Citation analysis for CREATES Research Papers / Department of Economics and Business Economics, Aarhus University

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

0.57

5 Years IF

0.38

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.13	0	0	0	0	0		0	0		0			0		0	0.07
1991	0	0.11	0	0	0	0	0		0	0		0			0		0	0.06
1992	0	0.1	0	0	0	0	0		0	0		0			0		0	0.07
1993	0	0.13	0	0	0	0	0		0	0		0			0		0	0.07
1994	0	0.13	0	0	0	0	0		0	0		0			0		0	0.06
1995	0	0.19	0	0	0	0	0		0	0		0			0		0	0.09
1996	0	0.22	0	0	0	0	0		0	0		0			0		0	0.12
1997	0	0.23	0	0	0	0	0		2	0		0			0		0	0.12
1998	0	0.24	0	0	0	0	0		3	0		0			0		0	0.15
1999	0	0.32	0	0	0	0	0		6	0		0			0		0	0.21
2000	0	0.47	0	0	0	0	0		7	0		0			0		0	0.2
2001	0	0.4	0	0	0	0	0		9	0		0			0		0	0.22
2002	0	0.41	0	0	0	0	0		17	0		0			0		0	0.23
2003	0	0.42	0	0	0	0	0		25	0		0			0		0	0.24
2004	0	0.47	0	0	0	0	0		33	0		0			0		0	0.27
2005	0	0.49	0	0	0	0	0		36	0		0			0		0	0.29
2006	0	0.48	0	0	0	0	0		44	0		0			0		0	0.27
2007	0	0.41	0.62	0	45	45	1054	17	72	0		0		13	76.5	17	0.38	0.22
2008	1.22	0.46	0.98	1.22	65	110	463	99	180	45	55	45	55	31	31.3	33	0.51	0.23
2009	0.9	0.43	0.97	0.9	60	170	416	158	345	110	99	110	99	56	35.4	25	0.42	0.23
2010	0.57	0.37	0.7	0.74	74	244	274	168	515	125	71	170	125	16	9.5	21	0.28	0.2
2011	0.61	0.47	0.87	0.77	56	300	141	258	777	134	82	244	189	27	10.5	14	0.25	0.25
2012	0.32	0.5	0.7	0.58	56	356	316	243	1025	130	42	300	175	36	14.8	21	0.38	0.26
2013	0.61	0.52	0.72	0.52	51	407	171	289	1319	112	68	311	161	24	8.3	12	0.24	0.24
2014	0.71	0.54	0.73	0.56	63	470	194	340	1660	107	76	297	166	37	10.9	25	0.4	0.28
2015	0.54	0.54	0.69	0.51	57	527	116	360	2021	114	62	300	153	32	8.9	16	0.28	0.28
2016	0.73	0.57	0.69	0.59	33	560	57	384	2405	120	88	283	167	32	8.3	7	0.21	0.29
2017	0.46	0.58	0.58	0.57	41	601	45	348	2753	90	41	260	149	7	2	4	0.1	0.28
2018	0.43	0.6	0.43	0.36	36	637	34	273	3026	74	32	245	89	11	4	2	0.06	0.31
2019	0.57	0.65	0.44	0.38	23	660	15	292	3318	77	44	230	87	7	2.4	15	0.65	0.38

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	2007	Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility. (2007). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben. In: CREATES Research Papers. RePEc:aah:create:2007-18. Full description at Econpapers \|\| Download paper	502
2	2007	Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets. (2007). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben. In: CREATES Research Papers. RePEc:aah:create:2007-20. Full description at Econpapers \|\| Download paper	345
3	2012	Is the Potential for International Diversi?cation Disappearing? A Dynamic Copula Approach. (2012). Christoffersen, Peter ; Errunza, Vihang ; Jacobs, Kris ; Langlois, Hugues. In: CREATES Research Papers. RePEc:aah:create:2012-48. Full description at Econpapers \|\| Download paper	121
4	2009	The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work so Well. (2009). Christoffersen, Peter ; Heston, Steven ; Jacobs, Kris. In: CREATES Research Papers. RePEc:aah:create:2009-34. Full description at Econpapers \|\| Download paper	119
5	2008	Option Valuation with Long-run and Short-run Volatility Components. (2008). Christoffersen, Peter ; Wang, Yintian ; Jacobs, Kris ; ORNTHANALAI, CHAYAWAT . In: CREATES Research Papers. RePEc:aah:create:2008-11. Full description at Econpapers \|\| Download paper	78
6	2009	Poisson Autoregression. (2009). Rahbek, Anders ; Fokianos, Konstantinos ; Tjostheim, Dag. In: CREATES Research Papers. RePEc:aah:create:2009-12. Full description at Econpapers \|\| Download paper	58
7	2010	Stochastic Volatility. (2010). Benzoni, Luca ; Andersen, Torben. In: CREATES Research Papers. RePEc:aah:create:2010-10. Full description at Econpapers \|\| Download paper	57
8	2013	The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications. (2013). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Andreasen, Martin M.. In: CREATES Research Papers. RePEc:aah:create:2013-12. Full description at Econpapers \|\| Download paper	50
9	2012	Choice of Sample Split in Out-of-Sample Forecast Evaluation. (2012). Hansen, Peter ; Timmermann, Allan. In: CREATES Research Papers. RePEc:aah:create:2012-43. Full description at Econpapers \|\| Download paper	48
10	2014	Linearity and Misspecification Tests for Vector Smooth Transition Regression Models. (2014). Yang, Yukai ; TerÃÂ¤svirta, Timo ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2014-04. Full description at Econpapers \|\| Download paper	37
11	2008	Glossary to ARCH (GARCH). (2008). Bollerslev, Tim. In: CREATES Research Papers. RePEc:aah:create:2008-49. Full description at Econpapers \|\| Download paper	36
12	2007	The Effect of Long Memory in Volatility on Stock Market Fluctuations. (2007). Nielsen, Morten ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2007-03. Full description at Econpapers \|\| Download paper	34
13	2008	American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution. (2008). Stentoft, Lars. In: CREATES Research Papers. RePEc:aah:create:2008-41. Full description at Econpapers \|\| Download paper	33
14	2007	Construction and Interpretation of Model-Free Implied Volatility. (2007). Andersen, Torben ; Bondarenko, Oleg. In: CREATES Research Papers. RePEc:aah:create:2007-24. Full description at Econpapers \|\| Download paper	27
15	2008	Option Pricing using Realized Volatility. (2008). Stentoft, Lars. In: CREATES Research Papers. RePEc:aah:create:2008-13. Full description at Econpapers \|\| Download paper	27
