Peter K. Clark : Citation Profile

University of California-Davis

9

H index

6

i10 index

1886

Citations

RESEARCH PRODUCTION:

17

Articles

1

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1973 - 1997). See details.
   Cites by year: 78
   Journals where Peter K. Clark has often published
   Relations with other researchers
   Recent citing documents: 117.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pcl65
   Updated: 2026-10-17    RAS profile: 2026-08-11    
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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 Peter K. Clark.

Is cited by:

Andersen, Torben (33)

Bollerslev, Tim (30)

Diebold, Francis (20)

Hautsch, Nikolaus (16)

Perron, Pierre (15)

GUPTA, RANGAN (15)

Koundouri, Phoebe (13)

Rodríguez, Gabriel (12)

Weber, Enzo (12)

Shephard, Neil (11)

Wong, Wing-Keung (10)

Cites to:

Sims, Christopher (1)

Main data

Where Peter K. Clark has published?

Journals with more than one article published# docs
Brookings Papers on Economic Activity4
The Review of Economics and Statistics2
Review of Income and Wealth2

Recent works citing Peter K. Clark (2025 and 2024)

YearTitle of citing document
2025Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models. (2023). Polivka, Jeannine ; Dimitriadis, Timo ; Streicher, Sina ; Halbleib, Roxana. In: Papers. RePEc:arx:papers:2212.11833.

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2025From constant to rough: A survey of continuous volatility modeling. (2023). Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia ; Yurchenko-Tytarenko, Anton. In: Papers. RePEc:arx:papers:2309.01033.

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2024Functional CLTs for subordinated L\evy models in physics, finance, and econometrics. (2024). Wunderlich, Fabrice ; Sojmark, Andreas. In: Papers. RePEc:arx:papers:2312.15119.

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2025Joint Calibration to SPX and VIX Derivative Markets with Composite Change of Time Models. (2024). Cheng, Xue ; Peng, Xianhua. In: Papers. RePEc:arx:papers:2404.16295.

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2024The Theory of Intrinsic Time: A Primer. (2024). Glattfelder, James ; Olsen, Richard B. In: Papers. RePEc:arx:papers:2406.07354.

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2024A GCN-LSTM Approach for ES-mini and VX Futures Forecasting. (2024). Howison, Sam ; Michael, Nikolas ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2408.05659.

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2026An unbounded intensity model for point processes. (2024). Christensen, Kim ; Kolokolov, Alexei. In: Papers. RePEc:arx:papers:2408.06519.

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2024Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in Financial Markets. (2024). Jha, Ayush ; Shirvani, Abootaleb ; Fabozzi, Frank J ; Rachev, Svetlozar T. In: Papers. RePEc:arx:papers:2411.02804.

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2024Modelling financial returns with mixtures of generalized normal distributions. (2024). Duttilo, Pierdomenico. In: Papers. RePEc:arx:papers:2411.11847.

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2025Assessing Uncertainty in Stock Returns: A Gaussian Mixture Distribution-Based Method. (2025). Wang, Yanlong ; Xu, Jian ; Huang, Shao-Lun ; Sun, Danny Dongning ; Zhang, Xiao-Ping. In: Papers. RePEc:arx:papers:2503.06929.

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2026The Economic Impact of Low- and High-Frequency Temperature Changes. (2025). Ng, Serena ; Gospodinov, Nikolay ; Gaffney, Ignacio Lopez. In: Papers. RePEc:arx:papers:2505.08950.

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2025On Time-subordinated Brownian Motion Processes for Financial Markets. (2025). Kempthorne, Peter ; Shenoy, Rohan. In: Papers. RePEc:arx:papers:2510.14108.

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2026Information-Theoretic Approach to Financial Market Modelling. (2026). Platen, Eckhard. In: Papers. RePEc:arx:papers:2602.14575.

