DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de EstadÃstica
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
10
Impact Factor (IF)
0.05
5 Years IF
0.03
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]
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1992 | 0 | 0.13 | 0 | 0 | 3 | 3 | 0 | 0 | 0 | 0 | 0 | 0 | 0.09 | |||||
| 1993 | 0 | 0.17 | 0.03 | 0 | 28 | 31 | 20 | 1 | 1 | 3 | 3 | 1 | 100 | 1 | 0.04 | 0.1 | ||
| 1994 | 0.03 | 0.17 | 0.04 | 0.03 | 19 | 50 | 3 | 2 | 3 | 31 | 1 | 31 | 1 | 2 | 100 | 1 | 0.05 | 0.08 |
| 1995 | 0.06 | 0.22 | 0.05 | 0.06 | 26 | 76 | 38 | 4 | 7 | 47 | 3 | 50 | 3 | 4 | 100 | 0 | 0.13 | |
| 1996 | 0.04 | 0.25 | 0.09 | 0.08 | 25 | 101 | 29 | 9 | 16 | 45 | 2 | 76 | 6 | 4 | 44.4 | 3 | 0.12 | 0.14 |
| 1997 | 0.08 | 0.28 | 0.08 | 0.06 | 27 | 128 | 58 | 10 | 26 | 51 | 4 | 101 | 6 | 5 | 50 | 4 | 0.15 | 0.15 |
| 1998 | 0.29 | 0.31 | 0.14 | 0.14 | 33 | 161 | 39 | 22 | 48 | 52 | 15 | 125 | 18 | 6 | 27.3 | 4 | 0.12 | 0.18 |
| 1999 | 0.25 | 0.39 | 0.13 | 0.16 | 34 | 195 | 74 | 25 | 73 | 60 | 15 | 130 | 21 | 12 | 48 | 1 | 0.03 | 0.25 |
| 2000 | 0.22 | 0.54 | 0.09 | 0.11 | 32 | 227 | 18 | 20 | 93 | 67 | 15 | 145 | 16 | 8 | 40 | 2 | 0.06 | 0.24 |
| 2001 | 0.14 | 0.49 | 0.14 | 0.14 | 29 | 256 | 72 | 35 | 128 | 66 | 9 | 151 | 21 | 7 | 20 | 5 | 0.17 | 0.27 |
| 2002 | 0.08 | 0.54 | 0.06 | 0.08 | 11 | 267 | 17 | 16 | 144 | 61 | 5 | 155 | 13 | 3 | 18.8 | 0 | 0.31 | |
| 2003 | 0.1 | 0.53 | 0.09 | 0.12 | 16 | 283 | 18 | 25 | 170 | 40 | 4 | 139 | 16 | 9 | 36 | 2 | 0.13 | 0.3 |
| 2004 | 0.22 | 0.6 | 0.1 | 0.13 | 17 | 300 | 32 | 31 | 201 | 27 | 6 | 122 | 16 | 7 | 22.6 | 2 | 0.12 | 0.36 |
| 2005 | 0.09 | 0.6 | 0.07 | 0.12 | 11 | 311 | 9 | 22 | 223 | 33 | 3 | 105 | 13 | 1 | 4.5 | 0 | 0.36 | |
| 2006 | 0.21 | 0.59 | 0.09 | 0.14 | 19 | 330 | 15 | 29 | 252 | 28 | 6 | 84 | 12 | 5 | 17.2 | 3 | 0.16 | 0.34 |
| 2007 | 0.1 | 0.52 | 0.05 | 0.11 | 18 | 348 | 7 | 16 | 268 | 30 | 3 | 74 | 8 | 3 | 18.8 | 2 | 0.11 | 0.29 |
| 2008 | 0.08 | 0.59 | 0.08 | 0.12 | 26 | 374 | 18 | 30 | 298 | 37 | 3 | 81 | 10 | 6 | 20 | 3 | 0.12 | 0.29 |
| 2009 | 0.02 | 0.58 | 0.06 | 0.1 | 23 | 397 | 22 | 24 | 322 | 44 | 1 | 91 | 9 | 3 | 12.5 | 1 | 0.04 | 0.33 |
| 2010 | 0.04 | 0.52 | 0.06 | 0.07 | 26 | 423 | 42 | 26 | 348 | 49 | 2 | 97 | 7 | 3 | 11.5 | 2 | 0.08 | 0.3 |
| 2011 | 0.1 | 0.61 | 0.06 | 0.06 | 28 | 451 | 39 | 26 | 375 | 49 | 5 | 112 | 7 | 2 | 7.7 | 1 | 0.04 | 0.37 |
| 2012 | 0.33 | 0.68 | 0.08 | 0.17 | 20 | 471 | 22 | 39 | 414 | 54 | 18 | 121 | 20 | 1 | 2.6 | 1 | 0.05 | 0.36 |
| 2013 | 0.17 | 0.67 | 0.07 | 0.2 | 32 | 503 | 34 | 35 | 449 | 48 | 8 | 123 | 24 | 7 | 20 | 3 | 0.09 | 0.35 |
| 2014 | 0.19 | 0.67 | 0.07 | 0.18 | 23 | 526 | 13 | 39 | 488 | 52 | 10 | 129 | 23 | 3 | 7.7 | 0 | 0.34 | |
| 2015 | 0.15 | 0.66 | 0.06 | 0.14 | 22 | 548 | 28 | 32 | 521 | 55 | 8 | 129 | 18 | 3 | 9.4 | 0 | 0.36 | |
| 2016 | 0.09 | 0.65 | 0.04 | 0.06 | 14 | 562 | 6 | 25 | 546 | 45 | 4 | 125 | 8 | 4 | 16 | 1 | 0.07 | 0.35 |
| 2017 | 0.25 | 0.62 | 0.08 | 0.2 | 19 | 581 | 6 | 48 | 594 | 36 | 9 | 111 | 22 | 8 | 16.7 | 1 | 0.05 | 0.35 |
| 2018 | 0.12 | 0.62 | 0.05 | 0.16 | 5 | 586 | 3 | 28 | 622 | 33 | 4 | 110 | 18 | 2 | 7.1 | 0 | 0.35 | |
| 2019 | 0.13 | 0.63 | 0.02 | 0.07 | 16 | 602 | 1 | 12 | 634 | 24 | 3 | 83 | 6 | 1 | 8.3 | 0 | 0.37 | |
| 2020 | 0.05 | 0.72 | 0.03 | 0.04 | 10 | 612 | 0 | 16 | 650 | 21 | 1 | 76 | 3 | 1 | 6.3 | 0 | 0.78 | |
| 2021 | 0.04 | 0.99 | 0.05 | 0.02 | 9 | 621 | 0 | 28 | 679 | 26 | 1 | 64 | 1 | 1 | 3.6 | 0 | 0.41 | |
| 2022 | 0.05 | 0.78 | 0.03 | 0.03 | 14 | 635 | 2 | 19 | 698 | 19 | 1 | 59 | 2 | 0 | 1 | 0.07 | 0.25 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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 | 1999 | Labor contracts and flexibility : evidence from a labor markt reform in Spain. (1999). Alonso-Borrego, C̮̩sar ; Aguirregabiria, Victor. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6302. Full description at Econpapers || Download paper | 37 |