16	2010	Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility. (2010). Huang, Zhuo ; Hansen, Peter ; Shek, Howard Howan . In: CREATES Research Papers. RePEc:aah:create:2010-13. Full description at Econpapers \|\| Download paper	27
17	2014	Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications. (2014). Yang, Yukai ; TerÃÂ¤svirta, Timo ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2014-08. Full description at Econpapers \|\| Download paper	26
18	2013	Thresholds and Smooth Transitions in Vector Autoregressive Models. (2013). TerÃÂ¤svirta, Timo ; Hubrich, Kirstin ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2013-18. Full description at Econpapers \|\| Download paper	25
19	2008	Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading. (2008). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: CREATES Research Papers. RePEc:aah:create:2008-63. Full description at Econpapers \|\| Download paper	25
20	2011	Forecasting with Option Implied Information. (2011). Christoffersen, Peter ; Chang, Bo Young ; Jacobs, Kris. In: CREATES Research Papers. RePEc:aah:create:2011-46. Full description at Econpapers \|\| Download paper	23
21	2009	Realised Quantile-Based Estimation of the Integrated Variance. (2009). Podolskij, Mark ; Oomen, Roel ; Christensen, Kim. In: CREATES Research Papers. RePEc:aah:create:2009-27. Full description at Econpapers \|\| Download paper	23
22	2008	Disagreement and Biases in Inflation Expectations. (2008). Timmermann, Allan ; CapistrÃÂ¡n, Carlos ; Capistran, Carlos . In: CREATES Research Papers. RePEc:aah:create:2008-56. Full description at Econpapers \|\| Download paper	23
23	2007	Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps. (2007). Podolskij, Mark ; Vetter, Mathias . In: CREATES Research Papers. RePEc:aah:create:2007-27. Full description at Econpapers \|\| Download paper	22
24	2015	Understanding volatility dynamics in the EU-ETS market. (2015). Violante, Francesco ; Sanin VÃÂ¡zquez, MarÃÂa Eugenia ; Mansanet-Bataller, Maria . In: CREATES Research Papers. RePEc:aah:create:2015-04. Full description at Econpapers \|\| Download paper	21
25	2013	On the identification of fractionally cointegrated VAR models with the F(d) condition. (2013). Santucci de Magistris, Paolo ; Carlini, Federico. In: CREATES Research Papers. RePEc:aah:create:2013-44. Full description at Econpapers \|\| Download paper	21
26	2008	Multivariate GARCH models. (2008). TerÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2008-06. Full description at Econpapers \|\| Download paper	21
27	2009	Option Valuation with Conditional Heteroskedasticity and Non-Normality. (2009). Feunou, Bruno ; Christoffersen, Peter ; Elkamhi, Redouane ; Jacobs, Kris. In: CREATES Research Papers. RePEc:aah:create:2009-33. Full description at Econpapers \|\| Download paper	20
28	2007	Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9. (2007). Podolskij, Mark ; Li, Yingying ; Mykland, Per A. ; Vetter, Mathias ; Jacod, Jean. In: CREATES Research Papers. RePEc:aah:create:2007-43. Full description at Econpapers \|\| Download paper	20
29	2012	Oracle Inequalities for High Dimensional Vector Autoregressions. (2012). Kock, Anders ; Callot, Laurent ; Laurent A. F. Callot, . In: CREATES Research Papers. RePEc:aah:create:2012-16. Full description at Econpapers \|\| Download paper	20
30	2007	Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns. (2007). Nielsen, Morten ; Bollerslev, Tim ; Andersen, Torben ; Frederiksen, Per Houmann. In: CREATES Research Papers. RePEc:aah:create:2007-21. Full description at Econpapers \|\| Download paper	19
31	2007	Expected Stock Returns and Variance Risk Premia. (2007). Zhou, Hao ; Bollerslev, Tim. In: CREATES Research Papers. RePEc:aah:create:2007-17. Full description at Econpapers \|\| Download paper	19
32	2010	Forecasting with nonlinear time series models. (2010). TerÃÂ¤svirta, Timo ; Kock, Anders ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2010-01. Full description at Econpapers \|\| Download paper	17
33	2010	Estimation of Stochastic Volatility Models by Nonparametric Filtering. (2010). Kristensen, Dennis ; Kanaya, Shin. In: CREATES Research Papers. RePEc:aah:create:2010-67. Full description at Econpapers \|\| Download paper	17
34	2007	The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets. (2007). Nielsen, Morten ; Christensen, Bent Jesper ; Busch, Thomas. In: CREATES Research Papers. RePEc:aah:create:2007-09. Full description at Econpapers \|\| Download paper	17
35	2010	Forecast Combinations. (2010). Timmermann, Allan ; CapistrÃÂ¡n, Carlos ; Aiolfi, Marco . In: CREATES Research Papers. RePEc:aah:create:2010-21. Full description at Econpapers \|\| Download paper	17
36	2018	Fast and Wild: Bootstrap Inference in Stata Using boottest. (2018). Webb, Matthew ; Roodman, David ; Nielsen, Morten ; MacKinnon, James. In: CREATES Research Papers. RePEc:aah:create:2018-34. Full description at Econpapers \|\| Download paper	16
37	2012	Estimating High-Dimensional Time Series Models. (2012). Medeiros, Marcelo ; Mendes, Eduardo F.. In: CREATES Research Papers. RePEc:aah:create:2012-37. Full description at Econpapers \|\| Download paper	16
38	2012	Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models. (2012). Taylor, Robert ; Rahbek, Anders ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: CREATES Research Papers. RePEc:aah:create:2012-36. Full description at Econpapers \|\| Download paper	16
