoqi. In: Papers. RePEc:arx:papers:2503.16974. Full description at Econpapers || Download paper |
| 2024 | Testing for jumps with robust spot volatility estimators. (2024). Sun, Yucheng. In: Statistica Neerlandica. RePEc:bla:stanee:v:78:y:2024:i:1:p:79-104. Full description at Econpapers || Download paper |
| 2024 | On Credibility and Causality in Economics: A Critical Appraisal. (2024). Wichardt, Philipp C ; Bergh, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11224. Full description at Econpapers || Download paper |
| 2025 | The Perks and Perils of Machine Learning in Business and Economic Research. (2025). Hornuf, Lars ; Dudda, Tom L. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11721. Full description at Econpapers || Download paper |
| 2025 | The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Trombetta, Martin ; Tastan, Huseyin ; Szczygielski, Krzysztof ; Spantig, Lisa ; Smith, Brock ; Salamanca, Nicolas ; Samudra, Aparna ; Sariyev, Orkhan ; Samahita, Margaret ; Roy, Jayjit ; Ricks, Michael ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; Petroulakis, Filippos ; Paudel, Jayash ; Meinzen-Dick, Laura ; Marino Fages, Diego ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Jakobsson, Niklas ; Huntington-Klein, Nick ; Holzmeister, Felix ; Hernæs, Øystein ; Henningsen, Arne ; Henderson, Daniel ; Harris, Mark ; Girardi, Daniele ; Gay, Victor ; Gauriot, Romain ; Gallegos, Sebastian ; Gamino, Aaron ; Gazeaud, Jules ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; Duquette, Nicolas ; de Gendre, Alexandra ; Deer, Lachlan ; Crawfurd, Lee ; Collins, Matthew ; Buisson, Florent ; Brehm, Margaret ; Brun, MartÃn ; Bloem, Jeffrey ; Bhattacharya, Shreya ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Bennett, Christopher ; Berniell, Inés ; Avdeev, Stanislav ; Andresen, Martin ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Weinberg, Stephen E ; Bansal, Avijit ; Segel, Joel E ; Hill, Andrew ; Herman, Clment ; Ahmad, Imtiaz ; Sorensen, Lucy ; Dorsey-Palmateer, Reid ; bech -Wysocka, Katarzyna ; Fiala, Nathan ; Nmadu, Job ; Bacher-Hicks, Andrew ; Prtner, Claus C ; Chen, Weiwei ; Bandara, Imesh Nuwan ; Najam, Rafiuddin ; Woahid, S M ; Kameshwara, Kalyan Kumar ; Zahid, Muhammad Umer ; Lang, David ; Huysmans, Martijn ; Pua, Andrew Adrian ; Kronenberg, Christoph ; McCarthy, Ian M ; Zanoli, Raffaele ; Riosavila, Fernando ; Henry, Junita ; Vernet, Antoine ; Bartram, David ; Bjoerkheim, Markus ; Arenas, Andreu ; Pitknen, Visa ; Tatan, Hseyin ; Burli, Pralhad H ; Galrraga, Julio ; Smet, Mike ; Clement, Jeffrey ; Farquharson, Christine ; Schaak, Henning ; French, Evaewero ; Roeckert, Julian ; Rodriguez, Abel ; Westheide, Christian ; Sievertsen, Hans Henrik ; Agasa, Lameck Ondieki ; Aslim, Erkmen Giray ; Tagat, Anirudh ; Peukert, Christian ; Sanogo, Vassiki ; Gilpin, Gregory ; Gayaker, Savas ; Merkus, Erik ; Kaire, Jos ; Ligey, Maxime ; Jain, Anil ; Karney, Daniel ; Wang, Yue ; Prakash, Manab ; Klotzbcher, Valentin ; Falken, Grace ; Imtiaz, Saad M ; Weber, Ellerie ; Antn, Jos-Ignacio ; Adamkovic, Matus ; Berha, Andu ; Reimao, Maira ; Baker, Bradley ; Waters, Tom ; Ozer, Gorkem Turgut ; Weissmller, Kristina S ; Lee, Ryan ; Naumann, Elias ; Adema, Joop ; Fradkin, Andrey ; Herns, Ystein ; Ropovik, Ivan ; Venkatesan, Madhavi ; Wagner, Gary A ; Miller, Klaus M ; Cerutti, Nicola ; Heller, Blake H ; Volkov, Eden ; Cullinan, John ; Camp, Andrew M ; Goldhaber, Dan ; Feyman, Yevgeniy ; Mogge, Lukas. In: HEC Research Papers Series. RePEc:ebg:heccah:1551. Full description at Econpapers || Download paper |
| 2024 | Wells or Welfare? Macroeconomic implications of the Canadian oil subsidy. (2024). zoundi, zakaria. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001500. Full description at Econpapers || Download paper |
| 2024 | Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs. (2024). Cho, Dooyeon ; Rho, Seunghwa ; Baillie, Richard T. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:88-112. Full description at Econpapers || Download paper |
