6
H index
2
i10 index
142
Citations
Eva Ferreira : Citation Profile
Universidad del País Vasco - Euskal Herriko Unibertsitatea | RESEARCH PRODUCTION: 24 Articles 6 Papers 2 Books EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1996 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Eva Ferreira. | Is cited by:
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Main data
Where Eva Ferreira has published?
Recent works citing Eva Ferreira (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Fast estimation of Kendalls Tau and conditional Kendalls Tau matrices under structural assumptions. (2022). Derumigny, Alexis ; van der Spek, Rutger. In: Papers. RePEc:arx:papers:2204.03285. Full description at Econpapers || Download paper |
Eva Ferreira has edited the books:
| Year | Title | Type | Cited |
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Works by Eva Ferreira:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Time-varying coefficient estimation in SURE models. Application to portfolio management In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 8 |
| 2021 | Time-Varying Coefficient Estimation in SURE Models. Application to Portfolio Management*.(2021) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2021 | Loss of structural balance in stock markets In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Testing for Differences Between Conditional Means in a Time Series Context In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 9 |
| 2008 | Economic Sentiment and Yield Spreads in Europe In: European Financial Management. [Full Text][Citation analysis] | article | 10 |
| 1999 | Variable Bandwidth Kernel Estimators of the Spectral Density In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2010 | Vantagens Competitivas em Instituições de Ensino Superior: proposta e teste de um modelo In: Working Papers de Gestão, Economia e Marketing (Management, Economics and Marketing Working Papers). [Full Text][Citation analysis] | paper | 0 |
| 2008 | Nonparametric estimation of conditional beta pricing models In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Semiparametric approaches to signal extraction problems in economic time series In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 6 |
| 2003 | An algorithm to estimate time-varying parameter SURE models under different types of restriction In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 6 |
| 1996 | A note on cointegration and control In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2001 | Modelling the duration of firms in Chapter 11 bankruptcy using a flexible model In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2005 | Nonparametric estimation of time varying parameters under shape restrictions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 61 |
| 2011 | Conditional beta pricing models: A nonparametric approach In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 9 |
| 1997 | Kernel regression estimates of growth curves using nonstationary correlated errors In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 7 |
| 1998 | Using M-type smoothing splines to estimate the spectral density of a stationary time series In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2003 | Elementos de Probabilidad y Estadística In: UPV/EHU Books. [Citation analysis] | book | 0 |
| 2007 | Estatistika Deskribatzailearen eta Probabilitatearen Baliabideak In: UPV/EHU Books. [Citation analysis] | book | 0 |
| 2016 | Optimal Dynamic Resource Allocation to Prevent Defaults In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 1996 | Un modelo aditivo semiparamétrico para estimación de capturas: el caso de las pesquerÃas de Terranova In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 5 |
| 2005 | An empirical comparison of the performance of alternative option pricing models In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 4 |
| 2004 | Beyond Single-Factor Affine Term Structure Models In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 1 |
| 1997 | Regulace nabídky peněz prostřednictvím monetární báze In: Politická ekonomie. [Full Text][Citation analysis] | article | 0 |
| 2022 | Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 1 |
| 2022 | Correction to: Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2002 | Length of time spent in Chapter 11 bankruptcy: a censored partial regression model In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
| 2015 | Nonparametric methods for estimating and testing for constant betas in asset pricing models In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2018 | Why are there time-varying comovements in the European stock market? In: The European Journal of Finance. [Full Text][Citation analysis] | article | 2 |
| 2022 | The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 1 |
| 2022 | Gender implicit bias and glass ceiling effects In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| 1997 | Growth curve models with non‐stationary errors In: Applied Stochastic Models and Data Analysis. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team