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  Updated Jun, 1 2012 364.619 documents processed, 8.178.370 references and 3.213.942 citations

 

 
 

Finance Lab Working Papers / Working Paper Archive at Insper Instituto de Ensino e Pesquisa

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2010), Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19900.090000.04
19910.080000.04
19920.090000.05
19930.110000.05
19940.130000.05
19950.140000.09
19960.170000.09
19970.180000.09
19980.2160000.14
19990.27125600.16
20000.371611800.15
20010.35912800.18
20020.39402500.19
20030.080.421119131030.270.21
20040.20.4513715333.320.150.21
20050.210.45024500.26
20060.4801300.22
20070.410000.19
20080.410000.19
20090.370000.19
20100.280000.16
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CIT: Number of citations to the series in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
IdI: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
2003Small Sample Properties of GARCH Estimates and Persistence
RePEc:ibm:finlab:flwp_48 [Citation Analysis]
8
2004Endogenous Collateral
RePEc:ibm:finlab:flwp_68 [Citation Analysis]
6
1999Alternative Models to extract asset volatility: a comparative study
RePEc:ibm:finlab:flwp_14 [Citation Analysis]
4
2003Generalized Hyperbolic Distributions and Brazilian Data
RePEc:ibm:finlab:flwp_57 [Citation Analysis]
4
2003Evaluating an Alternative Risk Preference in Affine Term Structure Models
RePEc:ibm:finlab:flwp_49 [Citation Analysis]
2
2003Goodness-of-fit Tests focus on VaR Estimation
RePEc:ibm:finlab:flwp_55 [Citation Analysis]
2
2003Put-Call Duality and Symmetry
RePEc:ibm:finlab:flwp_54 [Citation Analysis]
2
2000Inflation, output and stock prices: evidence from Brazil
RePEc:ibm:finlab:flwp_34 [Citation Analysis]
1
2004How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations
RePEc:ibm:finlab:flwp_59 [Citation Analysis]
1
2003Volatility Estimation and Option Pricing with Fractional Brownian Motion
RePEc:ibm:finlab:flwp_53 [Citation Analysis]
1
2003Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations
RePEc:