39	2017	Panel Smooth Transition Regression Models. (2017). Yang, Yukai ; van Dijk, Dick ; TerÃÂ¤svirta, Timo ; Gonzalez, Andres ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-36. Full description at Econpapers \|\| Download paper	16
40	2009	Quadratic Variation by Markov Chains. (2009). Hansen, Peter ; HOREL, Guillaume. In: CREATES Research Papers. RePEc:aah:create:2009-13. Full description at Econpapers \|\| Download paper	16
41	2009	On the Economic Evaluation of Volatility Forecasts. (2009). Voev, Valeri. In: CREATES Research Papers. RePEc:aah:create:2009-56. Full description at Econpapers \|\| Download paper	15
42	2008	Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood. (2008). Shin, Yongseok ; Kristensen, Dennis. In: CREATES Research Papers. RePEc:aah:create:2008-58. Full description at Econpapers \|\| Download paper	15
43	2008	Parameterizing unconditional skewness in models for financial time series. (2008). TerÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo ; He, Changli. In: CREATES Research Papers. RePEc:aah:create:2008-07. Full description at Econpapers \|\| Download paper	15
44	2015	Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets. (2015). Christiansen, Charlotte ; Asgharian, Hossein ; Hou, Ai Jun . In: CREATES Research Papers. RePEc:aah:create:2015-15. Full description at Econpapers \|\| Download paper	15
45	2009	Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse. In: CREATES Research Papers. RePEc:aah:create:2009-11. Full description at Econpapers \|\| Download paper	14
46	2008	Maximum likelihood estimation of fractionally cointegrated systems. (2008). Åasak, Katarzyna. In: CREATES Research Papers. RePEc:aah:create:2008-53. Full description at Econpapers \|\| Download paper	14
47	2012	Modelling electricity dayâahead prices by multivariate LÃ©vy semistationary processes. (2012). Veraart, Almut ; Luitgard A. M. Veraart, ; Almut E. D. Veraart, . In: CREATES Research Papers. RePEc:aah:create:2012-13. Full description at Econpapers \|\| Download paper	14
48	2012	Exponential GARCH Modeling with Realized Measures of Volatility. (2012). Huang, Zhuo ; Hansen, Peter. In: CREATES Research Papers. RePEc:aah:create:2012-44. Full description at Econpapers \|\| Download paper	13
49	2008	Expected Stock Returns and Variance Risk Premia. (2008). Tauchen, George ; Bollerslev, Tim ; Hao, Tzuo. In: CREATES Research Papers. RePEc:aah:create:2008-48. Full description at Econpapers \|\| Download paper	13
50	2009	Realized Volatility and Multipower Variation. (2009). Andersen, Torben ; Todorov, Viktor. In: CREATES Research Papers. RePEc:aah:create:2009-49. Full description at Econpapers \|\| Download paper	13

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2007	Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility. (2007). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben. In: CREATES Research Papers. RePEc:aah:create:2007-18. Full description at Econpapers \|\| Download paper	114
2	2007	Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets. (2007). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben. In: CREATES Research Papers. RePEc:aah:create:2007-20. Full description at Econpapers \|\| Download paper	63
3	2009	The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work so Well. (2009). Christoffersen, Peter ; Heston, Steven ; Jacobs, Kris. In: CREATES Research Papers. RePEc:aah:create:2009-34. Full description at Econpapers \|\| Download paper	41
4	2012	Is the Potential for International Diversi?cation Disappearing? A Dynamic Copula Approach. (2012). Christoffersen, Peter ; Errunza, Vihang ; Jacobs, Kris ; Langlois, Hugues. In: CREATES Research Papers. RePEc:aah:create:2012-48. Full description at Econpapers \|\| Download paper	35
5	2008	Option Valuation with Long-run and Short-run Volatility Components. (2008). Christoffersen, Peter ; Wang, Yintian ; Jacobs, Kris ; ORNTHANALAI, CHAYAWAT . In: CREATES Research Papers. RePEc:aah:create:2008-11. Full description at Econpapers \|\| Download paper	18
6	2018	Fast and Wild: Bootstrap Inference in Stata Using boottest. (2018). Webb, Matthew ; Roodman, David ; Nielsen, Morten ; MacKinnon, James. In: CREATES Research Papers. RePEc:aah:create:2018-34. Full description at Econpapers \|\| Download paper	16
7	2017	Panel Smooth Transition Regression Models. (2017). Yang, Yukai ; van Dijk, Dick ; TerÃÂ¤svirta, Timo ; Gonzalez, Andres ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-36. Full description at Econpapers \|\| Download paper	15
8	2012	Choice of Sample Split in Out-of-Sample Forecast Evaluation. (2012). Hansen, Peter ; Timmermann, Allan. In: CREATES Research Papers. RePEc:aah:create:2012-43. Full description at Econpapers \|\| Download paper	13
9	2015	Understanding volatility dynamics in the EU-ETS market. (2015). Violante, Francesco ; Sanin VÃÂ¡zquez, MarÃÂa Eugenia ; Mansanet-Bataller, Maria . In: CREATES Research Papers. RePEc:aah:create:2015-04. Full description at Econpapers \|\| Download paper	12
10	2009	Poisson Autoregression. (2009). Rahbek, Anders ; Fokianos, Konstantinos ; Tjostheim, Dag. In: CREATES Research Papers. RePEc:aah:create:2009-12. Full description at Econpapers \|\| Download paper	11
