4
H index
4
i10 index
459
Citations
| 4 H index 4 i10 index 459 Citations RESEARCH PRODUCTION: 4 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Carla H. Inclan. | Is cited by: | Cites to: |
| Year | Title of citing document |
|---|---|
| 2025 | Human capital in asset pricing: The case of the Brazilian stock market during crisis periods. (2025). Zada, Hassan ; Afeef, Mustafa ; Khan, Naveed. In: Modern Finance. RePEc:bdy:modfin:v:3:y:2025:i:2:p:29-57:id:237. Full description at Econpapers || Download paper |
| 2024 | The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Hasanov, Akram ; Khajimuratov, Nizomjon Shukurullaevich ; Qizi, Madina Mansur ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062. Full description at Econpapers || Download paper |
| 2024 | Spillover effects from China and the United States to Key Regional Emerging Markets: A dynamic analysis. (2024). Bonga-Bonga, Lumengo ; Mpoha, Salifya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005318. Full description at Econpapers || Download paper |
| 2024 | Do design features explain the volatility of cryptocurrencies?. (2024). Shi, Yanghua ; Uhrig-Homburg, Marliese ; Eska, Fabian E ; Theissen, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400566x. Full description at Econpapers || Download paper |
| 2024 | Volatility transmission between upstream and midstream energy sectors. (2024). Payne, James ; Malik, Farooq ; Ewing, Bradley T. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1191-1199. Full description at Econpapers || Download paper |
| 2024 | Deciphering asymmetric spillovers in US industries: Insights from higher-order moments. (2024). Shafiullah, Muhammad ; lucey, brian ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001065. Full description at Econpapers || Download paper |
| 2024 | Water Resources Information Disclosure and Sustainable Development: Evidence from China. (2024). Zhang, Xia ; Ma, Beiling ; Yu, Hui-Cheng. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:23:p:10369-:d:1530571. Full description at Econpapers || Download paper |
| 2024 | Data segmentation for time series based on a general moving sum approach. (2024). Kirch, Claudia ; Reckruehm, Kerstin. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:76:y:2024:i:3:d:10.1007_s10463-023-00892-4. Full description at Econpapers || Download paper |
| 2025 | Portfolio risk of cryptocurrency inclusion: a comparison among conventional cryptocurrencies and asset-backed cryptocurrencies. (2025). Husain, Afzol ; Yii, Kwang-Jing ; Fung, Chorng Yuan ; Busulwa, Richard. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:3:d:10.1007_s40822-025-00320-3. Full description at Econpapers || Download paper |
| 2024 | Influence of political stability on the stock market returns and volatility: GARCH and EGARCH approach. (2024). Mikhaylov, Alexey ; Zhang, Vince Wanhao ; Khan, Naqib Ullah ; Alim, Wajid ; Cai, Helen Huifen ; Yuan, Qiong. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00658-8. Full description at Econpapers || Download paper |
| 2024 | Oil price uncertainty and the relation to tanker shipping. (2024). Pouliasis, Panos K ; Bentsos, Christos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2472-2494. Full description at Econpapers || Download paper |
| 2024 | Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint. (2024). Wang, Yudong ; Hao, Xianfeng ; Geng, Qianjie. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:2:p:309-325. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 1989 | AUTOREGRESSIVE MODELS WITH SUDDEN VARIANCE CHANGES AT UNKNOWN POINTS. In: UFAE and IAE Working Papers. [Citation analysis] | paper | 0 |
| 1993 | Detection of Multiple Changes of Variance Using Posterior Odds. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 22 |
| 1999 | Volatility in Emerging Stock Markets In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 357 |
| 1996 | Corporate environmental disclosures: Competitive disclosure hypothesis using 1991 annual report data In: The International Journal of Accounting. [Full Text][Citation analysis] | article | 41 |
| 1996 | Detecting volatility changes across the oil sector In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 39 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team