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Baum, Christopher F.

Co-Author Distance
Author ID: baum.christopher-f Recent zbMATH articles by "Baum, Christopher F."
Published as: Baum, Christopher F.; Baum, C. F.
External Links: ORCID
Documents Indexed: 9 Publications since 1983, including 2 Books
1 Contribution as Editor
Co-Authors: 5 Co-Authors with 8 Joint Publications
24 Co-Co-Authors

Co-Authors

2 single-authored
3 Barkoulas, John T.
2 Howrey, E. Philip
1 Bekdache, Basma
1 Hurn, Stan
1 Karasulu, Meral

Serials

3 Economics Letters
1 Computational Economics
1 Asia-Pacific Financial Markets

Fields

8 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
4 Statistics (62-XX)
2 Operations research, mathematical programming (90-XX)
2 Systems theory; control (93-XX)
1 General and overarching topics; collections (00-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

7 Publications have been cited 20 times in 20 Documents Cited by ▼ Year ▼
Long-term dependence in stock returns. Zbl 0897.90037
Barkoulas, John T.; Baum, Christopher F.
11
1996
An introduction to modern econometrics using Stata. Zbl 1179.62161
Baum, Christopher F.
2
2006
The effects of an activist policy on macroeconomic stability. Zbl 0545.90018
Baum, C. F.; Howrey, E. P.
2
1984
Modelling federal reserve discount policy. Zbl 0896.90077
Baum, Christopher F.; Karasulu, Meral
2
1998
Long memory and forecasting in euro/yen deposit rates. Zbl 1153.91780
Barkoulas, John T.; Baum, Christopher F.
1
1997
Waves and persistence in merger and acquisition activity. Zbl 1007.91507
Barkoulas, J. T.; Baum, C. F.; Chakraborty, A.
1
2001
Factor-GARCH modeling of the treasury term structure. Zbl 1056.91509
Baum, Christopher F.; Bekdache, Basma
1
1997
An introduction to modern econometrics using Stata. Zbl 1179.62161
Baum, Christopher F.
2
2006
Waves and persistence in merger and acquisition activity. Zbl 1007.91507
Barkoulas, J. T.; Baum, C. F.; Chakraborty, A.
1
2001
Modelling federal reserve discount policy. Zbl 0896.90077
Baum, Christopher F.; Karasulu, Meral
2
1998
Long memory and forecasting in euro/yen deposit rates. Zbl 1153.91780
Barkoulas, John T.; Baum, Christopher F.
1
1997
Factor-GARCH modeling of the treasury term structure. Zbl 1056.91509
Baum, Christopher F.; Bekdache, Basma
1
1997
Long-term dependence in stock returns. Zbl 0897.90037
Barkoulas, John T.; Baum, Christopher F.
11
1996
The effects of an activist policy on macroeconomic stability. Zbl 0545.90018
Baum, C. F.; Howrey, E. P.
2
1984
all cited Publications top 5 cited Publications
all top 5

Cited by 42 Authors

3 Cajueiro, Daniel O.
3 Tabak, Benjamin Miranda
2 Caporale, Guglielmo Maria
2 Gil-Alana, Luis Alberiko
1 Anderson, Richard George
1 Areepong, Yupaporn
1 Baum, Christopher F.
1 Bondon, Pascal
1 Chen, Xinfu
1 Cuñado, Juncal
1 Ding, Jiali
1 Francq, Christian
1 Hansen, Bruce E.
1 Hou, Rui
1 Howrey, E. Philip
1 Huang, Tingting
1 Hughes, Timothy A. C.
1 Johannes, James M.
1 Lee, Jaechoul
1 Li, Yunxia
1 Liu, Shuangzhe
1 Lu, Changyu
1 Lv, Huiling
1 Mangat, Manveer Kaur
1 McKelvey, Bill
1 Palma, Wilfredo
1 Plastun, Alex
1 Puntanen, Simo
1 Rasche, Robert H.
1 Reschenhofer, Erhard
1 Seo, Byeongseon
1 Siokis, Fotios M.
1 Sukparungsee, Saowanit
1 Sun, Bruce Qiang
1 Sunthornwat, Rapin
1 Tang, Ling
1 Vafiadis, Nikolaos
1 Yang, Fengmei
1 Yang, Jianmei
1 Yao, Canzhong
1 Yu, Lean
1 Zakoïan, Jean-Michel
all top 5

Cited in 14 Serials

4 Chaos, Solitons and Fractals
2 Physica A
2 Journal of Econometrics
2 Journal of Time Series Analysis
1 The American Statistician
1 Journal of Statistical Planning and Inference
1 Economics Letters
1 Computational Statistics
1 Communications in Statistics. Theory and Methods
1 Journal of Statistical Computation and Simulation
1 Computational Statistics and Data Analysis
1 Applied Mathematical Finance
1 Journal of Time Series Econometrics
1 Cogent Mathematics
all top 5

Cited in 7 Fields

14 Statistics (62-XX)
9 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1 History and biography (01-XX)
1 Dynamical systems and ergodic theory (37-XX)
1 Probability theory and stochastic processes (60-XX)
1 Numerical analysis (65-XX)
1 Information and communication theory, circuits (94-XX)

Citations by Year