11	2013	Thresholds and Smooth Transitions in Vector Autoregressive Models. (2013). TerÃÂ¤svirta, Timo ; Hubrich, Kirstin ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2013-18. Full description at Econpapers \|\| Download paper	10
12	2014	Linearity and Misspecification Tests for Vector Smooth Transition Regression Models. (2014). Yang, Yukai ; TerÃÂ¤svirta, Timo ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2014-04. Full description at Econpapers \|\| Download paper	9
13	2009	Realized Volatility and Multipower Variation. (2009). Andersen, Torben ; Todorov, Viktor. In: CREATES Research Papers. RePEc:aah:create:2009-49. Full description at Econpapers \|\| Download paper	7
14	2018	State-dependent Hawkes processes and their application to limit order book modelling. (2018). Pakkanen, Mikko ; Morariu-Patrichi, Maxime . In: CREATES Research Papers. RePEc:aah:create:2018-26. Full description at Econpapers \|\| Download paper	7
15	2015	Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets. (2015). Christiansen, Charlotte ; Asgharian, Hossein ; Hou, Ai Jun . In: CREATES Research Papers. RePEc:aah:create:2015-15. Full description at Econpapers \|\| Download paper	6
16	2016	Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression. (2016). Lanne, Markku ; Luoto, Jani. In: CREATES Research Papers. RePEc:aah:create:2016-04. Full description at Econpapers \|\| Download paper	6
17	2013	On the identification of fractionally cointegrated VAR models with the F(d) condition. (2013). Santucci de Magistris, Paolo ; Carlini, Federico. In: CREATES Research Papers. RePEc:aah:create:2013-44. Full description at Econpapers \|\| Download paper	6
18	2014	Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications. (2014). Yang, Yukai ; TerÃÂ¤svirta, Timo ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2014-08. Full description at Econpapers \|\| Download paper	5
19	2014	Volatility jumps and their economic determinants. (2014). Santucci de Magistris, Paolo ; Rossi, Eduardo ; Caporin, Massimiliano. In: CREATES Research Papers. RePEc:aah:create:2014-27. Full description at Econpapers \|\| Download paper	5
20	2010	Forecast Combinations. (2010). Timmermann, Allan ; CapistrÃÂ¡n, Carlos ; Aiolfi, Marco . In: CREATES Research Papers. RePEc:aah:create:2010-21. Full description at Econpapers \|\| Download paper	5
21	2010	Likelihood inference for a fractionally cointegrated vector autoregressive model. (2010). Nielsen, Morten ; Johansen, Soren. In: CREATES Research Papers. RePEc:aah:create:2010-24. Full description at Econpapers \|\| Download paper	4
22	2014	Discriminating between fractional integration and spurious long memory. (2014). Kruse, Robinson ; Haldrup, Niels. In: CREATES Research Papers. RePEc:aah:create:2014-19. Full description at Econpapers \|\| Download paper	4
23	2007	The Effect of Long Memory in Volatility on Stock Market Fluctuations. (2007). Nielsen, Morten ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2007-03. Full description at Econpapers \|\| Download paper	4
24	2014	Option Valuation with Volatility Components, Fat Tails, and Nonlinear Pricing Kernels. (2014). Christoffersen, Peter ; Babaoglu, Kadir ; Jacobs, Kris ; Heston, Steven L ; Babaoglou, Kadir G. In: CREATES Research Papers. RePEc:aah:create:2015-55. Full description at Econpapers \|\| Download paper	4
25	2014	Chasing volatility - A persistent multiplicative error model with jumps. (2014). Rossi, Eduardo ; Caporin, Massimiliano ; de Magistris, Paolo Santucci. In: CREATES Research Papers. RePEc:aah:create:2014-29. Full description at Econpapers \|\| Download paper	4
26	2019	Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals. (2019). Johansen, Soren ; Berenguer-Rico, Vanessa ; Nielsen, Bent. In: CREATES Research Papers. RePEc:aah:create:2019-12. Full description at Econpapers \|\| Download paper	4
27	2011	International Diversification Benefits with Foreign Exchange Investment Styles. (2011). Schindler, Felix ; Schrimpf, Andreas ; Kroencke, Tim. In: CREATES Research Papers. RePEc:aah:create:2011-10. Full description at Econpapers \|\| Download paper	4
28	2015	Identification and estimation of non-Gaussian structural vector autoregressions. (2015). Saikkonen, Pentti ; Meitz, Mika ; Lanne, Markku. In: CREATES Research Papers. RePEc:aah:create:2015-16. Full description at Econpapers \|\| Download paper	4
29	2008	Glossary to ARCH (GARCH). (2008). Bollerslev, Tim. In: CREATES Research Papers. RePEc:aah:create:2008-49. Full description at Econpapers \|\| Download paper	4
30	2019	Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors. (2019). Nielsen, Morten ; MacKinnon, James ; Djogbenou, Antoine. In: CREATES Research Papers. RePEc:aah:create:2019-05. Full description at Econpapers \|\| Download paper	4
31	2016	A New Index of Housing Sentiment. (2016). Pedersen, Thomas ; Bork, Lasse ; Moller, Stig V. In: CREATES Research Papers. RePEc:aah:create:2016-32. Full description at Econpapers \|\| Download paper	4
32	2011	Forecasting with Option Implied Information. (2011). Christoffersen, Peter ; Chang, Bo Young ; Jacobs, Kris. In: CREATES Research Papers. RePEc:aah:create:2011-46. Full description at Econpapers \|\| Download paper	4
33	2013	The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications. (2013). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Andreasen, Martin M.. In: CREATES Research Papers. RePEc:aah:create:2013-12. Full description at Econpapers \|\| Download paper	4