| 2025 | The role of diagnostic ability in markets for expert services. (2025). Schwarz, Marco ; Liu, Fang ; Waibel, Christian ; Rasch, Alexander. In: European Economic Review. RePEc:eee:eecrev:v:180:y:2025:i:c:s001429212500176x. Full description at Econpapers || Download paper |
| 2024 | Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525. Full description at Econpapers || Download paper |
| 2025 | Exploring the dynamic connectedness between uranium stocks and metals: Implications for portfolio diversification. (2025). Ullah, Alishba Rahman ; Ijaz, Muhammad Shahzad ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003172. Full description at Econpapers || Download paper |
| 2024 | Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
| 2024 | Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765. Full description at Econpapers || Download paper |
| 2025 | Toward open science in marketing research. (2025). Mizik, Natalie ; Sarstedt, Marko ; Datta, Hannes ; Adler, Susanne J ; Deer, Lachlan. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:42:y:2025:i:1:p:212-233. Full description at Econpapers || Download paper |
| 2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper |
| 2025 | Factor momentum versus price momentum: Insights from international markets. (2025). Fieberg, Christian ; Metko, Daniel ; Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002462. Full description at Econpapers || Download paper |
| 2025 | The cross section of stock returns in an artificial stock market. (2025). van Cappelle, Tjeerd ; Pokidin, Dmytro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:239:y:2025:i:c:s0167268125003774. Full description at Econpapers || Download paper |
| 2024 | Efficient estimation of bid–ask spreads from open, high, low, and close prices. (2024). Kroencke, Tim A ; Guidotti, Emanuele ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001399. Full description at Econpapers || Download paper |
| 2024 | On the conflict of natural resources abundance and export upgrading in upper-middle and high-income countries. (2024). Liu, Tong ; Lan, BO. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013442. Full description at Econpapers || Download paper |
| 2025 | Perceived problems, causes, and solutions of finance research reproducibility and replicability: A pre-registered report. (2025). Brosnan, Mark ; Ali, Searat ; Chai, Daniel ; Hasso, Tim. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x24003160. Full description at Econpapers || Download paper |
| 2025 | The monetary aspects of the Dutch disease. (2025). Khemraj, Tarron ; Constantine, Collin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s105905602500214x. Full description at Econpapers || Download paper |
| 2025 | Methodological ESG uncertainty in portfolio sorts. (2025). Henriquez-Salman, Ricardo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925003885. Full description at Econpapers || Download paper |
| 2024 | Reproducibility in Management Science. (2024). Ozkes, Ali ; Merkle, Christoph ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Fiar, Milo ; Katok, Elena. In: Post-Print. RePEc:hal:journl:hal-04370984. Full description at Econpapers || Download paper |
| 2024 | Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
| 2025 | The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744. Full description at Econpapers || Download paper |
| 2024 | Bayesian Inference for Mixed Gaussian GARCH-Type Model by Hamiltonian Monte Carlo Algorithm. (2024). Liang, Rubing ; Xia, Qiang ; Qin, Binbin. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10337-4. Full description at Econpapers || Download paper |
| 2024 | The Dutch disease revisited: consistency of theory and evidence. (2024). Reisinezhad, Arsham. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:3:d:10.1007_s10640-023-00827-w. Full description at Econpapers || Download paper |
| 2024 | Do Anomalies Really Predict Market Returns? New Data and New Evidence. (2024). Cakici, Nusret ; Metko, Daniel ; Fieberg, Christian ; Zaremba, Adam. In: Review of Finance. RePEc:oup:revfin:v:28:y:2024:i:1:p:1-44.. Full description at Econpapers || Download paper |