| 2 | 2001 | Outliers and conditional autoregressive heteroscedasticity in time series. (2001). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws010704. Full description at Econpapers || Download paper | 24 |
| 3 | 1995 | Investigating the relationship between gold and silver prices. (1995). Escribano, Alvaro. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4517. Full description at Econpapers || Download paper | 22 |
| 4 | 1997 | Threshold unit root models. (1997). Gonzalez-Rozada, Martin ; Gonzalo, Jesus. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6214. Full description at Econpapers || Download paper | 18 |
| 5 | 1999 | On the asymptotic theory of subsampling. (1999). Wolf, Michael ; Politis, Dimitris N ; Romano, Joseph P. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6334. Full description at Econpapers || Download paper | 17 |
| 6 | 2001 | Multivariate analysis in vector time series. (2001). Galeano, Pedro ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws012415. Full description at Econpapers || Download paper | 16 |
| 7 | 2010 | First passage of a Markov additive process and generalized Jordan chains. (2010). D'Auria, Bernardo ; Kella, Offer ; Mandjes, Michel ; Ivanovs, Jevgenijs . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws103923. Full description at Econpapers || Download paper | 13 |
| 8 | 2015 | A Directional Multivariate Value at Risk. (2015). Laniado, Henry ; Lillo, Rosa E. ; Torres, Raul. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1501. Full description at Econpapers || Download paper | 11 |
| 9 | 2011 | Improving quality assessment of composite indicators in university rankings: a case study of French and German universities of excellence. (2011). Benito, Monica ; Romera, Rosario . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws112015. Full description at Econpapers || Download paper | 11 |
| 10 | 2010 | Exponential conditional volatility models. (2010). Harvey, Andrew. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws103620. Full description at Econpapers || Download paper | 10 |
| 11 | 1996 | Nonlinear cointegration and nonlinear error correction. (1996). Escribano, Alvaro ; Mira, Santiago . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4546. Full description at Econpapers || Download paper | 10 |
| 12 | 1995 | Comovements in large systems. (1995). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:5825. Full description at Econpapers || Download paper | 9 |
| 13 | 2013 | Predictability of stock market activity using Google search queries. (2013). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws130605. Full description at Econpapers || Download paper | 9 |
| 14 | 2001 | GMM estimation of a production function with panel data : an application to Spanish manufacturing firms. (2001). SÃÆánchez-Mangas, RocÃÆÃÂo ; Alonso-Borrego, CÃÆésar ; Sanchez-Mangas, Rocio . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws015527. Full description at Econpapers || Download paper | 9 |
| 15 | 2009 | Small area estimation on poverty indicators. (2009). Molina, Isabel ; J. N. K. Rao, . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws091505. Full description at Econpapers || Download paper | 9 |
| 16 | 2004 | Econometric modelling for short-term inflation forecasting in the EMU.. (2004). Espasa, Antoni ; Albacete, Rebeca . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws034309. Full description at Econpapers || Download paper | 9 |
| 17 | 2004 | Variance changes detection in multivariate time series. (2004). Galeano, Pedro ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws041305. Full description at Econpapers || Download paper | 8 |
| 18 | 2003 | Generalized spectral tests for the martingale difference hypothesis. (2003). Velasco, Carlos ; Escanciano, Juan Carlos. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws035312. Full description at Econpapers || Download paper | 8 |
