HEDIBERT FREITAS LOPES : Citation Profile

Insper

2

H index

1

i10 index

60

Citations

RESEARCH PRODUCTION:

3

Articles

4

Papers

2

Chapters

RESEARCH ACTIVITY:

   21 years (2003 - 2024). See details.
   Cites by year: 2
   Journals where HEDIBERT FREITAS LOPES has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr466
   Updated: 2026-02-21    RAS profile: 2025-01-14    
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Relations with other researchers

Works with:

Ferreira Batista Martins, Igor (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with HEDIBERT FREITAS LOPES.

Is cited by:

Kastner, Gregor (7)

Huber, Florian (5)

Hautsch, Nikolaus (4)

Kaufmann, Sylvia (3)

Maheu, John (3)

Nibbering, Didier (3)

Laurini, Márcio (3)

Asai, Manabu (3)

Rezitis, Anthony (2)

Schumacher, Christian (2)

Voigt, Stefan (2)

Cites to:

Piatek, Rémi (10)

Conti, Gabriella (10)

Heckman, James (10)

Shephard, Neil (5)

Kastner, Gregor (4)

Geweke, John (4)

Zhou, Guofu (4)

Nakajima, Jouchi (4)

Rossi, Peter (3)

Omori, Yasuhiro (3)

Ng, Serena (3)

Main data

Where HEDIBERT FREITAS LOPES has published?

Journals with more than one article published# docs
Biometrics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4

Recent works citing HEDIBERT FREITAS LOPES (2025 and 2024)

YearTitle of citing document
2024Systematic comparison of deep generative models applied to multivariate financial time series. (2024). Caulfield, Howard ; Gleeson, James P. In: Papers. RePEc:arx:papers:2412.06417.

Full description at Econpapers || Download paper

2025Flexible and Robust Particle Tempering for State Space Models. (2025). Kohn, Robert ; Gunawan, David ; Tran, Minh Ngoc. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:35-55.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

Full description at Econpapers || Download paper

2024Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension. (2024). Laurini, Márcio ; Coli, Joo Pedro. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:1:p:5-:d:1341433.

Full description at Econpapers || Download paper

2025(A)Synchronous Housing Markets of Global Cities. (2025). Bhatt, Vipul ; Kishor, Kundan N. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:71:y:2025:i:2:d:10.1007_s11146-022-09903-2.

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2024Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets. (2024). Bogobska, Joanna ; Szczepocki, Piotr ; Feder-Sempach, Ewa. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00589-w.

Full description at Econpapers || Download paper

2024A geometric approach to factor model identification. (2024). Kaufmann, Sylvia ; Pape, Markus. In: Working Papers. RePEc:szg:worpap:2406.

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2025A geometric approach to factor model identification. (2025). Kaufmann, Sylvia ; Pape, Markus. In: Working Papers. RePEc:szg:worpap:2406r.

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2025On the Correlations in Linearized Multivariate Stochastic Volatility Models. (2025). Moussa, Karim. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250021.

Full description at Econpapers || Download paper

Works by HEDIBERT FREITAS LOPES:

YearTitleTypeCited
2017Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models In: Papers.
[Full Text][Citation analysis]		paper56
2023When it counts -- Econometric identification of the basic factor model based on GLT structures In: Papers.
[Full Text][Citation analysis]		paper3
2023When It Counts—Econometric Identification of the Basic Factor Model Based on GLT Structures.(2023) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2023Stochastic volatility models with skewness selection In: Papers.
[Full Text][Citation analysis]		paper0
2024What events matter for exchange rate volatility ? In: Papers.
[Full Text][Citation analysis]		paper0
2003Bayesian Meta-analysis for Longitudinal Data Models Using Multivariate Mixture Priors In: Biometrics.
[Full Text][Citation analysis]		article1
2013Handbook of Markov Chain Monte Carlo by BROOKS, S., GELMAN, A., JONES, G. L. and MENG, X. In: Biometrics.
[Full Text][Citation analysis]		article0
2006Time Series Mean Level and Stochastic Volatility Modeling by Smooth Transition Autoregressions: A BAYESIAN Approach In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2019Scalable Semiparametric Inference for the Means of Heavy-tailed Distributions In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team