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citing journals

Top Articles

#TitleJournalYearCitations
1Grandpa, Grandpa, Tell Me the One About Bitcoin Being a Safe Haven: New Evidence From the COVID-19 PandemicFrontiers in Physics202052
2On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) ModelJournal of Forecasting201731
3Performance evaluation of image segmentation algorithms on microscopic image dataJournal of Microscopy201526
4HOW DOES MONETARY POLICY CHANGE? EVIDENCE ON INFLATION-TARGETING COUNTRIESMacroeconomic Dynamics201424
5Asymmetric Network Connectedness of FearsReview of Economics and Statistics202224
6On the diversity of estimatesComputational Statistics and Data Analysis200015
7Measuring the Frequency Dynamics of Financial and Macroeconomic ConnectednessSSRN Electronic Journal015
8Dynamic Networks in Large Financial and Economic SystemsSSRN Electronic Journal015
9Approximation theory for generalized young measuresNumerical Functional Analysis and Optimization199513
10Quantile Cross-Spectral Measures of Dependence between Economic VariablesSSRN Electronic Journal011
11On Stability of M-stationary Points in MPCCsSet-Valued and Variational Analysis20148
12Estimation of Financial Agent-Based Models with Simulated Maximum LikelihoodSSRN Electronic Journal08
13Sensitivity Analysis of M-Estimates of Nonlinear Regression Model: Influence of Data SubsetsAnnals of the Institute of Statistical Mathematics20027
14Data-driven smooth tests of the proportional hazards assumptionLifetime Data Analysis20077
15Realized Wavelet-Based Estimation of Integrated Variance and Jumps in the Presence of NoiseSSRN Electronic Journal20126
16On the Role of Stablecoins in Cryptoasset Pricing DynamicsSSRN Electronic Journal04
17Forecasting the Term Structure of Crude Oil Futures Prices with Neural NetworksSSRN Electronic Journal03
18Selective Attention in Exchange Rate ForecastingJournal of Behavioral Finance20223
19Business Cycle Synchronization of the Visegrad Four and the European UnionSSRN Electronic Journal03
20How Does Bad and Good Volatility Spill Over Across Petroleum Markets?SSRN Electronic Journal02
21Measurement of Common Risk Factors: A Panel Quantile Regression Model for ReturnsSSRN Electronic Journal02
22Existence Results for Some Nonconvex Optimization Problems Governed by Nonlinear ProcessesSSRN Electronic Journal19982
23Investment Disputes and Abnormal Volatility of StocksSSRN Electronic Journal02
24Realized Wavelet Jump-GARCH Model: Can Wavelet Decomposition of Volatility Improve its Forecasting?SSRN Electronic Journal01
25Revisiting the Fractional Cointegrating Dynamics of Implied-Realized Volatility Relation with Wavelet Band Spectrum RegressionSSRN Electronic Journal01
26Asymmetric Volatility Connectedness on Forex MarketsSSRN Electronic Journal01
27Cyclical Properties of Supply-Side and Demand-Side Shocks in Oil-Based Commodity MarketsSSRN Electronic Journal01
28Dynamic Industry Uncertainty Networks and the Business CycleSSRN Electronic Journal01
29Return and Volatility Spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from Var-Mgarch EstimationsSSRN Electronic Journal01
30Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility SpilloversSSRN Electronic Journal01
31Are Benefits from Oil - Stocks Diversification Gone? A New Evidence from a Dynamic Copulas and High Frequency DataSSRN Electronic Journal20130
32Do Co-Jumps Impact Correlations in Currency Markets?SSRN Electronic Journal00
33Frequency-Dependent Higher Moment RisksSSRN Electronic Journal00
34Time-Frequency Dynamics of Bio-Fuels-Food SystemSSRN Electronic Journal00
35Simulated Maximum Likelihood Estimation of Agent-Based Models in Economics and FinanceSSRN Electronic Journal20190
36Gold, Oil, and Stocks: Dynamic CorrelationsSSRN Electronic Journal00
37Return and volatility spillovers between Chinese and US clean energy related stocksSSRN Electronic Journal00
38Optimal moment set selection for the SMM using machine learningSSRN Electronic Journal00
39Fundamental and Speculative Components of the Cryptocurrency Pricing DynamicsSSRN Electronic Journal00
40Common Idiosyncratic Quantile RiskSSRN Electronic Journal00