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2026Non-unique time and market incompleteness. (2026). Gebbie, Tim ; Angstmann, Chris. In: Papers. RePEc:arx:papers:2604.23608.

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2026Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law. (2026). Spiker, James A ; Sarantsev, Andrey ; Kozubowski, Tomasz J. In: Papers. RePEc:arx:papers:2605.00196.

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2026Extrema, Barrier Options, and Semi-Analytic Leverage Corrections in Stochastic-Clock Volatility Models. (2026). Guillaume, Tristan. In: Papers. RePEc:arx:papers:2605.06677.

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2026Multiplicative Langevin Process for Volatilities Produces Observed Q-Variance Regularities. (2026). Dannenberg, Alex ; Press, William H. In: Papers. RePEc:arx:papers:2606.00800.

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2026Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making. (2026). , Frank. In: Papers. RePEc:arx:papers:2606.01477.

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2026Option prices from operational-time reaction-boundary lattices. (2026). Gebbie, Tim ; Angstmann, Chris. In: Papers. RePEc:arx:papers:2606.09564.

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2026Realtime price impact detection. (2026). Zovko, Ilija I. In: Papers. RePEc:arx:papers:2606.13419.

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2026Revisiting Trade-sign Long-memory and Square-root Law price impact. (2026). Gebbie, Tim ; Angstmann, Chris. In: Papers. RePEc:arx:papers:2606.16269.

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2026Denoising Subordinated Probabilistic Models: Diffusion with a Tempered-Stable Volatility Clock, and What the Noise Mechanism Actually Controls. (2026). Zhao, Helin ; Shen, Junchi. In: Papers. RePEc:arx:papers:2607.19218.

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2026Pricing Temperature-Index Insurance under Long Memory and Stochastic Time Change. (2026). Shokrollahi, Foad ; Karimi, Nader. In: Papers. RePEc:arx:papers:2608.15097.

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2025The Predictive Power of Economic Policy Uncertainty for Exchange Rate Volatility: Evidence From Multiple Economies. (2025). Cai, Yingyuan ; Wei, Qing ; Chang, Bisharat Hussain. In: Australian Economic Papers. RePEc:bla:ausecp:v:64:y:2025:i:2:p:235-250.

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2025Disagreement and returns: The case of cryptocurrencies. (2025). Hsiao, Lawrence ; Garfinkel, Jon A ; Hu, Danqi. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:3:p:633-672.

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2024Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86.

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2024Multivariate Trend‐Cycle‐Seasonal Decompositions with Correlated Innovations. (2024). Jacobs, Jan ; Osborn, Denise R ; Tian, Jing. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1260-1289.

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2024Variation Index of the Output Gap (VIOG): A New Way of Testing Potential GDP Estimations. (2024). Ceballos, Hermilson Velasquez ; Rendon, Alvaro Hurtado ; Barrera, Alejandro Pinilla. In: Documentos de Trabajo de Valor Público. RePEc:col:000122:000002.

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2026Strong convergence and Mittag-Leffler stability of stochastic theta method for time-changed stochastic differential equations. (2026). Chen, Jinwen ; Ye, Jun ; Wang, Zhidong. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:522:y:2026:i:c:s0096300325006241.

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2024Return volatility and trading volume of GameFi. (2024). Shen, Dehua ; Goodell, John W ; Shi, Guiqiang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000704.

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2026Dynamic order dispersion and volatility persistence in a simple limit order book model. (2026). Paddrik, Mark ; Lebaron, Blake ; Hawley, Andrew ; Palmer, Nathan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:188:y:2026:i:c:s0165188926000801.

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2024Econometric issues in the estimation of the natural rate of interest. (2024). Buncic, Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004534.

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2024Characterizing the schooling cycle. (2024). Sadaba, Barbara ; MAIER, SOFIA ; Vuji, Sunica. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000051.

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2025Examining Chinese volume–volatility nexus: A regime-switching perspective. (2025). Yan, Yayi ; Xia, Yingcun ; Wang, Shaoping. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003407.