| 19 | 2008 | Measuring financial risk : comparison of alternative procedures to estimate VaR and ES. (2008). Ruiz, Esther ; Nieto, Maria Rosa . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws087326. Full description at Econpapers || Download paper | 8 |
| 20 | 1999 | Subsampling intervals in autoregressive models with linear time trend. (1999). Wolf, Michael ; Romano, Joseph P. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6400. Full description at Econpapers || Download paper | 7 |
| 21 | 2010 | A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation. (2010). Galeano, Pedro ; Ausin, Concepcion ; Ghosh, Pulak. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws103822. Full description at Econpapers || Download paper | 7 |
| 22 | 2006 | Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH. (2006). Veiga, Helena ; Ruiz, Esther. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws066016. Full description at Econpapers || Download paper | 7 |
| 23 | 1997 | Nonlinear cointegration with mixing errors. (1997). Escribano, Alvaro ; Mira, Santiago . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6204. Full description at Econpapers || Download paper | 7 |
| 24 | 1993 | Cointegration and common factors. (1993). Escribano, Alvaro ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:3680. Full description at Econpapers || Download paper | 7 |
| 25 | 2002 | Estimation methods for stochastic volatility models: a survey. (2002). Ruiz, Esther ; Broto, Carmen. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws025414. Full description at Econpapers || Download paper | 7 |
| 26 | 2001 | Forecasting inflation in the european monetary union: a disaggregated approach by countries and by sectors. (2001). Espasa, Antoni ; Albacete, R. ; Senra, E.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws013723. Full description at Econpapers || Download paper | 7 |
| 27 | 1997 | Improved testing and specification of smooth transition regression models. (1997). Jorda, Oscar ; Escribano, Alvaro. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6218. Full description at Econpapers || Download paper | 6 |
| 28 | 2002 | Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis. (2002). Poncela, Pilar ; Espasa, Antoni ; Senra, E.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws020301. Full description at Econpapers || Download paper | 6 |
| 29 | 2011 | Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems. (2011). Breto, Carles ; Ionides, Edward L.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws111914. Full description at Econpapers || Download paper | 6 |
| 30 | 2012 | Portfolio selection through and extremality stochastic order. (2012). Pellerey, Franco ; Lillo, Rosa E. ; Romo, Juan ; Laniado, Henry. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws121812. Full description at Econpapers || Download paper | 6 |
| 31 | 1998 | The correlogram of a long memory process plus a simple noise. (1998). Marmol, Francesc . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:9820. Full description at Econpapers || Download paper | 6 |
| 32 | 1996 | A systematic framework for analyzing the dynamic effects of permanent and transitory shocks. (1996). Ng, Serena ; Gonzalo, Jesus. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6203. Full description at Econpapers || Download paper | 6 |
| 33 | 2010 | Multivariate extremality measure. (2010). Laniado, Henry ; Lillo, Rosa E. ; Romo, Juan. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws101908. Full description at Econpapers || Download paper | 5 |
| 34 | 1998 | Searching for fractional evidence using combined unit root tests. (1998). Marmol, Francesc . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:10613. Full description at Econpapers || Download paper | 5 |
