Audrone Virbickaite : Citation Profile


Are you Audrone Virbickaite?

Universitat de les Illes Balears

3

H index

1

i10 index

29

Citations

RESEARCH PRODUCTION:

9

Articles

4

Papers

RESEARCH ACTIVITY:

   8 years (2015 - 2023). See details.
   Cites by year: 3
   Journals where Audrone Virbickaite has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 5 (14.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pvi438
   Updated: 2024-07-05    RAS profile: 2024-03-08    
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Relations with other researchers


Works with:

Nguyen, Hoang (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Audrone Virbickaite.

Is cited by:

Maheu, John (5)

Billio, Monica (2)

Jin, Xin (2)

Casarin, Roberto (2)

Huber, Florian (2)

Trede, Mark (1)

Lütkebohmert, Eva (1)

Cai, Yuzhi (1)

Ravazzolo, Francesco (1)

Foos, Daniel (1)

Asai, Manabu (1)

Cites to:

Bollerslev, Tim (23)

Engle, Robert (21)

Bauwens, Luc (13)

Shephard, Neil (11)

Laurent, Sébastien (9)

Jagannathan, Ravi (8)

Koopman, Siem Jan (8)

Lucas, Andre (7)

Diebold, Francis (7)

Andersen, Torben (7)

Creal, Drew (7)

Main data


Where Audrone Virbickaite has published?


Journals with more than one article published# docs
Energy Economics2

Working Papers Series with more than one paper published# docs
DEA Working Papers / Universitat de les Illes Balears, Departament d'Economa Aplicada2
Working Papers / rebro University, School of Business2

Recent works citing Audrone Virbickaite (2024 and 2023)


YearTitle of citing document
2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

Full description at Econpapers || Download paper

2023The Bayesian Context Trees State Space Model for time series modelling and forecasting. (2023). Kontoyiannis, Ioannis ; Papageorgiou, Ioannis. In: Papers. RePEc:arx:papers:2308.00913.

Full description at Econpapers || Download paper

2023Variational Inference for GARCH-family Models. (2023). Iosifidis, Alexandros ; Magris, Martin. In: Papers. RePEc:arx:papers:2310.03435.

Full description at Econpapers || Download paper

2023Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2023). Javed, Farrukh ; Nguyen, Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:272-292.

Full description at Econpapers || Download paper

2023Study on international energy market and geopolitical risk contagion based on complex network. (2023). Feng, Yong-Kang ; Gong, Xiao-Li ; Xiong, Xiong ; Liu, Jian-Min. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002039.

Full description at Econpapers || Download paper

2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

Full description at Econpapers || Download paper

2023Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models. (2023). Ravishanker, Nalini ; Chen, Ming-Hui ; Hu, Guanyu. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01266-9.

Full description at Econpapers || Download paper

Works by Audrone Virbickaite:


YearTitleTypeCited
2015BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY In: Journal of Economic Surveys.
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article15
2016A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection In: Computational Statistics & Data Analysis.
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article7
2023Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models In: Energy Economics.
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article1
2022Modeling 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: 1
paper
2020Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction In: Energy Economics.
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article3
2020Bayesian sequential stock return prediction through copulas In: The Journal of Economic Asymmetries.
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article0
2023Bayesian predictive distributions of oil returns using mixed data sampling volatility models In: Resources Policy.
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article0
2023Bayesian 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: 0
paper
2019Particle learning for Bayesian semi-parametric stochastic volatility model In: Econometric Reviews.
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article3
2018Particle 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
2021How 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]
article0
2019Sequential Stock Return Prediction Through Copulas In: DEA Working Papers.
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paper0
2019Bayesian semiparametric Markov switching stochastic volatility model In: Applied Stochastic Models in Business and Industry.
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article0

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