4
H index
2
i10 index
53
Citations
Hugues E. Pirotte Speder : Citation Profile
Université Libre de Bruxelles | RESEARCH PRODUCTION: 10 Articles 23 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
25 years (1997 - 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 Hugues E. Pirotte Speder. | Is cited by:
| Cites to:
|
Main data
Where Hugues E. Pirotte Speder has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Asset Management | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| ULB Institutional Repository / ULB -- Universite Libre de Bruxelles | 13 |
| Working Papers CEB / ULB -- Universite Libre de Bruxelles | 9 |
Recent works citing Hugues E. Pirotte Speder (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper |
| 2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359. Full description at Econpapers || Download paper |
| 2023 | Parametric estimation of long memory in factor models. (2023). Ergemen, Yunus Emre. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1483-1499. Full description at Econpapers || Download paper |
| 2024 | Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593. Full description at Econpapers || Download paper |
| 2023 | Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430. Full description at Econpapers || Download paper |
Works by Hugues E. Pirotte Speder:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Le rôle des produits dérivés face au risque systémique In: Reflets et perspectives de la vie économique. [Full Text][Citation analysis] | article | 0 |
| 2010 | Le rôle des produits dérivés face au risque systémique.(2010) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Stock exchange competition: the case of Geneva during the interwar period In: Financial History Review. [Full Text][Citation analysis] | article | 0 |
| 2011 | Market liquidity as dynamic factors In: Working Papers ECARES. [Citation analysis] | paper | 20 |
| 2011 | Market liquidity as dynamic factors.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 1997 | Swap credit risk: An empirical investigation on transaction data In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 11 |
| 1997 | Swap Credit Risk: An Empirical Investigation on Transaction Data..(1997) In: Working Papers CEB. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 1997 | Swap Credit Risk: An Empirical Investigation on Transaction Data..(1997) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2022 | Beyond mean–variance: assessing hedge fund performance in a non-parametric world In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 1 |
| 2019 | Revisiting private equity performance computation for multi-asset investors In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
| 2021 | Can an equity structure dominate the risk-return profile of corporate bonds? In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
| 2014 | Alpha or not Alpha: The Case of the Hedge Fund Industry In: Bankers, Markets & Investors. [Full Text][Citation analysis] | article | 0 |
| 2014 | Alpha or Not Alpha: The Case of the Hedge Fund Industry.(2014) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | Credit risk mitigation evidence in auto leases: LGD and residual value risk In: Working Papers CEB. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Comment on the proposed CRD amendment on significant risk transfer In: Working Papers CEB. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Sector classification through non-Gaussian similarity In: Working Papers CEB. [Full Text][Citation analysis] | paper | 7 |
| 2010 | Sector classification through non-Gaussian similarity.(2010) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2010 | Sector Classification through non-Gaussian Similarity.(2010) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2011 | Does manager offshore experience count in the alternative UCITS universe? In: Working Papers CEB. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Unveiling Sovereign Effects in European Banks CDS Spreads Variations In: Working Papers CEB. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Assessing the Performance of Funds of Hedge Funds In: Working Papers CEB. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Implementing a Structural Valuation Model of Swap Credit-Sensitive Rates. In: Working Papers CEB. [Full Text][Citation analysis] | paper | 0 |
| 1999 | A Structural Model of the Term Structure of Credit Spreads with Stochastic Recovery and Contractual Design In: Working Papers CEB. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Residual value risk in the leasing industry: A European case In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
| 2008 | Residual value risk in the leasing industry: A European case.(2008) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2008 | Synthèse de cours et exercices corrigés :Finance In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 2011 | Synthèse de cours et exercices corrigés :Finance.(2011) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | Synthèse de cours et exercices corrigés :Finance.(2004) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | Credit risk appraisal: from the firm structural approach to modern probabilistic methodologies In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 2013 | Les agences de notation financière: Entre marchés et États In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 1998 | How well do classical credit risk pricing models fit swap transaction data? In: ULB Institutional Repository. [Citation analysis] | paper | 2 |
| 2000 | Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk In: ULB Institutional Repository. [Citation analysis] | paper | 4 |
| 2005 | Finance Corporate In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team