Citation profile for Audrone Virbickaite

Audrone Virbickaite : Citation Profile

Universitat de les Illes Balears

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   8 years (2015 - 2023). See details.
   Cites by year: 3
   Journals where Audrone Virbickaite has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 4 (12.12 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvi438
   Updated: 2024-04-18    RAS profile: 2024-03-08
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Relations with other researchers

Works with:

Nguyen, Hoang (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Audrone Virbickaite.

Is cited by:

Maheu, John (5)

Casarin, Roberto (2)

Jin, Xin (2)

Billio, Monica (2)

Huber, Florian (2)

Cai, Yuzhi (1)

Ravazzolo, Francesco (1)

Lütkebohmert, Eva (1)

Foos, Daniel (1)

Griffin, Jim (1)

Wilfling, Bernd (1)

Cites to:

Bollerslev, Tim (21)

Engle, Robert (17)

Bauwens, Luc (13)

Shephard, Neil (9)

Laurent, Sébastien (9)

Andersen, Torben (7)

Jagannathan, Ravi (6)

Maheu, John (6)

Diebold, Francis (6)

Galeano, Pedro (6)

Vrontos, Ioannis (5)

Main data

Where Audrone Virbickaite has published?

Journals with more than one article published	# docs
Energy Economics	2

Working Papers Series with more than one paper published	# docs
DEA Working Papers / Universitat de les Illes Balears, Departament d'Econom�a Aplicada	2
Working Papers / �rebro University, School of Business	2

Recent works citing Audrone Virbickaite (2024 and 2023)

Year	Title of citing document
2023	Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers \|\| Download paper
2023	The Bayesian Context Trees State Space Model for time series modelling and forecasting. (2023). Kontoyiannis, Ioannis ; Papageorgiou, Ioannis. In: Papers. RePEc:arx:papers:2308.00913. Full description at Econpapers \|\| Download paper
2023	Variational Inference for GARCH-family Models. (2023). Iosifidis, Alexandros ; Magris, Martin. In: Papers. RePEc:arx:papers:2310.03435. Full description at Econpapers \|\| Download paper
2023	Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2023). Javed, Farrukh ; Nguyen, Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:272-292. Full description at Econpapers \|\| Download paper
2023	Study on international energy market and geopolitical risk contagion based on complex network. (2023). Feng, Yong-Kang ; Gong, Xiao-Li ; Xiong, Xiong ; Liu, Jian-Min. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002039. Full description at Econpapers \|\| Download paper
2023	Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers \|\| Download paper
2023	Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models. (2023). Ravishanker, Nalini ; Chen, Ming-Hui ; Hu, Guanyu. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01266-9. Full description at Econpapers \|\| Download paper

Works by Audrone Virbickaite:

Year	Title	Type	Cited
2015	BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY In: Journal of Economic Surveys. [Full Text][Citation analysis]	article	15
2016	A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection In: Computational Statistics & Data Analysis. [Full Text][Citation analysis]	article	7
2023	Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models In: Energy Economics. [Full Text][Citation analysis]	article	1
2022	Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2020	Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction In: Energy Economics. [Full Text][Citation analysis]	article	3
2020	Bayesian sequential stock return prediction through copulas In: The Journal of Economic Asymmetries. [Full Text][Citation analysis]	article	0
2023	Bayesian predictive distributions of oil returns using mixed data sampling volatility models In: Resources Policy. [Full Text][Citation analysis]	article	0
2023	Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2019	Particle learning for Bayesian semi-parametric stochastic volatility model In: Econometric Reviews. [Full Text][Citation analysis]	article	3
2018	Particle Learning for Bayesian Semi-Parametric Stochastic Volatility Model.(2018) In: DEA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3	paper
2021	How Local tourism managers can benefit from national surveys: estimating tourism and restaurant expenditures for small market segments In: Current Issues in Tourism. [Full Text][Citation analysis]	article	0
2019	Sequential Stock Return Prediction Through Copulas In: DEA Working Papers. [Full Text][Citation analysis]	paper	0
2019	Bayesian semiparametric Markov switching stochastic volatility model In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis]	article	0