| 2025 | The insights from the crowd: Drawing inferences from many approaches to key empirical questions in international business. (2025). Nuruzzaman, N ; Li, Yuanyuan ; Delios, Andrew ; Carneiro, Jorge ; Qiao, Wei ; Deng, Shu ; Chakravarty, Dwarka ; Zhou, Nan ; Wang, Yong ; Velez-Calle, Andres ; Yu, Jing ; Liu, Wei ; Yadav, Sandeep ; Huang, Dongdong ; Bahl, Mona ; Matsumoto, Yoichi ; Tumasjan, Andranik ; Yan, Jiaju ; Chen, Weihong ; Sivakumar, Sandeep ; Dikova, Desislava ; Zhang, Megan ; Kubek, Ale ; Kim, Hyun Gon ; Vincent, Racheal Louis ; Varshney, Mayank ; Gada, Viswa Prasad ; Tinits, Priit ; Tolstoy, Daniel ; Stallkamp, Maximilian ; Zhao, Yang ; Bathula, Hanoku ; Panicker, Vidya Sukumara ; Parboteeah, Praveen K ; Wagner, Chris ; Basu, Madhurima ; Ljubownikow, Grigorij ; Dau, Luis Alfonso ; Batsakis, Georgios ; Wu, Tao ; Soon, Pei-Shan ; Niu, Chao ; Wen, Liang ; Fan, Xiaomin ; Ahsan, Faisal M ; Bai, Tao ; Manocha, Parul ; Mumi, Atthaphon ; Shi, Lei ; Sethuram, Shyamala ; Sinani, Evis ; MacHek, Ondej ; Lien, Yung-Chih ; Shen, AO ; Uhlmann, Eric. In: Journal of International Business Studies. RePEc:pal:jintbs:v:56:y:2025:i:9:d:10.1057_s41267-025-00808-9. Full description at Econpapers || Download paper |
| 2024 | Sentiment-Driven Exchange Rate Forecasting: Integrating Twitter Analysis with Economic Indicators. (2024). Ulusoy, Veysel ; Kklerli, Kazam Berk. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:3:f:14_3_4. Full description at Econpapers || Download paper |
| 2024 | Canadian productivity growth: Stuck in the oil sands. (2024). Pujolas, Pau ; Loertscher, Oliver. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:57:y:2024:i:2:p:478-501. Full description at Econpapers || Download paper |
| 2024 | Heterogeneity in Effect Size Estimates: Empirical Evidence and Practical Implications. (2024). Johannesson, Magnus ; Holzmeister, Felix ; Dreber, Anna ; Böhm, Robert ; Bohm, Robert ; Kirchler, Michael ; Huber, Jurgen. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:102. Full description at Econpapers || Download paper |
| 2024 | The Robustness Reproducibility of the American Economic Review. (2024). Lusher, Lester ; Kopecky, Joseph ; Johannesson, Magnus ; Dreber, Anna ; Campbell, Douglas ; Brodeur, Abel ; Tsoy, Nikita. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:124. Full description at Econpapers || Download paper |
| 2024 | A Comment on Motivated Errors by Exley and Kessler (2024). (2024). Holzmeister, Felix ; Ulasik, Maria ; Auer, Tobias. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:161. Full description at Econpapers || Download paper |
| 2025 | The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Tagat, Anirudh ; Szczygielski, Krzysztof ; Spantig, Lisa ; Salamanca, Nicolas ; Samahita, Margaret ; Roy, Jayjit ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; McCarthy, Ian ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Huntington-Klein, Nick ; Holzmeister, Felix ; Henningsen, Arne ; Henderson, Daniel ; Gay, Victor ; Gallegos, Sebastian ; Gamino, Aaron ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; de Gendre, Alexandra ; Crawfurd, Lee ; Buisson, Florent ; Brehm, Margaret ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Berniell, Inés ; Avdeev, Stanislav ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Deer, Lachlan ; Najam, Rafiuddin ; Wang, Yue ; Prtner, Claus C ; Ropovik, Ivan ; Baker, Bradley J ; Fradkin, Andrey ; Andresen, Martin Eckhoff ; Pitknen, Visa ; Smith, Brock ; Cullinan, John ; Ozer, Gorkem Turgut ; Hill, Andrew J ; Waters, Tom ; Adamkovic, Matus ; Gazeaud, Jules ; Mogge, Lukas ; Bandara, Imesh Nuwan ; Kronenberg, Christoph ; Naumann, Elias ; Sorensen, Lucy C ; Petroulakis, Filippos ; Herns, Ystein ; Weber, Ellerie ; Acharya, Yubraj ; Gayaker, Savas ; Merkus, Erik ; Bansal, Avijit ; Fiala, Nathan ; Klotzbcher, Valentin ; Miller, Klaus M ; Brun, Martn ; Paudel, Jayash ; Herman, Clment ; Weinberg, Stephen E ; Collins, Matthew ; Ahmad, Imtiaz ; Meinzen-Dick, Laura ; Bartram, David ; Feyman, Yevgeniy ; Huysmans, Martijn ; Burli, Pralhad ; Peukert, Christian ; Henry, Junita ; Weissmller, Kristina S ; Clement, Jeffrey ; Adema, Joop ; Gauriot, Romain ; Samudra, Aparna ; Karney, Daniel H ; Camp, Andrew