Citation profile for Eric Moulines

Eric Moulines : Citation Profile

École d'Ingénieurs Télécom ParisTech

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   1 years (2004 - 2005). See details.
   Cites by year: 85
   Journals where Eric Moulines has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo169
   Updated: 2023-08-19    RAS profile: 2006-05-29
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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 Eric Moulines.

Is cited by:

Arteche, Josu (10)

Sibbertsen, Philipp (6)

Nielsen, Morten (5)

Perron, Pierre (4)

Gonçalves da Silva, Afonso (3)

Prokopczuk, Marcel (3)

Engle, Robert (3)

DE TRUCHIS, Gilles (3)

Santucci de Magistris, Paolo (3)

Rossi, Eduardo (2)

Hassler, Uwe (2)

Cites to:

Main data

Where Eric Moulines has published?

Recent works citing Eric Moulines (2022 and 2021)

Year	Title of citing document
2022	Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers \|\| Download paper
2023	Rough volatility: fact or artefact?. (2022). Das, Purba ; Cont, Rama. In: Papers. RePEc:arx:papers:2203.13820. Full description at Econpapers \|\| Download paper
2022	Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235. Full description at Econpapers \|\| Download paper
2022	. Full description at Econpapers \|\| Download paper
2022	True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods. (2022). Mokni, Khaled ; Gil-Alana, Luis Alberiko ; Assaf, Ata. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:3:d:10.1007_s00181-021-02165-6. Full description at Econpapers \|\| Download paper
2022	Singular spectrum analysis for value at risk in stochastic volatility models. (2022). Arteche, Josu ; Garciaenriquez, Javier. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:3-16. Full description at Econpapers \|\| Download paper

Works by Eric Moulines:

Year	Title	Type	Cited
2005	Estimating Long Memory in Volatility In: Econometrica. [Full Text][Citation analysis]	article	85
2004	Estimating Long Memory in Volatility.(2004) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85	paper