Charles Bos : Citation Profile


Are you Charles Bos?

Vrije Universiteit Amsterdam (50% share)
Tinbergen Instituut (50% share)

10

H index

10

i10 index

380

Citations

RESEARCH PRODUCTION:

13

Articles

43

Papers

RESEARCH ACTIVITY:

   23 years (1998 - 2021). See details.
   Cites by year: 16
   Journals where Charles Bos has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 24 (5.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo94
   Updated: 2024-11-04    RAS profile: 2022-01-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Stefanova, Denitsa (2)

Bouri, Elie (2)

Harris, Jeffrey (2)

Regis, Luca (2)

Horenstein, Alex (2)

CAPELLE-BLANCARD, Gunther (2)

Deev, Oleg (2)

Putnins, Talis (2)

Alexeev, Vitali (2)

Vogel, Sebastian (2)

Renault, Thomas (2)

Verousis, Thanos (2)

PASCUAL, ROBERTO (2)

Deku, Solomon (2)

Davies, Ryan (2)

He, Xuezhong (Tony) (2)

Kearney, Fearghal (2)

Palan, Stefan (2)

Liew, Chee (2)

Patel, Vinay (2)

Talavera, Oleksandr (2)

Wilhelmsson, Anders (2)

Bohorquez Correa, Santiago (2)

Korajczyk, Robert (2)

Dumitrescu, Ariadna (2)

Vilkov, Grigory (2)

Holzmeister, Felix (2)

Pastor, Lubos (2)

Theissen, Erik (2)

Dimpfl, Thomas (2)

Zhang, S. Sarah (2)

Wong, Wing-Keung (2)

Schuerhoff, Norman (2)

Söderlind, Paul (2)

Colliard, Jean-Edouard (2)

Tonks, Ian (2)

Rinne, Kalle (2)

Menkveld, Albert (2)

Füllbrunn, Sascha (2)

Sojli, Elvira (2)

Heath, Davidson (2)

Jalkh, Naji (2)

Wolff, Christian (2)

Pasquariello, Paolo (2)

Park, Andreas (2)

FERROUHI, EL MEHDI (2)

Chernov, Mikhail (2)

Hurlin, Christophe (2)

Brownlees, Christian (2)

Mihet, Roxana (2)

Jurkatis, Simon (2)

Kassner, Bernhard (2)

Smales, Lee (2)

LINTON, OLIVER (2)

Scaillet, Olivier (2)

Moinas, Sophie (2)

Gerritsen, Dirk (2)

Roy, Saurabh (2)

Gorbenko, Arseny (2)

Xia, Shuo (2)

Prokopczuk, Marcel (2)

Gehrig, Thomas (2)

Huang, Wenqian (2)

Ait-Sahalia, Yacine (2)

Frijns, Bart (2)

Adrian, Tobias (2)

Caporin, Massimiliano (2)

Taylor, Nick (2)

Walther, Thomas (2)

Lof, Matthijs (2)

Ferrara, Gerardo (2)

Chow, Nikolai Sheung-Chi (2)

Bjønnes, Geir (2)

Reitz, Stefan (2)

Abudy, Menachem (2)

Pelizzon, Loriana (2)

Ranaldo, Angelo (2)

Xiu, Dacheng (2)

Foucault, Thierry (2)

Hautsch, Nikolaus (2)

van Kervel, Vincent (2)

Johannesson, Magnus (2)

Lopez-Lira, Alejandro (2)

Sarno, Lucio (2)

Frömmel, Michael (2)

Voigt, Stefan (2)

Patton, Andrew (2)

Roy, Saurabh (2)

Zhou, Chen (2)

Dreber, Anna (2)

Ødegaard, Bernt (2)

Hjalmarsson, Erik (2)

Schenk-Hoppé, Klaus (2)

Shachar, Or (2)

Degryse, Hans (2)

Nielsson, Ulf (2)

Rakowski, David (2)

Lajaunie, Quentin (2)

Schwarz, Marco (2)

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

Is cited by:

Gil-Alana, Luis (27)

van Dijk, Herman (24)

GUPTA, RANGAN (19)

Miller, Stephen (12)

Canarella, Giorgio (12)

Ruiz, Esther (9)

tansel, aysıt (9)

Balcilar, Mehmet (9)

Grassi, Stefano (9)

Ozdemir, Zeynel (9)

MORANA, CLAUDIO (8)

Cites to:

Shephard, Neil (44)

van Dijk, Herman (30)

Koopman, Siem Jan (26)

Bollerslev, Tim (24)

Mahieu, Ronald (16)

Engle, Robert (16)

Harvey, Andrew (16)

Rossi, Peter (15)

Andersen, Torben (13)

Geweke, John (12)

Ooms, Marius (12)

Main data


Where Charles Bos has published?