M ; Prakash, Manab ; Westheide, Christian ; Reimao, Maira Emy ; Chen, Weiwei ; Mari, Gabriele ; Sanogo, Vassiki ; Bennett, Christopher Troy ; Farquharson, Christine ; Kameshwara, Kalyan Kumar ; Berha, Andu ; Tastan, Huseyin ; Cerutti, Nicola ; Heller, Blake H ; Arenas, Andreu ; Galrraga, Julio ; Sariyev, Orkhan ; Falken, Grace ; Kaire, Jos ; Agasa, Lameck Ondieki ; Trombetta, Martin ; Harris, Mark N ; Ricks, Michael David ; Antn, Jos-Ignacio ; Schaak, Henning ; Bhattacharya, Shreya ; Fages, Diego Marino ; Jakobsson, Niklas ; Venkatesan, Madhavi ; Goldhaber, Dan ; Rios-Avila, Fernando ; Aslim, Erkmen Giray ; Ligey, Maxime ; Segel, Joel E ; Duquette, Nicolas J ; Jain, Anil K ; Vernet, Antoine ; Girardi, Daniele ; Zahid, Muhammad Umer ; Rodriguez, Abel ; Lee, Ryan ; Wagner, Gary A ; Sievertsen, Hans Henrik ; Bjoerkheim, Markus ; Dorsey-Palmateer, Reid ; Nmadu, Job Nda ; Imtiaz, Saad M ; Volkov, Eden ; Woahid, S M ; Gilpin, Gregory ; Zanoli, Raffaele ; Roeckert, Julian ; Bacher-Hicks, Andrew ; French, Evaewero ; Lang, David ; Smet, Mike ; Bloem, Jeffrey R. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:209. Full description at Econpapers || Download paper |
| 2025 | There must be an error here! Experimental evidence on coding errors biases. (2025). Ferman, Bruno ; Finamor, Lucas. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:266. Full description at Econpapers || Download paper |
| 2024 | A note on the use of syndicated loan data. (2024). Tonzer, Lena ; Muller, Isabella ; Noth, Felix. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Long memory modelling of inflation with stochastic variance and structural breaks In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks.(2007) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2004 | State Space Models With a Common Stochastic Variance In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 9 |
| 2024 | Nonstandard Errors In: Journal of Finance. [Full Text][Citation analysis] | article | 32 |
| 2024 | Nonstandard errors.(2024) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 1999 | Adaptive polar sampling with an application to a Bayes measure of value-at-risk In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 16 |
| 1999 | Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk.(1999) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2000 | ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK.(2000) In: Computing in Economics and Finance 2000. [Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 1999 | Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk.(1999) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2004 | Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods In: LIDAM Reprints CORE. [Citation analysis] | paper | 21 |
| 2004 | Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2003 | Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods.(2003) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2006 | The impact of Central Bank FX interventions on currency components In: LIDAM Reprints CORE. [Citation analysis] | paper | 10 |
| 2007 | The Impact of Central Bank FX Interventions on Currency Components.(2007) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2005 | The Impact of Central Bank FX Interventions on Currency Components.(2005) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2007 | The impact of Central Bank FX interventions on currency components.(2007) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2000 | Daily Exchange Rate Behaviour and Hedging of Currency Risk In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 21 |
| 1999 | Daily exchange rate behaviour and hedging of currency risk.(1999) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2000 | Daily exchange rate behaviour and hedging of currency risk.(2000) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2000 | Daily exchange rate behaviour and hedging of currency risk.(2000) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 1999 | Daily Exchange Rate Behaviour and Hedging of Currency Risk.(1999) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2001 | Daily Exchange Rate Behaviour and Hedging of Currency Risk.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2014 | Long memory with stochastic variance model: A recursive analysis for US inflation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 13 |