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2025Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720.

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2026Inflation volatility under rational inattention: A semi-parametric model and the directional volatility ratio. (2026). Garcia-Hiernaux, Alfredo ; Gonzalez-Perez, Maria T ; Guerrero, David E. In: Economic Modelling. RePEc:eee:ecmode:v:157:y:2026:i:c:s0264999326000453.

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2024A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Kao, Yu-Sheng ; Day, Min-Yuh ; Chou, Ke-Hsin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846.

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2024A robust Beveridge–Nelson decomposition using a score-driven approach with an application. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Gorgi, P ; Blasques, F. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000715.

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2025News sentiment and investment risk management: Innovative evidence from the large language models. (2025). Liu, Tong ; Shi, Yanlin. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006086.

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2026Accounting for structural breaks in the Hamilton filter. (2026). Goto, Eiji ; Donayre, Luiggi. In: Economics Letters. RePEc:eee:ecolet:v:267:y:2026:i:c:s0165176526002697.

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2024Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Gorgi, Paolo ; Blasques, Francisco. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002919.

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2024An unbounded intensity model for point processes. (2024). Kolokolov, Aleksey ; Christensen, Kim. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001854.

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2024On the spectral density of fractional Ornstein–Uhlenbeck processes. (2024). Yu, Jun ; Zhang, Chen ; Shi, Shuping. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002173.

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2025Identifying the volatility risk price through the leverage effect. (2025). Renault, Eric ; Sangrey, Paul ; Cheng, XU. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s030440762400294x.

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2025Multiplicative factor model for volatility. (2025). Engle, Robert ; Ding, Yi ; Zheng, Xinghua ; Li, Yingying. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000132.

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2026Efficient sampling for realized variance estimation in time-changed diffusion models. (2026). Polivka, Jeannine ; Dimitriadis, Timo ; Streicher, Sina ; Halbleib, Roxana ; Rennspies, Jasper ; Wolter, Axel Friedrich. In: Journal of Econometrics. RePEc:eee:econom:v:254:y:2026:i:pa:s0304407625002039.

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2026To be or not to be: Roughness or long memory in volatility?. (2026). Christensen, Peter Korsbakke ; Bennedsen, Mikkel. In: Journal of Econometrics. RePEc:eee:econom:v:254:y:2026:i:pb:s030440762600014x.

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2024Industrial Connectedness and Business Cycle Comovements. (2024). Owyang, Michael ; Guisinger, Amy ; Soques, Daniel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:132-149.

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2024A new macro-financial condition index for the euro area. (2024). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:64-87.

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2025Multivariate additive subordination with applications in finance. (2025). Ballotta, Laura ; Amici, Giovanni ; Semeraro, Patrizia. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:3:p:1004-1020.

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2026Factor models and mutually exciting jump processes for financial systemic risk. (2026). Nyawa, Serge. In: European Journal of Operational Research. RePEc:eee:ejores:v:332:y:2026:i:3:p:1004-1015.

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2025Market perspective on climate actions and clean energy transition. (2025). Xia, Qinqin. In: Energy Policy. RePEc:eee:enepol:v:198:y:2025:i:c:s0301421524004907.

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2025The disposition effect and market volatility prediction. (2025). Cui, Xudong ; Liu, Tong ; Gong, PU. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pb:s1057521925008063.

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2024Estimation error and partial moments. (2024). Viole, Fred ; Nawrocki, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003752.

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2024Internet stock message boards and the price–volume relationship: Registered users vs non-registered users. (2024). Shen, Dehua ; Zhang, Zuochao. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000941.

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2024Not all the news fitting to reprint: Evidence from price-volume relationship. (2024). Shen, Dehua ; Zhang, Zuochao. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001582.

