Josu Arteche

532 total citations
32 papers, 333 citations indexed

About

Josu Arteche is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Josu Arteche has authored 32 papers receiving a total of 333 indexed citations (citations by other indexed papers that have themselves been cited), including 28 papers in Economics and Econometrics, 22 papers in Finance and 11 papers in General Economics, Econometrics and Finance. Recurrent topics in Josu Arteche's work include Financial Risk and Volatility Modeling (22 papers), Complex Systems and Time Series Analysis (19 papers) and Market Dynamics and Volatility (15 papers). Josu Arteche is often cited by papers focused on Financial Risk and Volatility Modeling (22 papers), Complex Systems and Time Series Analysis (19 papers) and Market Dynamics and Volatility (15 papers). Josu Arteche collaborates with scholars based in Spain, France and Chile. Josu Arteche's co-authors include Peter M. Robinson, Arantza Murillas, Wilfredo Palma, Valdério Anselmo Reisen, Javier Hualde and Carlos Velasco and has published in prestigious journals such as Journal of Econometrics, Economics Letters and International Journal of Forecasting.

In The Last Decade

Josu Arteche

31 papers receiving 318 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Josu Arteche Spain	9	243	234	84	35	34	32	333
Thomas Trimbur United States	8	272 1.1×	142 0.6×	278 3.3×	14 0.4×	17 0.5×	20	410
Tina Hviid Rydberg United Kingdom	8	209 0.9×	399 1.7×	42 0.5×	68 1.9×	17 0.5×	10	476
Mathieu Rosenbaum France	10	216 0.9×	428 1.8×	39 0.5×	23 0.7×	9 0.3×	22	462
Alessio Sancetta United Kingdom	10	119 0.5×	224 1.0×	73 0.9×	124 3.5×	24 0.7×	31	373
Jin‐Lung Lin Taiwan	5	120 0.5×	79 0.3×	49 0.6×	16 0.5×	17 0.5×	6	289
Lorenzo Pascual Spain	7	169 0.7×	174 0.7×	120 1.4×	59 1.7×	27 0.8×	10	325
Mohamed Boutahar France	9	339 1.4×	138 0.6×	132 1.6×	12 0.3×	14 0.4×	32	390
Valeri Voev Denmark	9	352 1.4×	424 1.8×	130 1.5×	53 1.5×	14 0.4×	15	464
Zhibiao Zhao United States	9	82 0.3×	146 0.6×	72 0.9×	237 6.8×	27 0.8×	25	392
Rongmao Zhang China	8	92 0.4×	159 0.7×	82 1.0×	125 3.6×	5 0.1×	39	272

Countries citing papers authored by Josu Arteche

Since Specialization

Citations

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

Fields of papers citing papers by Josu Arteche

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Josu Arteche

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

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Arteche, Josu. (2021). Bootstrapping long memory time series: Application in low frequency estimators. Econometrics and Statistics. 29. 1–15. 1 indexed citations

Arteche, Josu, et al.. (2021). Singular spectrum analysis for value at risk in stochastic volatility models. Journal of Forecasting. 41(1). 3–16. 1 indexed citations

Arteche, Josu. (2020). Frequency Domain Local Bootstrap in long memory time series.. 1. 1 indexed citations

Arteche, Josu, et al.. (2015). A bootstrap approximation for the distribution of the Local Whittle estimator. Computational Statistics & Data Analysis. 100. 645–660. 4 indexed citations

Arteche, Josu. (2014). SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY. Econometric Theory. 31(6). 1382–1402. 5 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

Arteche, Josu. (2012). Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models. Econometric Reviews. 31(4). 440–474. 5 indexed citations

Arteche, Josu. (2011). Parametric vs. semiparametric long memory: Comments on “Prediction from ARFIMA models: Comparison between MLE and semiparametric estimation”. International Journal of Forecasting. 28(1). 54–56. 2 indexed citations

Arteche, Josu, et al.. (2011). Estimation of the frequency in cyclical long-memory series. Journal of Statistical Computation and Simulation. 81(11). 1627–1639. 2 indexed citations

10.

Arteche, Josu, et al.. (2011). Doubly fractional models for dynamic heteroscedastic cycles. Computational Statistics & Data Analysis. 56(6). 2139–2158. 5 indexed citations

11.

Arteche, Josu. (2010). Standard and seasonal long memory in volatility: an application to Spanish inflation. Empirical Economics. 42(3). 693–712. 5 indexed citations

12.

Arteche, Josu, et al.. (2010). Fractional integration analysis and its implications on profitability: The case of the mackerel market in the Basque Country. Fisheries Research. 106(3). 420–429. 8 indexed citations

13.

Arteche, Josu, et al.. (2009). Bootstrap‐based bandwidth choice for log‐periodogram regression. Journal of Time Series Analysis. 30(6). 591–617. 5 indexed citations

14.

Arteche, Josu, et al.. (2009). Integracion vertical en el mercado del verdel en el Pais Vasco. AgEcon Search (University of Minnesota, USA). 2 indexed citations

15.

Arteche, Josu, et al.. (2008). Using the bootstrap for finite sample confidence intervals of the log periodogram regression. Computational Statistics & Data Analysis. 53(6). 1940–1953. 6 indexed citations

16.

Arteche, Josu. (2007). The Analysis of Seasonal Long Memory: The Case of Spanish Inflation*. Oxford Bulletin of Economics and Statistics. 69(6). 749–772. 15 indexed citations

17.

Arteche, Josu, et al.. (2004). Bootstrapping the log-periodogram regression. Economics Letters. 86(1). 79–85. 8 indexed citations

18.

Arteche, Josu. (2000). Log-periodogram regression in asymmetric long memory. Kybernetika. 36(4). 415–435. 1 indexed citations

19.

Arteche, Josu & Peter M. Robinson. (2000). Semiparametric Inference in Seasonal and Cyclical Long Memory Processes. Journal of Time Series Analysis. 21(1). 1–25. 98 indexed citations

20.

Arteche, Josu. (1998). Gaussian semiparametric estimation in seasonal/cyclical long memory time series. Kybernetika. 36(19). 1–310. 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.

Explore authors with similar magnitude of impact