Krenar Avdulaj : Citation Profile


Univerzita Karlova v Praze

3

H index

1

i10 index

55

Citations

RESEARCH PRODUCTION:

5

Articles

4

Papers

RESEARCH ACTIVITY:

   9 years (2011 - 2020). See details.
   Cites by year: 6
   Journals where Krenar Avdulaj has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 2 (3.51 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pav32
   Updated: 2025-12-27    RAS profile: 2024-10-10    
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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 Krenar Avdulaj.

Is cited by:

Tiwari, Aviral (3)

Hamori, Shigeyuki (2)

Albulescu, Claudiu (2)

Høg, Esben (2)

Wagner, Niklas (2)

Batten, Jonathan (2)

Szilagyi, Peter (2)

Yang, Lu (2)

Blazsek, Szabolcs (2)

Ayala, Astrid (2)

Herrera, Rodrigo (1)

Cites to:

Bollerslev, Tim (9)

Calvet, Laurent (8)

Fisher, Adlai (7)

Engle, Robert (6)

Diebold, Francis (6)

Patton, Andrew (5)

Dacorogna, Michel (4)

Jagannathan, Ravi (4)

Hafner, Christian (4)

Giacomini, Raffaella (4)

Horvath, Roman (3)

Main data


Where Krenar Avdulaj has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

Recent works citing Krenar Avdulaj (2025 and 2024)


YearTitle of citing document

Works by Krenar Avdulaj:


YearTitleTypeCited
2015Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data In: Papers.
[Full Text][Citation analysis]
paper46
2015Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data.(2015) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46
article
2015Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data.(2015) In: FinMaP-Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46
paper
2013Can we still benefit from international diversification? The case of the Czech and German stock markets In: Papers.
[Full Text][Citation analysis]
paper5
2013Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets.(2013) In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2017A semiparametric nonlinear quantile regression model for financial returns In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article3
2012The Extreme Value Theory and Copulas as a Tool to Measure Market Risk In: Bulletin of the Czech Econometric Society.
[Full Text][Citation analysis]
article0
2011The Extreme Value Theory as a Tool to Measure Market Risk In: Working Papers IES.
[Full Text][Citation analysis]
paper1
2020On Tail Dependence and Multifractality In: Mathematics.
[Full Text][Citation analysis]
article0

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