3
H index
1
i10 index
36
Citations
Audrone Virbickaite : Citation Profile
CUNEF Universidad | RESEARCH PRODUCTION: 9 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2015 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Audrone Virbickaite. | Is cited by:
| Cites to:
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Main data
Where Audrone Virbickaite has published?
| Journals with more than one article published | # docs |
|---|---|
| Energy Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Örebro University, School of Business | 2 |
| DEA Working Papers / Universitat de les Illes Balears, Departament d'Economía Aplicada | 2 |
Recent works citing Audrone Virbickaite (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | The Bayesian Context Trees State Space Model for time series modelling and forecasting. (2023). Papageorgiou, Ioannis ; Kontoyiannis, Ioannis. In: Papers. RePEc:arx:papers:2308.00913. Full description at Econpapers || Download paper |
| 2024 | Copula-MIDAS-TRV model for risk spillover analysis − Evidence from the Chinese stock market. (2024). Li, Xianhua ; Wang, Qin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001554. Full description at Econpapers || Download paper |
| 2025 | Volatility estimation through stochastic processes: Evidence from cryptocurrencies. (2025). Harasheh, Murad ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002456. Full description at Econpapers || Download paper |
| 2024 | Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?. (2024). Gan, Shiqi ; Xu, Zhiwei ; Xiong, Yujie ; Hua, Xia. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006753. Full description at Econpapers || Download paper |
| 2024 | Deep learning enhanced volatility modeling with covariates. (2024). Nguyen, Hoang ; Tran, Minh-Ngoc. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011747. Full description at Econpapers || Download paper |
| 2024 | Bayesian 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 |
| 2025 | Exploring dynamic extreme dependence of oil and agricultural markets. (2025). Fikru, Mahelet ; Lahiani, Amine ; Kisswani, Khalid M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001959. Full description at Econpapers || Download paper |
| 2025 | Fast and Slow Level Shifts in Intraday Stochastic Volatility. (2025). , Igor ; Virbickait, Audron ; Hedibert, Freitas Lopes ; Nguyen, Hoang. In: Working Papers. RePEc:hhs:oruesi:2025_012. Full description at Econpapers || Download paper |
Works by Audrone Virbickaite:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 15 |
| 2016 | A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 7 |
| 2023 | Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
| 2022 | Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2020 | Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction In: Energy Economics. [Full Text][Citation analysis] | article | 6 |
| 2020 | Bayesian sequential stock return prediction through copulas In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 0 |
| 2023 | Bayesian predictive distributions of oil returns using mixed data sampling volatility models In: Resources Policy. [Full Text][Citation analysis] | article | 3 |
| 2023 | Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2019 | Particle learning for Bayesian semi-parametric stochastic volatility model In: Econometric Reviews. [Full Text][Citation analysis] | article | 3 |
| 2018 | Particle Learning for Bayesian Semi-Parametric Stochastic Volatility Model.(2018) In: DEA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2021 | How Local tourism managers can benefit from national surveys: estimating tourism and restaurant expenditures for small market segments In: Current Issues in Tourism. [Full Text][Citation analysis] | article | 0 |
| 2019 | Sequential Stock Return Prediction Through Copulas In: DEA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Bayesian semiparametric Markov switching stochastic volatility model In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team