34	2016	Inference in partially identified models with many moment inequalities using Lasso. (2016). Kock, Anders ; Caner, Mehmet ; Bugni, Federico ; Lahiri, Soumendra . In: CREATES Research Papers. RePEc:aah:create:2016-12. Full description at Econpapers \|\| Download paper	4
35	2012	Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions. (2012). Kock, Anders ; Callot, Laurent ; Laurent A. F. Callot, . In: CREATES Research Papers. RePEc:aah:create:2012-38. Full description at Econpapers \|\| Download paper	3
36	2017	The Walking Debt Crisis. (2017). Wegener, Christoph ; Kruse, Robinson ; Basse, Tobias. In: CREATES Research Papers. RePEc:aah:create:2017-06. Full description at Econpapers \|\| Download paper	3
37	2014	A fractionally cointegrated VAR analysis of economic voting and political support. (2014). Popiel, Michal ; Nielsen, Morten ; Jones, Maggie ; Maggie E. C. Jones, . In: CREATES Research Papers. RePEc:aah:create:2014-23. Full description at Econpapers \|\| Download paper	3
38	2016	Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions. (2016). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim. In: CREATES Research Papers. RePEc:aah:create:2016-10. Full description at Econpapers \|\| Download paper	3
39	2009	Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak. (2009). Engsted, Tom. In: CREATES Research Papers. RePEc:aah:create:2009-17. Full description at Econpapers \|\| Download paper	3
40	2017	Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations. (2017). Pedersen, Thomas ; Montes, Erik Christian . In: CREATES Research Papers. RePEc:aah:create:2017-09. Full description at Econpapers \|\| Download paper	3
41	2019	The analysis of marked and weighted empirical processes of estimated residuals. (2019). Johansen, Soren ; Berenguer-Rico, Vanessa ; Nielsen, Bent. In: CREATES Research Papers. RePEc:aah:create:2019-06. Full description at Econpapers \|\| Download paper	3
42	2009	Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse. In: CREATES Research Papers. RePEc:aah:create:2009-11. Full description at Econpapers \|\| Download paper	3
43	2016	Forecasting daily political opinion polls using the fractionally cointegrated VAR model. (2016). Shibaev, Sergei ; Nielsen, Morten. In: CREATES Research Papers. RePEc:aah:create:2016-30. Full description at Econpapers \|\| Download paper	3
44	2017	Decoupling the short- and long-term behavior of stochastic volatility. (2017). Pakkanen, Mikko S ; Lunde, Asger ; Bennedsen, Mikkel. In: CREATES Research Papers. RePEc:aah:create:2017-26. Full description at Econpapers \|\| Download paper	3
45	2016	Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia. (2016). Engsted, Tom ; Andreasen, Martin M ; Sander, Magnus ; Moller, Stig V. In: CREATES Research Papers. RePEc:aah:create:2016-26. Full description at Econpapers \|\| Download paper	3
46	2016	Volume, Volatility and Public News Announcements. (2016). Xue, Yuan ; Li, Jia. In: CREATES Research Papers. RePEc:aah:create:2016-19. Full description at Econpapers \|\| Download paper	3
47	2011	Estimating Dynamic Equilibrium Models using Macro and Financial Data. (2011). van der Wel, Michel ; Posch, Olaf ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2011-21. Full description at Econpapers \|\| Download paper	3
48	2008	American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution. (2008). Stentoft, Lars. In: CREATES Research Papers. RePEc:aah:create:2008-41. Full description at Econpapers \|\| Download paper	3
49	2008	Parameterizing unconditional skewness in models for financial time series. (2008). TerÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo ; He, Changli. In: CREATES Research Papers. RePEc:aah:create:2008-07. Full description at Econpapers \|\| Download paper	3
50	2013	Diffusion Indexes with Sparse Loadings. (2013). Kristensen, Johannes. In: CREATES Research Papers. RePEc:aah:create:2013-22. Full description at Econpapers \|\| Download paper	3

Citing documents used to compute impact factor: 44

Year	Title
2019	The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets. (2019). Mili, Mehdi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:187-200. Full description at Econpapers \|\| Download paper
2019	Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173. Full description at Econpapers \|\| Download paper
2019	International tail risk and World Fear. (2019). Prokopczuk, Marcel ; Benno, Duc Binh ; Hollstein, Fabian ; Simen, Chardin Wese. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:244-259. Full description at Econpapers \|\| Download paper
2019	Comparing Tests for Identification of Bubbles. (2019). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2019-16. Full description at Econpapers \|\| Download paper
2019	Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence. (2019). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305849. Full description at Econpapers \|\| Download paper
2019	New Evidence on the Portfolio Balance Approach to Currency Returns. (2019). Stillwagon, Josh ; Goldberg, Michael D ; Cavusoglu, Nevin. In: Working Papers Series. RePEc:thk:wpaper:89. Full description at Econpapers \|\| Download paper
