Javier Hualde

451 total citations
21 papers, 192 citations indexed

About

Javier Hualde is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Javier Hualde has authored 21 papers receiving a total of 192 indexed citations (citations by other indexed papers that have themselves been cited), including 17 papers in Finance, 15 papers in General Economics, Econometrics and Finance and 15 papers in Economics and Econometrics. Recurrent topics in Javier Hualde's work include Financial Risk and Volatility Modeling (16 papers), Monetary Policy and Economic Impact (15 papers) and Market Dynamics and Volatility (7 papers). Javier Hualde is often cited by papers focused on Financial Risk and Volatility Modeling (16 papers), Monetary Policy and Economic Impact (15 papers) and Market Dynamics and Volatility (7 papers). Javier Hualde collaborates with scholars based in Spain, United Kingdom and Denmark. Javier Hualde's co-authors include Peter M. Robinson, Carlos Velasco, Javier Gómez Biscarri, Juan Carlos Escanciano, Josu Arteche, Arantza Murillas and Morten Ørregaard Nielsen and has published in prestigious journals such as Journal of Econometrics, Journal of Business and Economic Statistics and Economics Letters.

In The Last Decade

Javier Hualde

20 papers receiving 183 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Javier Hualde Spain	8	110	109	100	45	12	21	192
Lorenzo Trapani United Kingdom	9	99 0.9×	114 1.0×	163 1.6×	67 1.5×	9 0.8×	45	292
Tony Yates United Kingdom	8	97 0.9×	183 1.7×	170 1.7×	21 0.5×	6 0.5×	16	250
Yohei Yamamoto Japan	12	161 1.5×	216 2.0×	258 2.6×	52 1.2×	6 0.5×	30	364
Sophie A. Ladoucette Belgium	7	97 0.9×	85 0.8×	111 1.1×	33 0.7×	4 0.3×	12	215
Ke Zhu Hong Kong	10	204 1.9×	86 0.8×	118 1.2×	112 2.5×	8 0.7×	32	271
Markus Bibinger Germany	10	185 1.7×	38 0.3×	121 1.2×	59 1.3×	6 0.5×	18	211
Chaohua Dong China	8	50 0.5×	86 0.8×	118 1.2×	69 1.5×	3 0.3×	27	198
Eric Eisenstat Australia	7	98 0.9×	151 1.4×	163 1.6×	42 0.9×	4 0.3×	16	256
Johannes Brumm Germany	9	97 0.9×	104 1.0×	151 1.5×	7 0.2×	16 1.3×	22	245
Jakob Stöber Germany	7	155 1.4×	55 0.5×	106 1.1×	111 2.5×	3 0.3×	11	301

Countries citing papers authored by Javier Hualde

Since Specialization

Citations

This map shows the geographic impact of Javier Hualde'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 Javier Hualde with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Javier Hualde more than expected).

Fields of papers citing papers by Javier Hualde

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Javier Hualde. 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 Javier Hualde. The network helps show where Javier Hualde may publish in the future.

Co-authorship network of co-authors of Javier Hualde

This figure shows the co-authorship network connecting the top 25 collaborators of Javier Hualde. A scholar is included among the top collaborators of Javier Hualde 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 Javier Hualde. Javier Hualde is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Hualde, Javier & Morten Ørregaard Nielsen. (2022). Truncated sum-of-squares estimation of fractional time series models with generalized power law trend. Electronic Journal of Statistics. 16(1). 2 indexed citations

Hualde, Javier, et al.. (2019). Local Whittle estimation of long memory: Standard versus bias-reducing techniques. Econometrics and Statistics. 12. 66–77. 1 indexed citations

Escanciano, Juan Carlos & Javier Hualde. (2019). Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk. Journal of Business and Economic Statistics. 39(2). 453–465. 7 indexed citations

Hualde, Javier, et al.. (2017). Revisiting inflation in the euro area allowing for long memory. Economics Letters. 156. 145–150. 3 indexed citations

Hualde, Javier, et al.. (2016). Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes. Economics Letters. 150. 39–43. 7 indexed citations

Biscarri, Javier Gómez & Javier Hualde. (2015). Regression-based analysis of cointegration systems. Journal of Econometrics. 186(1). 32–50. 2 indexed citations

Hualde, Javier, et al.. (2015). Small‐band Fixed‐bAsymptotics for Weighted Covariance Estimation in Fractional Cointegration. Journal of Time Series Analysis. 36(4). 528–540.

Biscarri, Javier Gómez & Javier Hualde. (2014). A residual-based ADF test for stationary cointegration in I(2) settings. Journal of Econometrics. 184(2). 280–294. 11 indexed citations

Hualde, Javier, et al.. (2013). Spatial Integration in the Spanish Mackerel Market. Journal of Agricultural Economics. 65(1). 234–256. 11 indexed citations

10.

Hualde, Javier. (2013). A simple test for the equality of integration orders. Economics Letters. 119(3). 233–237. 16 indexed citations

11.

Hualde, Javier. (2013). Estimation of long-run parameters in unbalanced cointegration. Journal of Econometrics. 178(2). 761–778. 1 indexed citations

12.

Hualde, Javier, et al.. (2012). First Stage Estimation of Fractional Cointegration. 4(1). 1 indexed citations

13.

Hualde, Javier. (2012). Weak convergence to a modified fractional Brownian motion. Journal of Time Series Analysis. 33(3). 519–529. 1 indexed citations

14.

Escanciano, Juan Carlos & Javier Hualde. (2009). Persistence in Nonlinear Time Series: A Nonparametric Approach. SSRN Electronic Journal. 1 indexed citations

15.

Hualde, Javier & Carlos Velasco. (2007). DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION. Econometric Theory. 24(1). 23 indexed citations

16.

Hualde, Javier & Peter M. Robinson. (2006). Semiparametric Estimation of Fractional Cointegration. Deposito Adademico Digital Universidad De Navarra (University of Navarra). 1. 3 indexed citations

17.

Hualde, Javier & Peter M. Robinson. (2006). Root--consistent estimation of weak fractional cointegration. Journal of Econometrics. 140(2). 450–484. 35 indexed citations

18.

Hualde, Javier. (2006). UNBALANCED COINTEGRATION. Econometric Theory. 22(5). 6 indexed citations

19.

Hualde, Javier. (2003). Cointegration in Fractional Systems with Unkown Integration Orders. London School of Economics and Political Science Research Online (London School of Economics and Political Science). 24 indexed citations

20.

Hualde, Javier, et al.. (2002). ROOT-N-CONSISTENT ESTIMATION OF WEAKFRACTIONAL COINTEGRATION. London School of Economics and Political Science Research Online (London School of Economics and Political Science). 8 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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