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2025JDAPP: Reinforcement learning with phaseshift jump diffusion and Fourier randomization for robust financial agent training. (2025). Stutz, Michael ; Popova, Ivilina. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pg:s1544612325022731.

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2025Revisiting the ∪-shaped patterns in volatility and price impacts: Novel results using trade-time estimates. (2025). Bernhardt, Dan ; Barardehi, Yashar H. In: Journal of Financial Markets. RePEc:eee:finmar:v:74:y:2025:i:c:s1386418125000114.

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2024Multifactor conditional equity premium model: Evidence from Chinas stock market. (2024). Shi, Yongdong ; Guo, Hui ; Cheng, Hang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000372.

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2026Supply-side or demand-side? Assessing the economic impact of pandemics and wars on G7 countries since the 1800s. (2026). Mammi, Irene ; Donadelli, Michael ; Paradiso, Antonio. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:246:y:2026:i:c:s0167268126001265.

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2026The role of global inflation in estimation of US output components in the post Bretton Woods Era: evidence from multivariate unobserved components models. (2026). Basistha, Arabinda. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:164:y:2026:i:c:s0261560626000410.

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2024Forecasting downside and upside realized volatility: The role of asymmetric information. (2024). Maki, Daiki. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000069.

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2026Informed trading, investor beliefs consensus and volatility: Evidence from the Limit Order Book dynamics during COVID-19 and short-selling ban. (2026). Ferreruela, Sandra ; Martn, Daniel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:81:y:2026:i:c:s1042444x25000489.

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2025Empirical properties of volume dynamics in the limit order book. (2025). Leyvraz, Francois ; Navarro, Roberto Mota ; Larralde, Hernn. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:658:y:2025:i:c:s037843712400743x.

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2026Housing market variables and predictability of state-level stock market volatility of the United States: Fundamentals versus sentiments in a mixed-frequency framework. (2026). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:105:y:2026:i:c:s1062976925001280.

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2026Optimal maintenance strategies for deteriorating products with heavy-tailed degradation pattern. (2026). Pan, Guangze ; Zhao, Ziyan ; Zhai, Qingqing. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:275:y:2026:i:p1:s0951832026005697.

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2024The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Kao, Yu-Sheng ; Ku, Yu-Cheng ; Zhao, Kai ; Chuang, Hwei-Lin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542.

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2024Asymmetric effect of trading volume on realized volatility. (2024). Maki, Daiki. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003800.

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2024An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks: Implications for forecasting. (2024). Patra, Saswat. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400426x.

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2025Information loss from perception alignment. (2025). Dalko, Viktoria ; Ardakani, Omid M ; Shim, Hyeeun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024008220.

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2024The effect of the 2008–09 short selling sales ban on UK security equities in relation to market metrics of volatility, liquidity, and price discovery. (2024). Guidi, Francesco ; Patel, Harihar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001090.

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2024The role of investors’ fear in crude oil volatility forecasting. (2024). Molnar, Peter ; Haukvik, Nicole ; Cheraghali, Hamid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001466.

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2026When news travels: The role of sentiment in CME Nikkei futures returns. (2026). Smales, Lee. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s0275531925004799.

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2024Are the Crypto Markets Shock Resilient to COVID-19? A Comparative Investigation of Trading Prices and Volumes. (2024). Bwando, William ; Ul, Asad. In: International Econometric Review (IER). RePEc:erh:journl:v:16:y:2024:i:2:p:148-171.

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2024Optimization of Financial Indicators in Shale-Gas Wells Combining Numerical Decline Curve Analysis and Economic Data Analysis. (2024). Juanes, Ruben ; Cueto-Felgueroso, Luis ; Colominas, Ignasi ; Soage, Andres. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:4:p:864-:d:1337927.

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2025Multifractality and Its Sources in the Digital Currency Market. (2025). Kwapie, Jarosaw ; Wtorek, Marcin ; Drod, Stanisaw ; Kluszczyski, Robert. In: Future Internet. RePEc:gam:jftint:v:17:y:2025:i:10:p:470-:d:1769773.