| 35 | 2012 | More is not always better : back to the Kalman filter in dynamic factor models. (2012). Ruiz, Esther ; Poncela, Pilar. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws122317. Full description at Econpapers || Download paper | 5 |
| 36 | 1996 | P-values for non-standard distributions with an application to the DF test. (1996). Gonzalo, Jesus ; Adda, Jerome. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4541. Full description at Econpapers || Download paper | 5 |
| 37 | 2001 | Is stochastic volatility more flexible than garch?. (2001). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws010805. Full description at Econpapers || Download paper | 5 |
| 38 | 1996 | Automatic modelling of daily series of economic activity. (1996). Espasa, Antoni ; Cancelo, Jose Ramon ; Revuelta, Manuel J. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:3356. Full description at Econpapers || Download paper | 5 |
| 39 | 2002 | Pseudo-maximum likelihood estimation of a dynamic structural investment model. (2002). SÃÆánchez-Mangas, RocÃÆÃÂo ; Sanchez-Mangas, Rocio . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws026218. Full description at Econpapers || Download paper | 5 |
| 40 | 2009 | Comparing univariate and multivariate models to forecast portfolio value-at-risk. (2009). Santos, Andre ; Ruiz, Esther ; Andre A. P., ; Nogales, Francisco J.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws097222. Full description at Econpapers || Download paper | 5 |
| 41 | 1997 | On the properties of the Dickey-Pantula test against fractional alternatives. (1997). Dolado, Juan ; Marmol, Francesc . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4549. Full description at Econpapers || Download paper | 5 |
| 42 | 2004 | Stochastic volatility models and the Taylor effect. (2004). Ruiz, Esther ; Mora-Galan, Alberto ; Perez, Ana . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws046315. Full description at Econpapers || Download paper | 5 |
| 43 | 1997 | Estimating Binary choice models from cohort data. (1997). Collado, Dolores M. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6225. Full description at Econpapers || Download paper | 5 |
| 44 | 1998 | FM-OLS estimation of cointegrating relationships among nonstationary fractionally integrated processes. (1998). Dolado, Juan ; Marmol, Francesc . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4672. Full description at Econpapers || Download paper | 4 |
| 45 | 2001 | On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach.. (2001). Veredas, David ; Espasa, Antoni ; Rodriguez-Poo, Juan M.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws013321. Full description at Econpapers || Download paper | 4 |
| 46 | 1999 | Seasonal outliers in time series. (1999). Maravall, Agustin ; Kaiser, Regina . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6333. Full description at Econpapers || Download paper | 4 |
| 47 | 1998 | Subsampling confidence intervals for the autoregressive root. (1998). Wolf, Michael ; Romano, Joseph P. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6268. Full description at Econpapers || Download paper | 4 |
| 48 | 1997 | Nonlinear error correction models. (1997). Escribano, Alvaro ; Mira, Santiago . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6206. Full description at Econpapers || Download paper | 4 |
| 49 | 2000 | A well conditioned estimator for large dimensional covariance matrices. (2000). Wolf, Michael ; Ledoit, Olivier. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:10087. Full description at Econpapers || Download paper | 4 |
| 50 | 1997 | ECM tests for cointegration in a single equation framework. (1997). Mestre, Ricardo ; Dolado, Juan ; Banerjee, Anindya. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:10607. Full description at Econpapers || Download paper | 4 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2009 | Small area estimation on poverty indicators. (2009). Molina, Isabel ; J. N. K. Rao, . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws091505. Full description at Econpapers || Download paper | 5 |
