Citation profile for Yves Dominicy

Yves Dominicy : Citation Profile

Université Libre de Bruxelles

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   1 years (2012 - 2013). See details.
   Cites by year: 46
   Journals where Yves Dominicy has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 1 (2.13 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdo328
   Updated: 2026-05-02    RAS profile: 2023-05-06
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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 Yves Dominicy.

Is cited by:

Charemza, Wojciech (6)

Díaz, Carlos (6)

Misiorek, Adam (2)

Tsionas, Mike (2)

Laurent, Sébastien (2)

Ricci, Lorenzo (2)

Fabozzi, Frank (2)

Weron, Rafał (2)

Halbleib, Roxana (2)

Petrella, Lea (2)

Horvath, Lajos (2)

Cites to:

Veredas, David (5)

Lombardi, Marco (4)

de Vries, Casper (4)

Yoldas, Emre (3)

Gonzalez-Rivera, Gloria (3)

Renault, Eric (3)

gourieroux, christian (2)

Monfort, Alain (2)

Bollerslev, Tim (2)

Senyuz, Zeynep (2)

Carrasco, Marine (1)

Main data

Where Yves Dominicy has published?

Working Papers Series with more than one paper published	# docs
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles	2

Recent works citing Yves Dominicy (2025 and 2024)

Year	Title of citing document
2025	Sparse simulation-based estimator built on quantiles. (2025). Petrella, Lea ; Bernardi, Mauro ; Stolfi, Paola. In: Econometrics and Statistics. RePEc:eee:ecosta:v:34:y:2025:i:c:p:32-43. Full description at Econpapers \|\| Download paper
2025	A 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. Full description at Econpapers \|\| Download paper
2024	Estimation of stability index for symmetric $$\alpha $$ α -stable distribution using quantile conditional variance ratios. (2024). Wyomaska, Agnieszka ; Pitera, Marcin ; Jelito, Damian ; Pczek, Kewin. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:1:d:10.1007_s11749-023-00894-7. Full description at Econpapers \|\| Download paper

Works by Yves Dominicy:

Year	Title	Type	Cited
2012	Marginal quantiles for stationary processes In: Working Papers. [Full Text][Citation analysis]	paper	2
2013	The method of simulated quantiles In: Journal of Econometrics. [Full Text][Citation analysis]	article	31
2013	On sample marginal quantiles for stationary processes In: Statistics & Probability Letters. [Full Text][Citation analysis]	article	4
2013	On sample marginal quantiles for stationary processes.(2013) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 4	paper
2013	Inference for vast dimensional elliptical distributions In: Computational Statistics. [Full Text][Citation analysis]	article	9
2013	Inference for vast dimensional elliptical distributions.(2013) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 9	paper