Journals with more than one article published# docs
International Journal of Forecasting3
Journal of Financial Econometrics2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute22
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute9

Recent works citing Charles Bos (2024 and 2023)


YearTitle of citing document
2024Combining 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

2024Non-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

2023Analyzing commodity futures and stock market indices: Hedging strategies using asymmetric dynamic conditional correlation models. (2023). Obeid, Hassan ; Alshammari, Saad. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004531.

Full description at Econpapers || Download paper

2024On 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

2024Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

Full description at Econpapers || Download paper

2023Statistical 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

2024The 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

2023Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme
2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

Full description at Econpapers || Download paper

2023Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y.

Full description at Econpapers || Download paper

2024Sentiment-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

2023Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869.

Full description at Econpapers || Download paper

2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

Full description at Econpapers || Download paper

2023Optimal forecasts in the presence of discrete structural breaks under long memory. (2023). Sibbertsen, Philipp ; Mboya, Mwasi Paza. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1889-1908.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024A 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:


YearTitleTypeCited
2007Long memory modelling of inflation with stochastic variance and structural breaks In: CREATES Research Papers.
[Full Text][Citation analysis]
paper4
2007Long 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
2004State Space Models With a Common Stochastic Variance In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article9
1999Adaptive polar sampling with an application to a Bayes measure of value-at-risk In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
paper15
1999Adaptive 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
2000ADAPTIVE 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
1999Adaptive 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
2004Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods In: LIDAM Reprints CORE.
[Citation analysis]
paper20
2004Adaptive 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
2003Adaptive 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
2006The impact of Central Bank FX interventions on currency components In: LIDAM Reprints CORE.
[Citation analysis]
paper10
2007The 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
2005The 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
2007The 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
2000Daily Exchange Rate Behaviour and Hedging of Currency Risk In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper21
1999Daily 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
2000Daily 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
2000Daily 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
1999Daily 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
2001Daily 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
2014Long memory with stochastic variance model: A recursive analysis for US inflation In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article13
2002Inflation, forecast intervals and long memory regression models In: International Journal of Forecasting.
[Full Text][Citation analysis]
article53
2001Inflation, 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
2004Time Series Modelling using TSMod 3.24 In: International Journal of Forecasting.
[Full Text][Citation analysis]
article2
2003Time 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
2005On model selection criteria as a starting point for sequential detection of non-linearity In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
2012Does the Canadian economy suffer from Dutch disease? In: Resource and Energy Economics.
[Full Text][Citation analysis]
article65
2009Does the Canadian economy suffer from Dutch Disease?.(2009) In: DEM Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65
paper
2009Does the Canadian Economy suffer from Dutch Disease?.(2009) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65
paper
2003Explaining Adaptive Radial-Based Direction Sampling In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
1998Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces In: Econometric Institute Research Papers.
[Citation analysis]
paper0
1998Adaptive 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
1998Long memory and level shifts: re-analysing inflation rates In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper92
1999Long memory and level shifts: Re-analyzing inflation rates.(1999) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 92
article
1998Long 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: 92
paper
2000On the variation of hedging decisions in daily currency risk management In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper2
2001On 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
2002Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper3
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]
paper5
2021Non-Standard Errors In: Working Papers.
[Full Text][Citation analysis]
paper9
2011A Bayesian Analysis of Unobserved Component Models Using Ox In: Journal of Statistical Software.
[Full Text][Citation analysis]
article5
2011A 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
2004Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form In: Economics Papers.
[Full Text][Citation analysis]
paper17
2006Inference 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
2004Inference 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
2012Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article14
2009Spot 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: 14
paper
2002Adaptive Polar Sampling In: Computing in Economics and Finance 2002.
[Citation analysis]
paper6
2002A Comparison of Marginal Likelihood Computation Methods In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper4
2002Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2007Dynamic Correlations and Optimal Hedge Ratios In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper3
2008Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper3
2010Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2011Relating Stochastic Volatility Estimation Methods In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper2
2013A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper2
2021Market power in Californias water market In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team