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2024Research on the Correlation between the Exchange Rate of Offshore RMB and the Stock Index Futures. (2024). Yang, Zhi ; Fei, Zhao ; Wang, Jing. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:5:p:695-:d:1347231.

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2025Bayesian Analysis of Bitcoin Volatility Using Minute-by-Minute Data and Flexible Stochastic Volatility Models. (2025). Nakatsuma, Teruo ; Nakakita, Makoto ; Toyabe, Tomoki. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:16:p:2691-:d:1729283.

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2025Estimates of the Natural Rate of Interest Consistent with a Supply-Side Structure and a Monetary Policy Rule for the U.S. Economy. (2025). Laforte, Jean-Philippe ; Gonzlez-Astudillo, Manuel. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2025:q:1:a:3.

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2026Determinants of Liquidity in the Japanese Government Bond Market: An Interpretable Machine Learning Approach. (2026). Sakiyama, Toshiyuki ; Kojima, Satoko. In: IMES Discussion Paper Series. RePEc:ime:imedps:26-e-03.

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2024Facility Location Problem: Modeling Joint Disruptions Using Subordination. (2024). Malladi, Vishwakant ; Muthuraman, Kumar. In: Transportation Science. RePEc:inm:ortrsc:v:58:y:2024:i:5:p:1016-1032.

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2025The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Wang, Shixuan ; Bonato, Matteo. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:71:y:2025:i:4:d:10.1007_s11146-024-09978-z.

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2025Portfolio optimization in deformed time. (2025). Fall, Malick. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:2:d:10.1057_s41260-024-00378-9.

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2025Multifractal relationship between decomposed oil price shocks and trading volume. (2025). Apergis, Nicholas ; Yan, Huanhuan ; He, Pengchao ; Lu, Xunfa. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05227-7.

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2024Identifying the Volatility Risk Price Through the Leverage Effect. (2024). Cheng, XU ; Sangrey, Paul ; Renault, Eric. In: PIER Working Paper Archive. RePEc:pen:papers:24-013.

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2026The Output Gap: Method Choice, Data Revisions, and Policy Implications. (2026). Kumar, Labesh. In: MPRA Paper. RePEc:pra:mprapa:127829.

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2026Where Volume Belongs in a Tail Risk Model: Extreme Quantile Forecasts, Subordination, and Market Depth. (2026). Bin, Muhammad Luqman. In: MPRA Paper. RePEc:pra:mprapa:130162.

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2024Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis. (2024). GUPTA, RANGAN ; Gallo, Giampiero ; Cepni, Oguzhan ; Candila, Vincenzo. In: Working Papers. RePEc:pre:wpaper:202437.

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2025Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility. (2025). GUPTA, RANGAN ; Bouri, Elie ; Polat, Onur ; Brahim, Mariem. In: Working Papers. RePEc:pre:wpaper:202517.

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2024Filtering economic time series: On the cyclical properties of Hamilton€™s regression filter and the Hodrick-Prescott filter. (2024). Schüler, Yves. In: Review of Economic Dynamics. RePEc:red:issued:23-94.

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2024Investment Hysteresis: An Empirical Essay Turkish Case. (2024). Algan, Nee ; Yaldaram, Koray ; Bal, Harun. In: Evaluation Review. RePEc:sae:evarev:v:48:y:2024:i:1:p:143-176.

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2024On the Relationship between the Money Rate of Interest and Aggregate Investment Spending. (2024). Anal, Vedit. In: Review of Radical Political Economics. RePEc:sae:reorpe:v:56:y:2024:i:2:p:300-318.

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2024An efficient unified approach for spread option pricing in a copula market model. (2024). Mercuri, Lorenzo ; Berton, Edoardo. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-023-05549-2.