2019	A recursive approach for determining matrix inverses as applied to causal time series processes. (2019). Haddad, John N ; Provost, Serge B. In: METRON. RePEc:spr:metron:v:77:y:2019:i:1:d:10.1007_s40300-019-00147-4. Full description at Econpapers \|\| Download paper
2019	Functional central limit theorems for rough volatility. (2019). Jacquier, Antoine ; Muguruza, Aitor ; Horvath, Blanka. In: Papers. RePEc:arx:papers:1711.03078. Full description at Econpapers \|\| Download paper
2019	Is Volatility Rough ?. (2019). Westphal, Rebecca ; Takabatake, Tetsuya ; Fukasawa, Masaaki. In: Papers. RePEc:arx:papers:1905.04852. Full description at Econpapers \|\| Download paper
2019	Capital Income Risk and the Dynamics of the Wealth Distribution. (2019). Walde, Klaus ; Khieu, Hoang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7970. Full description at Econpapers \|\| Download paper
2019	Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, MarÃÂa ; Arghyrou, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/6. Full description at Econpapers \|\| Download paper
2019	Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, MarÃÂa ; Arghyrou, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7532. Full description at Econpapers \|\| Download paper
2019	The governance threshold effect on the relationship between public education financing and income inequality. (2019). Trabelsi, Salwa. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00763. Full description at Econpapers \|\| Download paper
2019	The implications of heterogeneous habit in consumer beverage purchases on soda and sin taxes. (2019). Li, Wenying ; Dorfman, Jeffrey H. In: Food Policy. RePEc:eee:jfpoli:v:84:y:2019:i:c:p:111-120. Full description at Econpapers \|\| Download paper
2019	Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries. (2019). Guillaumin, Cyriac ; Boubakri, Salem ; Silanine, Alexandre. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:212-228. Full description at Econpapers \|\| Download paper
2019	Nonlinear Effects of Military Spending on Economic Growth in Sub-Saharan Africa. (2019). Dunne, John ; Makanza, Christine S. In: School of Economics Macroeconomic Discussion Paper Series. RePEc:ctn:dpaper:2019-04. Full description at Econpapers \|\| Download paper
2019	Determinants of investments in solar photovoltaic: Do oil prices really matter?. (2019). Paris, Anthony ; Mignon, ValÃÂ©rie ; HACHE, Emmanuel ; Escoffier, Margaux. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-28. Full description at Econpapers \|\| Download paper
2019	Insurance Policy Thresholds for Economic Growth in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/037. Full description at Econpapers \|\| Download paper
2019	Modeling the nexus between resources abundance and economic growth: An overview from the PSTR model. (2019). Tiba, Sofien. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719304210. Full description at Econpapers \|\| Download paper
2019	Smooth transitions across latitudes and longitudes: An application of a nonlinear panel regression to the climateâeconomics nexus. (2019). Villoria, Nelson ; Ubilava, David ; Tack, Jesse. In: Economics Letters. RePEc:eee:ecolet:v:182:y:2019:i:c:p:114-117. Full description at Econpapers \|\| Download paper
2019	Determinants of solar photovoltaic deployment in the electricity mix: Do oil prices really matter?. (2019). Paris, Anthony ; Mignon, ValÃÂ©rie ; Hache, Emmanuel ; Escoffier, Margaux. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2729. Full description at Econpapers \|\| Download paper
2019	Dynamic discrete mixtures for high frequency prices. (2019). Santucci de Magistris, Paolo ; di Mari, Roberto ; Catania, Leopoldo. In: Discussion Papers. RePEc:not:notgts:19/05. Full description at Econpapers \|\| Download paper
2019	Forecasting the Realized Variance in the Presence of Intraday Periodicity. (2019). Hizmeri, Rodrigo ; DUMITRU, ANA-MARIA ; Izzeldin, Marwan. In: EconStor Preprints. RePEc:zbw:esprep:193631. Full description at Econpapers \|\| Download paper
2019	Testing for an omitted multiplicative long-term component in GARCH models. (2019). Schienle, Melanie ; Conrad, Christian. In: Working Paper Series in Economics. RePEc:zbw:kitwps:121. Full description at Econpapers \|\| Download paper
2019	A Comparison of Semiparametric Tests for Fractional Cointegration. (2019). Sibbertsen, Philipp ; Voges, Michelle ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-651. Full description at Econpapers \|\| Download paper
2019	Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model. (2019). Li, Zhenxiong ; Izzeldin, Marwan ; Yao, Xingzhi. In: Economics Letters. RePEc:eee:ecolet:v:181:y:2019:i:c:p:160-163. Full description at Econpapers \|\| Download paper
2019	Queue-reactive Hawkes models for the order flow. (2019). Bacry, Emmanuel ; Muzy, Jean-Franccois ; Rambaldi, Marcello ; Wu, Peng. In: Papers. RePEc:arx:papers:1901.08938. Full description at Econpapers \|\| Download paper
2019	Deep Reinforcement Learning in Cryptocurrency Market Making. (2019). Sadighian, Jonathan. In: Papers. RePEc:arx:papers:1911.08647. Full description at Econpapers \|\| Download paper
2019	The Slaughter of the Bison and Reversal of Fortunes on the Great Plains. (2019). Gillezeau, Rob ; Feir, Donna. In: Center for Indian Country Development series. RePEc:fip:fedmci:2019_001. Full description at Econpapers \|\| Download paper
