3
H index
1
i10 index
30
Citations
Audrone Virbickaite : Citation Profile
Universitat de les Illes Balears | 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 |
|---|---|
| DEA Working Papers / Universitat de les Illes Balears, Departament d'Economía Aplicada | 2 |
| Working Papers / Örebro University, School of Business | 2 |
Recent works citing Audrone Virbickaite (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Bayesian 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 |
| 2023 | The 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 |
| 2023 | Variational Inference for GARCH-family Models. (2023). Iosifidis, Alexandros ; Magris, Martin. In: Papers. RePEc:arx:papers:2310.03435. Full description at Econpapers || Download paper |
| 2023 | Dynamic 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 |
| 2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper |
| 2023 | Study 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 |
| 2023 | Bayesian 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 |
| 2023 | Bayesian 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:
| 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 | 1 |
| 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: 1 | paper | |
| 2020 | Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction In: Energy Economics. [Full Text][Citation analysis] | article | 4 |
| 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 | 0 |
| 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: 0 | 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, 3 2024. Contact: CitEc Team