Citation profile for Alexander Ristig

Alexander Ristig : Citation Profile

Universität Wien

H index

i10 index

Citations

RESEARCH PRODUCTION:

Papers

RESEARCH ACTIVITY:

   3 years (2012 - 2015). See details.
   Cites by year: 13
   Journals where Alexander Ristig has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 1 (2.44 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri277
   Updated: 2026-03-28    RAS profile: 2023-02-24
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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 Alexander Ristig.

Is cited by:

Okhrin, Ostap (7)

Targino, Rodrigo (4)

Tetereva, Anastasija (3)

Hautsch, Nikolaus (2)

Tente, Natalia (2)

Zeytoon Nejad Moosavian, Seyyed Ali (2)

Hayes, Dermot (1)

Araujo Enciso, Sergio René (1)

Penikas, Henry (1)

Fermanian, Jean-David (1)

Perez Dominguez, Ignacio (1)

Cites to:

Okhrin, Ostap (8)

Engle, Robert (6)

Manganelli, Simone (5)

Fan, Jianqing (4)

Bollerslev, Tim (3)

Härdle, Wolfgang (3)

Kim, Tae-Hwan (3)

Yilmaz, Kamil (3)

Chen, Xiaohong (3)

Diebold, Francis (3)

Shephard, Neil (2)

Main data

Where Alexander Ristig has published?

Working Papers Series with more than one paper published	# docs
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk	4

Recent works citing Alexander Ristig (2025 and 2024)

Year	Title of citing document
2024	Parametric dependence between random vectors via copula-based divergence measures. (2024). de Keyser, Steven ; Gijbels, Irene. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:203:y:2024:i:c:s0047259x24000435. Full description at Econpapers \|\| Download paper
2025	Inference for overparametrized hierarchical Archimedean copulas. (2025). Tang, Yanbo ; Perreault, Samuel ; Pan, Ruyi ; Reid, Nancy. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:210:y:2025:i:c:s0047259x25000788. Full description at Econpapers \|\| Download paper

Works by Alexander Ristig:

Year	Title	Type	Cited
2012	Hierarchical Archimedean Copulae: The HAC Package In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	17
2014	Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	2
2015	Conditional Systemic Risk with Penalized Copula In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	3
2012	Hierarchical Archimedean copulae: The HAC package In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	16
2012	Modeling time-varying dependencies between positive-valued high-frequency time series In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	0
2014	Efficient iterative maximum likelihood estimation of high-parameterized time series models In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	1
2015	Conditional systemic risk with penalized copula In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	1