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Borus Jungbacker · Study

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Borus Jungbacker

6 works· latest 2014· 2 institutionscluster: provisional

h-index6

i106

Citations868

Works here6

05

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14

Most cited in this library

Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements2005 · 551 citations
Likelihood-based Analysis for Dynamic Factor Models2008 · 97 citations
Likelihood‐based dynamic factor analysis for measurement and forecasting2014 · 86 citations
Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurementsn.d. · 64 citations
Parameter Estimation and Practical Aspects of Modeling Stochastic Volatility2009 · 37 citations

Works

6 shown

Likelihood‐based dynamic factor analysis for measurement and forecasting

Econometrics Journal·2014·2 authors

86citations

Parameter Estimation and Practical Aspects of Modeling Stochastic Volatility

Springer eBooks·2009·2 authors·chapter

37citations

Likelihood-based Analysis for Dynamic Factor Models

RePEc: Research Papers in Economics·2008·2 authors·preprint·Open access

97citations

Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models

Econometric Reviews·2006·2 authors

33citations

Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements

Journal of Empirical Finance·2005·3 authors·Open access

551citations

Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements

RePEc: Research Papers in Economics·3 authors·preprint

64citations