Arie Preminger

412 total citations
17 papers, 261 citations indexed

About

Arie Preminger is a scholar working on Finance, General Economics, Econometrics and Finance and Statistics and Probability. According to data from OpenAlex, Arie Preminger has authored 17 papers receiving a total of 261 indexed citations (citations by other indexed papers that have themselves been cited), including 12 papers in Finance, 12 papers in General Economics, Econometrics and Finance and 9 papers in Statistics and Probability. Recurrent topics in Arie Preminger's work include Financial Risk and Volatility Modeling (12 papers), Monetary Policy and Economic Impact (11 papers) and Market Dynamics and Volatility (4 papers). Arie Preminger is often cited by papers focused on Financial Risk and Volatility Modeling (12 papers), Monetary Policy and Economic Impact (11 papers) and Market Dynamics and Volatility (4 papers). Arie Preminger collaborates with scholars based in Israel, Belgium and Canada. Arie Preminger's co-authors include Christian Hafner, Raphaël Franck, Luc Bauwens, Jeroen V.K. Rombouts, David Wettstein, Giuseppe Storti, Uri Ben‐Zion, Danny Pfeffermann and Shinichi Sakata and has published in prestigious journals such as Economics Letters, International Journal of Forecasting and Journal of Multivariate Analysis.

In The Last Decade

Arie Preminger

17 papers receiving 245 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Arie Preminger Israel	7	180	164	91	57	47	17	261
Lorenzo Pascual Spain	7	174 1.0×	169 1.0×	120 1.3×	93 1.6×	59 1.3×	10	325
Francisco Blasques Netherlands	10	256 1.4×	266 1.6×	114 1.3×	31 0.5×	50 1.1×	42	391
András Fülöp France	10	234 1.3×	110 0.7×	43 0.5×	33 0.6×	59 1.3×	32	335
Matthias R. Fengler Switzerland	12	469 2.6×	167 1.0×	75 0.8×	52 0.9×	33 0.7×	36	543
Genaro Sucarrat Norway	12	251 1.4×	294 1.8×	124 1.4×	42 0.7×	31 0.7×	31	396
Lars Stentoft Canada	12	539 3.0×	283 1.7×	94 1.0×	83 1.5×	31 0.7×	66	638
Angelia L. Grant Australia	8	152 0.8×	288 1.8×	193 2.1×	43 0.8×	35 0.7×	14	396
Giuseppe Storti Italy	9	157 0.9×	164 1.0×	61 0.7×	67 1.2×	22 0.5×	30	237
Martin Larsson United States	9	362 2.0×	171 1.0×	39 0.4×	45 0.8×	56 1.2×	39	437
Pavel A. Stoimenov Germany	8	283 1.6×	140 0.9×	36 0.4×	56 1.0×	88 1.9×	15	373

Countries citing papers authored by Arie Preminger

Since Specialization

Citations

This map shows the geographic impact of Arie Preminger's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Arie Preminger with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Arie Preminger more than expected).

Fields of papers citing papers by Arie Preminger

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Arie Preminger. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Arie Preminger. The network helps show where Arie Preminger may publish in the future.

Co-authorship network of co-authors of Arie Preminger

This figure shows the co-authorship network connecting the top 25 collaborators of Arie Preminger. A scholar is included among the top collaborators of Arie Preminger based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Arie Preminger. Arie Preminger is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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17 of 17 papers shown

Pfeffermann, Danny & Arie Preminger. (2021). Estimation Under Mode Effects and Proxy Surveys, Accounting for Non-ignorable Nonresponse. Sankhya A. 83(2). 779–813. 1 indexed citations

Preminger, Arie & Giuseppe Storti. (2017). Least‐squares estimation of GARCH(1,1) models with heavy‐tailed errors. Econometrics Journal. 20(2). 221–258. 3 indexed citations

Hafner, Christian & Arie Preminger. (2017). On Asymptotic Theory for ARCH (∞) Models. Journal of Time Series Analysis. 38(6). 865–879. 3 indexed citations

Hafner, Christian & Arie Preminger. (2015). An ARCH model without intercept. Economics Letters. 129. 13–17. 8 indexed citations

Hafner, Christian & Arie Preminger. (2014). A note on the Tobit model in the presence of a duration variable. Economics Letters. 126. 47–50. 6 indexed citations

Hafner, Christian & Arie Preminger. (2009). On asymptotic theory for multivariate GARCH models. Journal of Multivariate Analysis. 100(9). 2044–2054. 75 indexed citations

Hafner, Christian & Arie Preminger. (2009). Deciding between GARCH and stochastic volatility via strong decision rules. Journal of Statistical Planning and Inference. 140(3). 791–805. 11 indexed citations

Hafner, Christian & Arie Preminger. (2009). ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL. Econometric Theory. 25(2). 336–363. 32 indexed citations

Preminger, Arie, Uri Ben‐Zion, & David Wettstein. (2007). The extended switching regression model: allowing for multiple latent state variables. Journal of Forecasting. 26(7). 457–473. 3 indexed citations

10.

Bauwens, Luc, Arie Preminger, & Jeroen V.K. Rombouts. (2007). Theory and Inference for a Markov Switching GARCH Model. SSRN Electronic Journal. 24 indexed citations

11.

Preminger, Arie & Christian Hafner. (2006). Deciding between GARCH and Stochastic Volatility via Strong Decision Rules. SSRN Electronic Journal. 2 indexed citations

12.

Preminger, Arie, Uri Ben‐Zion, & David Wettstein. (2006). Extended switching regression models with time-varying probabilities for combining forecasts. European Journal of Finance. 12(6-7). 455–472. 3 indexed citations

13.

Bauwens, Luc, Arie Preminger, & Jeroen V.K. Rombouts. (2006). Regime Switching GARCH Models. SSRN Electronic Journal. 24 indexed citations

14.

Preminger, Arie & Raphaël Franck. (2006). Forecasting exchange rates: A robust regression approach. International Journal of Forecasting. 23(1). 71–84. 58 indexed citations

15.

Preminger, Arie & Raphaël Franck. (2005). Forecasting Exchange Rates: A Robust Regression Approach. SSRN Electronic Journal. 6 indexed citations

16.

Preminger, Arie & Shinichi Sakata. (2005). A Model Selection Method for S-Estimation. SSRN Electronic Journal. 1 indexed citations

17.

Preminger, Arie & David Wettstein. (2005). Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models. Journal of Time Series Analysis. 26(5). 715–741. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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