10
H index
11
i10 index
387
Citations
Charles Bos : Citation Profile
Vrije Universiteit Amsterdam | RESEARCH PRODUCTION: 15 Articles 49 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1998 - 2024). Relations with other researchers
Main data
Where Charles Bos has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 3 |
| Journal of Financial Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Tinbergen Institute Discussion Papers / Tinbergen Institute | 22 |
| Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute | 9 |
| Post-Print / HAL | 2 |
Recent works citing Charles Bos (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Testing for jumps with robust spot volatility estimators. (2024). Sun, Yucheng. In: Statistica Neerlandica. RePEc:bla:stanee:v:78:y:2024:i:1:p:79-104. Full description at Econpapers || Download paper |
| 2024 | Wells or Welfare? Macroeconomic implications of the Canadian oil subsidy. (2024). zoundi, zakaria. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001500. Full description at Econpapers || Download paper |
| 2024 | Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs. (2024). Cho, Dooyeon ; Baillie, Richard T ; Rho, Seunghwa. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:88-112. Full description at Econpapers || Download paper |
| 2024 | Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525. Full description at Econpapers || Download paper |
| 2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
| 2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). Vandenbroucke, Jurgen ; van Dolder, Dennie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper |
| 2024 | On the conflict of natural resources abundance and export upgrading in upper-middle and high-income countries. (2024). Lan, BO ; Liu, Tong. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013442. Full description at Econpapers || Download paper |
| 2024 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
| 2025 | The Sources of Researcher Variation in Economics. (2025). Gallegos, Sebastian ; Huntington-Klein, Nick ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744. Full description at Econpapers || Download paper |
| 2024 | Statistical Software for State Space Methods. (2011). Ooms, Marius ; Koopman, Siem Jan ; Jacques J. F. Commandeur, . In: Journal of Statistical Software. RePEc:jss:jstsof:41:i01. Full description at Econpapers || Download paper |
| 2024 | The Dutch disease revisited: consistency of theory and evidence. (2024). Reisinezhad, Arsham. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:3:d:10.1007_s10640-023-00827-w. Full description at Econpapers || Download paper |
| 2024 | Sentiment-Driven Exchange Rate Forecasting: Integrating Twitter Analysis with Economic Indicators. (2024). Ulusoy, Veysel ; Kklerli, Kazam Berk. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:3:f:14_3_4. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| 2024 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
Works by Charles Bos:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Long memory modelling of inflation with stochastic variance and structural breaks In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks.(2007) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2004 | State Space Models With a Common Stochastic Variance In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 9 |
| 2024 | Nonstandard Errors In: Journal of Finance. [Full Text][Citation analysis] | article | 14 |
| 2024 | Nonstandard errors.(2024) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 1999 | Adaptive polar sampling with an application to a Bayes measure of value-at-risk In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 15 |
| 1999 | Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk.(1999) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2000 | ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK.(2000) In: Computing in Economics and Finance 2000. [Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 1999 | Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk.(1999) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2004 | Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods In: LIDAM Reprints CORE. [Citation analysis] | paper | 20 |
| 2004 | Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 2003 | Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods.(2003) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2006 | The impact of Central Bank FX interventions on currency components In: LIDAM Reprints CORE. [Citation analysis] | paper | 10 |
| 2007 | The Impact of Central Bank FX Interventions on Currency Components.(2007) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2005 | The Impact of Central Bank FX Interventions on Currency Components.(2005) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2007 | The impact of Central Bank FX interventions on currency components.(2007) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2000 | Daily Exchange Rate Behaviour and Hedging of Currency Risk In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 21 |
| 1999 | Daily exchange rate behaviour and hedging of currency risk.(1999) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2000 | Daily exchange rate behaviour and hedging of currency risk.(2000) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2000 | Daily exchange rate behaviour and hedging of currency risk.(2000) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 1999 | Daily Exchange Rate Behaviour and Hedging of Currency Risk.(1999) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2001 | Daily Exchange Rate Behaviour and Hedging of Currency Risk.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2014 | Long memory with stochastic variance model: A recursive analysis for US inflation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 13 |
| 2002 | Inflation, forecast intervals and long memory regression models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 53 |
| 2001 | Inflation, Forecast Intervals and Long Memory Regression Models.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
| 2004 | Time Series Modelling using TSMod 3.24 In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2003 | Time Series Modelling using TSMod 3.24.(2003) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2005 | On model selection criteria as a starting point for sequential detection of non-linearity In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2012 | Does the Canadian economy suffer from Dutch disease? In: Resource and Energy Economics. [Full Text][Citation analysis] | article | 66 |
| 2009 | Does the Canadian economy suffer from Dutch Disease?.(2009) In: DEM Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
| 2009 | Does the Canadian Economy suffer from Dutch Disease?.(2009) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
| 2003 | Explaining Adaptive Radial-Based Direction Sampling In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces In: Econometric Institute Research Papers. [Citation analysis] | paper | 0 |
| 1998 | Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces.(1998) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1998 | Long memory and level shifts: re-analysing inflation rates In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 91 |
| 1999 | Long memory and level shifts: Re-analyzing inflation rates.(1999) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | article | |
| 1998 | Long Memory and Level Shifts: Re-Analyzing Inflation Rates.(1998) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | paper | |
| 2000 | On the variation of hedging decisions in daily currency risk management In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2001 | On the Variation of Hedging Decisions in Daily Currency Risk Management.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2002 | Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
| 2011 | A Bayesian Analysis of Unobserved Component Models Using Ox In: Journal of Statistical Software. [Full Text][Citation analysis] | article | 5 |
| 2011 | A Bayesian Analysis of Unobserved Component Models using Ox.(2011) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2004 | Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form In: Economics Papers. [Full Text][Citation analysis] | paper | 17 |
| 2006 | Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form.(2006) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2004 | Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form.(2004) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2012 | Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2009 | Spot Variance Path Estimation and its Application to High Frequency Jump Testing.(2009) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2002 | Adaptive Polar Sampling In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 6 |
| 2002 | A Comparison of Marginal Likelihood Computation Methods In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2002 | Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Dynamic Correlations and Optimal Hedge Ratios In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2008 | Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Relating Stochastic Volatility Estimation Methods In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2013 | A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Market power in Californias water market In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Market power in Californias water market.(2024) In: American Journal of Agricultural Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Market power in California’s water market In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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