| 2 | 2008 | The effect of short-selling of the aggregation of information in an experimental asset market. (2008). Vorsatz, Marc ; Veiga, Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws083808. Full description at Econpapers || Download paper | 3 |
| 3 | 2013 | Predictability of stock market activity using Google search queries. (2013). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws130605. Full description at Econpapers || Download paper | 2 |
| 4 | 2010 | First passage of a Markov additive process and generalized Jordan chains. (2010). D'Auria, Bernardo ; Kella, Offer ; Mandjes, Michel ; Ivanovs, Jevgenijs . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws103923. Full description at Econpapers || Download paper | 2 |
| 5 | 2011 | Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems. (2011). Breto, Carles ; Ionides, Edward L.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws111914. Full description at Econpapers || Download paper | 2 |
| 6 | 1996 | Automatic modelling of daily series of economic activity. (1996). Espasa, Antoni ; Cancelo, Jose Ramon ; Revuelta, Manuel J. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:3356. Full description at Econpapers || Download paper | 2 |
| 7 | 2011 | Profile identification via weighted related metric scaling : an application to dependent Spanish children. (2011). Alonso GonzÃÆález, Pablo ; Grane, Aurea ; Albarran, Irene . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws113628. Full description at Econpapers || Download paper | 2 |
| 8 | 2011 | Improving quality assessment of composite indicators in university rankings: a case study of French and German universities of excellence. (2011). Benito, Monica ; Romera, Rosario . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws112015. Full description at Econpapers || Download paper | 2 |
| 9 | 2022 | Contagion in sequential financial markets: an experimental analysis. (2020). Veiga, Helena ; Vorstaz, Marc ; Peeters, Ronald ; Lopes, Maria Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31230. Full description at Econpapers || Download paper | 2 |
| 10 | 2001 | Multivariate analysis in vector time series. (2001). Galeano, Pedro ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws012415. Full description at Econpapers || Download paper | 2 |
| 11 | 2001 | Outliers and conditional autoregressive heteroscedasticity in time series. (2001). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws010704. Full description at Econpapers || Download paper | 2 |
| 12 | 2015 | A Directional Multivariate Value at Risk. (2015). Laniado, Henry ; Lillo, Rosa E. ; Torres, Raul. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1501. Full description at Econpapers || Download paper | 2 |
| 13 | 1995 | Comovements in large systems. (1995). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:5825. Full description at Econpapers || Download paper | 2 |
| 14 | 2015 | Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment. (2015). Ruiz, Esther ; Poncela, Pilar. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1502. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 1
| Year | Title | |
|---|---|---|
| 2022 | Modeling Randomly Walking Volatility with Chained Gamma Distributions. (2022). Zhou, Youzhou ; Niu, Qiang ; Zhang, DI. In: Papers. RePEc:arx:papers:2207.01151. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Literature review of experimental asset markets with insiders. (2022). Merl, Robert. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001404. Full description at Econpapers || Download paper |
Recent citations received in 2019
| Year | Citing document |
|---|
10 most frequent citing series