Citation Impact
Citing Papers
Prediction of the failure interval with maximum power based on the remaining useful life distribution
2015
Procyclicality of the financial system and financial stability: Issues and policy options
2001 Standout
Volatility spillovers in commodity markets: A large t-vector autoregressive approach
2019
Taking the Human Out of the Loop: A Review of Bayesian Optimization
2015 Standout
Microeconomic Origins of Macroeconomic Tail Risks
2016 StandoutNobel
Dependence Structure between CDS and Equity Markets
2012
A time-varying copula approach to oil and stock market dependence: The case of transition economies
2013 Standout
Uncertainty and crude oil returns
2016
Financial crisis and stock market efficiency: Empirical evidence from Asian countries
2007
Tensor Decomposition for Signal Processing and Machine Learning
2017 Standout
A New Capital Regulation for Large Financial Institutions
2011 StandoutNobel
Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?
2010
Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis
2021 Standout
Reflections on the Natural Rate Hypothesis
1997 StandoutNobel
Cointegration in Central and East European markets in light of EU accession
2010
Credit risk and financial instability
1999
Accounting for the sources of macroeconomic tail risks
2018
The Impact of Geopolitical Risk on Systemic Risk Spillover in Commodity Market: An EMD‐Based Network Topology Approach
2021
Dependence structure and extreme comovements in international equity and bond markets
2011
Probability of Informed Trading: An Empirical Application to the Euro Overnight Market Rate
2007
Return Dependence and the Limits of Product Diversification in Financial Firms
2012
Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
2010 Standout
Empirical distributions of stock returns: between the stretched exponential and the power law?
2005
An Augmented q-Factor Model with Expected Growth
2020
Bank regulation and supervision: what works best?
2003 Standout
Short-Term Load Forecasting for Industrial Customers Based on TCN-LightGBM
2020 Standout
Is gold a safe haven? International evidence
2010 Standout
Estimation of copula-based semiparametric time series models
2005
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis
2020 Standout
Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations
2016 Standout
Is gold a hedge or safe haven against oil price movements?
2013 Standout
Credit Constraints and the Cyclicality of R&D Investment: Evidence from France
2008 StandoutNobel
A Short-Term and High-Resolution Distribution System Load Forecasting Approach Using Support Vector Regression With Hybrid Parameters Optimization
2016
Predictive Entropy Search for Efficient Global Optimization of Black-box Functions
2014
Optimal Versus Naive Diversification: How Inefficient is the 1/NPortfolio Strategy?
2007 Standout
A bibliometric analysis of European Financial Managementʼs first 25 years
2020
Modelling oil price and exchange rate co-movements
2011
Is the Inflation-Output Nexus Asymmetric in the Euro Area?
2006
Financial Constraints Risk
2006 Standout
MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*
2006
Variational Mode Decomposition
2014 Standout
Deep learning with long short-term memory networks for financial market predictions
2017 Standout
Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine
2022 Standout
Power-law distributions in empirical data
2018 Standout
Modelling Asymmetric Dependence Using Copula Functions: An Application to Value-at-Risk in the Energy Sector
2009
Dependence structure between the equity market and the foreign exchange market–A copula approach
2009
Tensor Decompositions for Signal Processing Applications: From two-way to multiway component analysis
2015 Standout
Pricing and Inference with Mixtures of Conditionally Normal Processes
2007
Optimal Supervisory Policies and Depositor-Preferences Laws
2002
Is there dependence and systemic risk between oil and renewable energy stock prices?
2014 Standout
20 years of Electronic Commerce Research
2021 Standout
Measuring Systemic Risk
2016 Standout
Is Bitcoin the “Paris Hilton” of the Currency World? Or Are the Early Investors onto Something That Will Make Them Rich?
2016
Measuring financial contagion: A Copula approach
2007
A literature survey of low‐rank tensor approximation techniques
2013 Standout
Approximation algorithms for homogeneous polynomial optimization with quadratic constraints
2010
What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?
2019 Standout
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
2014
A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach
2013
Financial Market Liquidity and the Lender of Last Resort
2007
Forced Portfolio Liquidation
2007
Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach
2019
International Portfolio Formation, Skewness and the Role of Gold
2003
Do food and oil prices co-move?
2012
Pairs trading with partial cointegration
2017
Does Uncertainty Make a Time-Varying Natural Rate of Interest Irrelevant for the Conduct of Monetary Policy?
2007
A comparative analysis of macro stress-testing methodologies with application to Finland
2005
Measuring contagion between energy market and stock market during financial crisis: A copula approach
2012
A Hybrid Prognostics Approach for Estimating Remaining Useful Life of Rolling Element Bearings
2018 Standout
How do crude oil prices co-move?
2011
Modeling International Financial Returns with a Multivariate Regime-switching Copula
2009
Portfolio Selection with Higher Moments
2004
Dissecting green returns
2022 Standout
Most Tensor Problems Are NP-Hard
2013 Standout
Global Ageing and Macroeconomic Consequences of Demographic Uncertainty in a Multi-Regional Model
2007
Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios
2011 Standout
Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve
2007
CREDIT CONSTRAINTS AND THE CYCLICALITY OF R&D INVESTMENT: EVIDENCE FROM FRANCE
2012 StandoutNobel
Asset Pricing Implications of Firms' Financing Constraints
2002
Geopolitical risk and dynamic connectedness between commodity markets
2022 Standout
Assessing oil supply security of South Asia
2018 Standout
Works of Michael Rockinger being referenced
Moment Component Analysis: An Illustration with International Stock Markets
2010
Optimal Portfolio Allocation Under Higher Moments
2004
Conditional Dependency of Financial Series: An Application of Copulas
2001
Estimating the price impact of trades in a high-frequency microstructure model with jumps
2015
Entropy densities with an application to autoregressive conditional skewness and kurtosis
2002
The Copula-GARCH model of conditional dependencies: An international stock market application
2006
Entropy Densities: With an Application to Autoregressive Conditional Skewness and Kurtosis
2001
On Stock Market Returns and Returns on Investment
1994
Systemic Risk in Europe
2014 Nobel
Gram–Charlier densities
2001
The Tail Behavior of Stock Returns: Emerging Versus Mature Markets
1999
Moment Component Analysis: An Illustration With International Stock Markets
2016
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications
2003
Optimal Portfolio Allocation Under Higher Moments
2004
The Evolution of Stock Markets in Transition Economies
2000
On Stock Market Returns and Returns on Investment
1994
Testing For Differences In The Tails Of Stock-Market Returns
2001
Asset Allocation in Transition Economies
2002
Modelling Extreme-Value Dependence in International Stock Markets
2002
Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements
2003
The Economic Value of Distributional Timing
2006
The Bank Bias: Segmentation of French Fund Families
2004
Optimal Portfolio Allocation under Higher Moments
2006