2019	The Consequences of Extending Equitable Property Division Divorce Laws to Cohabitants. (2019). Robinson, Tim ; Zhu, Anna ; Fisher, Hayley ; Chigavazira, Abraham. In: IZA Discussion Papers. RePEc:iza:izadps:dp12102. Full description at Econpapers \|\| Download paper
2019	The Consequences of Extending Equitable Property Division Divorce Laws to Cohabitants. (2019). Robinson, Tim ; Fisher, Hayley ; Zhu, Anna ; Chigavazira, Abraham. In: Working Papers. RePEc:syd:wpaper:2019-02. Full description at Econpapers \|\| Download paper
2019	The Virtuous Cycle of Agreement. (2019). Xefteris, Dimitrios ; NuÃÂ±ez, Matias ; Louis, Philippos ; Nuez, Matias. In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:04-2019. Full description at Econpapers \|\| Download paper
2019	Does More Math in High School Increase the Share of Female STEM Workers? Evidence from a Curriculum Reform. (2019). Schwerter, Jakob ; Biewen, Martin. In: IZA Discussion Papers. RePEc:iza:izadps:dp12236. Full description at Econpapers \|\| Download paper
2019	Why Unions: Understanding How Unions Overcome the Free-Rider Problem. (2019). Murphy, Richard. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1625. Full description at Econpapers \|\| Download paper
2019	Language skill acquisition in immigrant social networks: Evidence from Australia. (2019). LalibertÃÂ©, Jean-William. In: Labour Economics. RePEc:eee:labeco:v:57:y:2019:i:c:p:35-45. Full description at Econpapers \|\| Download paper
2019	Social interactions in voting behavior: Evidence from india. (2019). Khalil, Umair ; Tierney, Ryan ; Mookerjee, Sulagna. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:163:y:2019:i:c:p:158-171. Full description at Econpapers \|\| Download paper
2019	The Consequences of Extending Equitable Property Division Divorce Laws to Cohabitants. (2019). Robinson, Tim ; Zhu, Anna ; Fisher, Hayley ; Chigavazira, Abraham. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2019n03. Full description at Econpapers \|\| Download paper
2019	Womens political participation and intrahousehold empowerment: Evidence from the Egyptian Arab Spring. (2019). Champeaux, Hugues ; Boutin, Delphine ; Bargain, Olivier. In: Journal of Development Economics. RePEc:eee:deveco:v:141:y:2019:i:c:s0304387818305923. Full description at Econpapers \|\| Download paper
2019	Why unions survive: understanding how unions overcome the free-rider problem. (2019). Murphy, Richard. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102809. Full description at Econpapers \|\| Download paper
2019	Why Unions Survive: Understanding How Unions Overcome The Free-Rider Problem. (2019). Murphy, Richard. In: NBER Working Papers. RePEc:nbr:nberwo:25924. Full description at Econpapers \|\| Download paper
2019	Coping with risk: Negative shocks, transactional sex, and the limitations of conditional cash transfers. (2019). de Walque, Damien ; Dow, William H ; Gong, Erick. In: Journal of Health Economics. RePEc:eee:jhecon:v:67:y:2019:i:c:s0167629618305162. Full description at Econpapers \|\| Download paper
2019	Droughts, conflict, and the African slave trade. (2019). Boxell, Levi. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:47:y:2019:i:4:p:774-791. Full description at Econpapers \|\| Download paper
2019	Modelling Housing Market Cycles in Global Cities.. (2019). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:201901. Full description at Econpapers \|\| Download paper
2019	Simulation smoothing for nowcasting with large mixed-frequency VARs. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1907.01075. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document
2019	Longevity forecasting by socio-economic groups using compositional data analysis. (2019). Kallestrup-Lamb, Malene ; Oeppen, Jim ; Boucher, Marie-Pier Bergeron ; Ergemen, Yunus Emre ; Kjargaard, Soren. In: CREATES Research Papers. RePEc:aah:create:2019-08. Full description at Econpapers \|\| Download paper
2019	Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals. (2019). Johansen, Soren ; Berenguer-Rico, Vanessa ; Nielsen, Bent. In: CREATES Research Papers. RePEc:aah:create:2019-12. Full description at Econpapers \|\| Download paper
2019	Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood. (2019). Johansen, Soren ; Nielsen, Bent ; Berenguer-Rico, Vanessa. In: CREATES Research Papers. RePEc:aah:create:2019-15. Full description at Econpapers \|\| Download paper
2019	Permutation inference with a finite number of heterogeneous clusters. (2019). Hagemann, Andreas. In: Papers. RePEc:arx:papers:1907.01049. Full description at Econpapers \|\| Download paper
2019	Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:38283. Full description at Econpapers \|\| Download paper
2019	The impact of the choice of life table statistics when forecasting mortality. (2019). Vaupel, James W ; Oeppen, Jim ; Kjargaard, Soren ; Bergeron-Boucher, Marie-Pier. In: Demographic Research. RePEc:dem:demres:v:41:y:2019:i:43. Full description at Econpapers \|\| Download paper
2019	The Wild Bootstrap with a Small Number of Large Clusters. (2019). Shaikh, Azeem ; Santos, Andres ; Canay, Ivan A. In: CeMMAP working papers. RePEc:ifs:cemmap:40/19. Full description at Econpapers \|\| Download paper
2019	Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood. (2019). Johansen, Soren ; Nielsen, Bent ; Berenguer-Rico, Vanessa. In: Discussion Papers. RePEc:kud:kuiedp:1911. Full description at Econpapers \|\| Download paper
