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Institute of Information Theory and Automation
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top-articles
Institute of Information Theory and Automation
15
(top 5%)
papers
243
(top 5%)
citations
8
(top 5%)
h
-index
12
(top 5%)
g
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40
all documents
290
doc citations
149
citing journals
Top Articles
#
Title
Journal
Year
Citations
1
Grandpa, Grandpa, Tell Me the One About Bitcoin Being a Safe Haven: New Evidence From the COVID-19 Pandemic
Frontiers in Physics
2020
52
2
On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model
Journal of Forecasting
2017
31
3
Performance evaluation of image segmentation algorithms on microscopic image data
Journal of Microscopy
2015
26
4
HOW DOES MONETARY POLICY CHANGE? EVIDENCE ON INFLATION-TARGETING COUNTRIES
Macroeconomic Dynamics
2014
24
5
Asymmetric Network Connectedness of Fears
Review of Economics and Statistics
2022
24
6
On the diversity of estimates
Computational Statistics and Data Analysis
2000
15
7
Measuring the Frequency Dynamics of Financial and Macroeconomic Connectedness
SSRN Electronic Journal
0
15
8
Dynamic Networks in Large Financial and Economic Systems
SSRN Electronic Journal
0
15
9
Approximation theory for generalized young measures
Numerical Functional Analysis and Optimization
1995
13
10
Quantile Cross-Spectral Measures of Dependence between Economic Variables
SSRN Electronic Journal
0
11
11
On Stability of M-stationary Points in MPCCs
Set-Valued and Variational Analysis
2014
8
12
Estimation of Financial Agent-Based Models with Simulated Maximum Likelihood
SSRN Electronic Journal
0
8
13
Sensitivity Analysis of M-Estimates of Nonlinear Regression Model: Influence of Data Subsets
Annals of the Institute of Statistical Mathematics
2002
7
14
Data-driven smooth tests of the proportional hazards assumption
Lifetime Data Analysis
2007
7
15
Realized Wavelet-Based Estimation of Integrated Variance and Jumps in the Presence of Noise
SSRN Electronic Journal
2012
6
16
On the Role of Stablecoins in Cryptoasset Pricing Dynamics
SSRN Electronic Journal
0
4
17
Forecasting the Term Structure of Crude Oil Futures Prices with Neural Networks
SSRN Electronic Journal
0
3
18
Selective Attention in Exchange Rate Forecasting
Journal of Behavioral Finance
2022
3
19
Business Cycle Synchronization of the Visegrad Four and the European Union
SSRN Electronic Journal
0
3
20
How Does Bad and Good Volatility Spill Over Across Petroleum Markets?
SSRN Electronic Journal
0
2
21
Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns
SSRN Electronic Journal
0
2
22
Existence Results for Some Nonconvex Optimization Problems Governed by Nonlinear Processes
SSRN Electronic Journal
1998
2
23
Investment Disputes and Abnormal Volatility of Stocks
SSRN Electronic Journal
0
2
24
Realized Wavelet Jump-GARCH Model: Can Wavelet Decomposition of Volatility Improve its Forecasting?
SSRN Electronic Journal
0
1
25
Revisiting the Fractional Cointegrating Dynamics of Implied-Realized Volatility Relation with Wavelet Band Spectrum Regression
SSRN Electronic Journal
0
1
26
Asymmetric Volatility Connectedness on Forex Markets
SSRN Electronic Journal
0
1
27
Cyclical Properties of Supply-Side and Demand-Side Shocks in Oil-Based Commodity Markets
SSRN Electronic Journal
0
1
28
Dynamic Industry Uncertainty Networks and the Business Cycle
SSRN Electronic Journal
0
1
29
Return and Volatility Spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from Var-Mgarch Estimations
SSRN Electronic Journal
0
1
30
Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillovers
SSRN Electronic Journal
0
1
31
Are Benefits from Oil - Stocks Diversification Gone? A New Evidence from a Dynamic Copulas and High Frequency Data
SSRN Electronic Journal
2013
0
32
Do Co-Jumps Impact Correlations in Currency Markets?
SSRN Electronic Journal
0
0
33
Frequency-Dependent Higher Moment Risks
SSRN Electronic Journal
0
0
34
Time-Frequency Dynamics of Bio-Fuels-Food System
SSRN Electronic Journal
0
0
35
Simulated Maximum Likelihood Estimation of Agent-Based Models in Economics and Finance
SSRN Electronic Journal
2019
0
36
Gold, Oil, and Stocks: Dynamic Correlations
SSRN Electronic Journal
0
0
37
Return and volatility spillovers between Chinese and US clean energy related stocks
SSRN Electronic Journal
0
0
38
Optimal moment set selection for the SMM using machine learning
SSRN Electronic Journal
0
0
39
Fundamental and Speculative Components of the Cryptocurrency Pricing Dynamics
SSRN Electronic Journal
0
0
40
Common Idiosyncratic Quantile Risk
SSRN Electronic Journal
0
0
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