| 2002 | Inflation, forecast intervals and long memory regression models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 53 |
| 2001 | Inflation, Forecast Intervals and Long Memory Regression Models.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
| 2004 | Time Series Modelling using TSMod 3.24 In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2003 | Time Series Modelling using TSMod 3.24.(2003) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2005 | On model selection criteria as a starting point for sequential detection of non-linearity In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2012 | Does the Canadian economy suffer from Dutch disease? In: Resource and Energy Economics. [Full Text][Citation analysis] | article | 67 |
| 2009 | Does the Canadian economy suffer from Dutch Disease?.(2009) In: DEM Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
| 2009 | Does the Canadian Economy suffer from Dutch Disease?.(2009) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
| 2003 | Explaining Adaptive Radial-Based Direction Sampling In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces In: Econometric Institute Research Papers. [Citation analysis] | paper | 0 |
| 1998 | Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces.(1998) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1998 | Long memory and level shifts: re-analysing inflation rates In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 91 |
| 1999 | Long memory and level shifts: Re-analyzing inflation rates.(1999) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | article | |
| 1998 | Long Memory and Level Shifts: Re-Analyzing Inflation Rates.(1998) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | paper | |
| 2000 | On the variation of hedging decisions in daily currency risk management In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2001 | On the Variation of Hedging Decisions in Daily Currency Risk Management.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2002 | Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
| 2011 | A Bayesian Analysis of Unobserved Component Models Using Ox In: Journal of Statistical Software. [Full Text][Citation analysis] | article | 5 |
| 2011 | A Bayesian Analysis of Unobserved Component Models using Ox.(2011) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2004 | Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form In: Economics Papers. [Full Text][Citation analysis] | paper | 17 |
| 2006 | Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form.(2006) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2004 | Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form.(2004) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2012 | Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2009 | Spot Variance Path Estimation and its Application to High Frequency Jump Testing.(2009) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2002 | Adaptive Polar Sampling In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 6 |
| 2002 | A Comparison of Marginal Likelihood Computation Methods In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2002 | Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Dynamic Correlations and Optimal Hedge Ratios In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2008 | Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Relating Stochastic Volatility Estimation Methods In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2013 | A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Market power in Californias water market In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Market power in Californias water market.(2024) In: American Journal of Agricultural Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Market power in California’s water market In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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