Maria T. Gonzalez-Perez : Citation Profile


Are you Maria T. Gonzalez-Perez?

Banco de España

4

H index

3

i10 index

109

Citations

RESEARCH PRODUCTION:

7

Articles

2

Papers

RESEARCH ACTIVITY:

   9 years (2011 - 2020). See details.
   Cites by year: 12
   Journals where Maria T. Gonzalez-Perez has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 1 (0.91 %)

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   Permalink: http://citec.repec.org/pgo918
   Updated: 2024-01-16    RAS profile: 2021-03-29    
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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 Maria T. Gonzalez-Perez.

Is cited by:

Andersen, Torben (8)

Fatum, Rasmus (5)

Sosvilla-Rivero, Simon (4)

Yamamoto, Yohei (4)

Fassas, Athanasios (4)

Zhu, Guozhong (3)

Baruník, Jozef (3)

Skiadopoulos, George (3)

Maghyereh, Aktham (3)

Campisi, Giovanni (3)

Xiu, Dacheng (3)

Cites to:

Andersen, Torben (6)

Skiadopoulos, George (5)

Tauchen, George (4)

Zhou, Hao (4)

Poon, Ser-Huang (4)

Bollerslev, Tim (4)

Yankov, Vladimir (3)

Gilchrist, Simon (3)

Ishida, Isao (3)

Zakrajšek, Egon (3)

Ang, Andrew (3)

Main data


Where Maria T. Gonzalez-Perez has published?


Recent works citing Maria T. Gonzalez-Perez (2024 and 2023)


YearTitle of citing document
2023From constant to rough: A survey of continuous volatility modeling. (2023). Yurchenko-Tytarenko, Anton ; Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia. In: Papers. RePEc:arx:papers:2309.01033.

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2023.

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2023On the right jump tail inferred from the VIX market. (2023). Izzeldin, Marwan ; Yao, Xingzhi ; Li, Zhenxiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000236.

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2023Risk appetite and option prices: Evidence from the Chinese SSE50 options market. (2023). Sui, Cong ; Wang, Shouyang ; Liu, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000571.

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2023GARCH option pricing with volatility derivatives. (2023). Park, Yang-Ho ; Oh, Dong Hwan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002989.

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2023Explaining intraday crude oil returns with higher order risk-neutral moments. (2023). Wong, Patrick. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000211.

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2023Global financial crisis, funding constraints, and liquidity of VIX futures. (2023). Tsai, Wei-Che ; Lien, Donald ; Chiu, Junmao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001725.

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2023Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks. (2023). Vilkov, Grigory ; Dim, Chukwuma ; Chabi-Yo, Fousseni. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:922-939.

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2023Another look at the dividend-price relationship in the accounting valuation framework. (2023). Sen, Pradyot K ; Easterday, Kathryn E. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01167-y.

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Works by Maria T. Gonzalez-Perez:


YearTitleTypeCited
2011Coherent Model-Free Implied Volatility: A Corridor Fix for High-Frequency VIX In: CREATES Research Papers.
[Full Text][Citation analysis]
paper18
2020Factores de microestructura del mercado en la determinación del precio del petróleo In: Boletín Económico.
[Full Text][Citation analysis]
article0
2020Market microstructure factors in the determination of oil prices In: Economic Bulletin.
[Full Text][Citation analysis]
article0
2020Eurozone prices: a tale of convergence and divergence In: Working Papers.
[Full Text][Citation analysis]
paper0
2020An empirical assessment of proposed solutions for resolving scale problems in value relevance accounting research In: Accounting and Finance.
[Full Text][Citation analysis]
article3
2013Day-of-the-week effect on the VIX. A parsimonious representation In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article7
2015Model-free volatility indexes in the financial literature: A review In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article32
2015Exploring Return Dynamics via Corridor Implied Volatility In: Review of Financial Studies.
[Full Text][Citation analysis]
article46
2011The information content in a volatility index for Spain In: SERIEs: Journal of the Spanish Economic Association.
[Full Text][Citation analysis]
article3

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