2019	Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals. (2019). Nielsen, Bent ; Johansen, Soren ; Berenguer-Rico, Vanessa. In: Economics Papers. RePEc:nuf:econwp:1904. Full description at Econpapers \|\| Download paper
2019	Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood. (2019). Nielsen, Bent ; Johansen, Soren ; Berenguer-Rico, Vanessa. In: Economics Papers. RePEc:nuf:econwp:1905. Full description at Econpapers \|\| Download paper
2019	Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals. (2019). Johansen, Soren ; Nielsen, Bent ; Rico, Vanessa Berenguer ; BerenguerRico, Vanessa . In: Economics Series Working Papers. RePEc:oxf:wpaper:871. Full description at Econpapers \|\| Download paper
2019	Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood. (2019). Johansen, Soren ; Nielsen, Bent ; Rico, Vanessa Berenguer ; BerenguerRico, Vanessa . In: Economics Series Working Papers. RePEc:oxf:wpaper:879. Full description at Econpapers \|\| Download paper
2019	Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0234. Full description at Econpapers \|\| Download paper
2019	When and How to Deal with Clustered Errors in Regression Models. (2019). Webb, Matthew ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1421. Full description at Econpapers \|\| Download paper
2019	The impact of election information shocks on populist party preferences: Evidence from Germany. (2019). Kellermann, Kim Leonie ; Gerling, Lena. In: CIW Discussion Papers. RePEc:zbw:ciwdps:32019. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document
2018	Unintended Impacts from Forest Certification: Evidence from Indigenous Aka Households in Congo. (2018). Doremus, Jacqueline. In: Working Papers. RePEc:cpl:wpaper:1804. Full description at Econpapers \|\| Download paper
2018	Impact and spill-over effects of an asset transfer program on child undernutrition: Evidence from a randomized control trial in Bangladesh. (2018). Raza, Wameq ; van Ourti, Tom ; van De, Ellen. In: Journal of Health Economics. RePEc:eee:jhecon:v:62:y:2018:i:c:p:105-120. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	A Review on efficient thermal management of air- and liquid-cooled data centers: From chip to the cooling system. (2017). Halgamuge, Saman K ; Khalaj, Ali Habibi. In: Applied Energy. RePEc:eee:appene:v:205:y:2017:i:c:p:1165-1188. Full description at Econpapers \|\| Download paper
2017	Bonferroni-based size-correction for nonstandard testing problems. (2017). McCloskey, Adam. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:17-35. Full description at Econpapers \|\| Download paper
2017	Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge. (2017). juselius, katarina. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:30-:d:104032. Full description at Econpapers \|\| Download paper
2017	Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach. (2017). Moll, Benjamin ; Lions, Pierre-Louis ; Lasry, Jean-Michel ; Han, Jiequn ; Achdou, Yves. In: NBER Working Papers. RePEc:nbr:nberwo:23732. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	The Local Fractional Bootstrap. (2016). Pakkanen, Mikko S ; Lunde, Asger ; Hounyo, Ulrich ; Bennedsen, Mikkel . In: CREATES Research Papers. RePEc:aah:create:2016-15. Full description at Econpapers \|\| Download paper
2016	Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data. (2016). Bennedsen, Mikkel . In: CREATES Research Papers. RePEc:aah:create:2016-21. Full description at Econpapers \|\| Download paper
2016	A Dynamic Multi-Level Factor Model with Long-Range Dependence. (2016). RodrÃguez Caballero, Carlos ; RodrÃÂguez Caballero, Carlos ; RodrÃÂÃÂguez Caballero, Carlos ; Rodriguez-Caballero, Carlos Vladimir ; Ergemen, Yunus Emre . In: CREATES Research Papers. RePEc:aah:create:2016-23. Full description at Econpapers \|\| Download paper
2016	Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure. (2016). RodrÃguez Caballero, Carlos ; RodrÃÂguez Caballero, Carlos ; RodrÃÂÃÂguez Caballero, Carlos ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2016-31. Full description at Econpapers \|\| Download paper
2016	Multiplicative Conditional Correlation Models for Realized Covariance Matrices. (2016). Storti, Giuseppe ; Braione, Manuela ; Bauwens, Luc. In: CORE Discussion Papers. RePEc:cor:louvco:2016041. Full description at Econpapers \|\| Download paper
2016	Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. (2016). RodrÃÂguez Caballero, Carlos ; RodrÃguez Caballero, Carlos ; RodrÃÂÃÂguez Caballero, Carlos ; Haldrup, Niels ; Rodriguez-Caballero, Carlos Vladimir ; Ergemen, Yunus Emre . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:79-96. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	CREATES Research Papers / Department of Economics and Business Economics, Aarhus University	22	89
2	Papers / arXiv.org	54	77
3	Journal of Econometrics / Elsevier	191	59
4	MPRA Paper / University Library of Munich, Germany	90	49
5	Energy Economics / Elsevier	118	47
6	Economic Modelling / Elsevier	58	45
7	Journal of Banking & Finance / Elsevier	133	41
8	International Journal of Forecasting / Elsevier	67	33
9	Journal of International Money and Finance / Elsevier	99	32
10	Journal of Empirical Finance / Elsevier	62	30
11	Working Papers / University of Pretoria, Department of Economics	17	27