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2025A welcome to the jungle of continuous-time multivariate non-Gaussian models based on Lévy processes applied to finance. (2025). Bianchi, Michele Leonardo ; Tassinari, Gian Luca ; Hitaj, Asmerilda. In: Annals of Operations Research. RePEc:spr:annopr:v:352:y:2025:i:3:d:10.1007_s10479-022-04970-3.

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2026Will Market Participants Affect the Volume-Price Relationship in the Chinese Stock Market? An Empirical Analysis Based on the DCC-MIDAS Model. (2026). Wan, Shunfeng ; Fang, Jingjing ; Tang, Yong ; Cai, Zhanpeng. In: Annals of Data Science. RePEc:spr:aodasc:v:13:y:2026:i:2:d:10.1007_s40745-025-00655-3.

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2024The power of news data in forecasting tail risk: evidence from China. (2024). Ma, Yong ; Yan, LU ; Pan, Dongtao. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02620-0.

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2025Comparing real-time uncertainty of the Hodrick-Prescott and Hamilton trend/cycle decompositions. (2025). Jönsson, Kristian ; Jnsson, Kristian. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02765-6.

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2025Trading behavior-stock market volatility nexus among institutional and individual investors. (2025). Zolfaghari, Mehdi ; Saranj, Alireza. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00717-0.

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2025Baidu News and the return volatility of Chinese commodity futures: evidence for the sequential information arrival hypothesis. (2025). Xiong, Xiong ; Ma, Junjun ; Zhang, Yuzhao ; Zhao, Ruwei. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00753-4.

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2025A Quarter Century of Okun’s Law in Scholarly Literature. (2025). Boa, Martin ; Povaanov, Mariana. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:6:d:10.1007_s13132-024-02425-7.

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2026The economic impact of pandemics and wars in pre-modern Western Europe: A supply-side perspective. (2026). Paradiso, Antonio ; Donadelli, Michael. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:36:y:2026:i:1:d:10.1007_s00191-025-00929-2.

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More than 100 citations found, this list is not complete...

Works by Peter K. Clark:

YearTitleTypeCited
1982Inflation and the Productivity Decline. In: American Economic Review.
[Full Text][Citation analysis]		article18
1979Investment in the 1970s: Theory, Performance, and Prediction In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article50
1979Issues in the Analysis of Capital Formation and Productivity Growth In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article9
1984Productivity and Profits in the 1980s: Are They Really Improving? In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article3
1993Tax Incentives and Equipment Investment In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article26
1978Capital Formation and the Recent Productivity Slowdown. In: Journal of Finance.
[Full Text][Citation analysis]		article9
1979POTENTIAL GNP IN THE UNITED STATES, 1948–80 In: Review of Income and Wealth.
[Full Text][Citation analysis]		article0
1979Potential GNP in the United States, 1948-80. In: Review of Income and Wealth.
[Citation analysis]		article5
1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices. In: Econometrica.
[Full Text][Citation analysis]		article1224
1988Nearly redundant parameters and measures of persistence in economic time series In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article9
1989Trend reversion in real output and unemployment In: Journal of Econometrics.
[Full Text][Citation analysis]		article135
1981A comparison of ten U.S. oil and gas supply models In: Resources and Energy.
[Full Text][Citation analysis]		article3
1988Postwar Developments in Business Cycle Theory: A Moderately Classical Perspective: Comment. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article0
1974Operational Time and Seasonality in Distributed Lag Estimation In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
1987The Cyclical Component of U. S. Economic Activity In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article394
1974A New Stochastic Price Fluctuation Model: Comment In: The Review of Economic Studies.
[Full Text][Citation analysis]		article0
1997Self-affine variation in fractal time In: Springer Books.
[Citation analysis]		chapter0
1975The Use of Operational Time to Correct for Sampling Interval Mis-specification. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article0
1985The Labor Productivity Slowdown in the United States: Evidence from Physical Output Measures. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article1

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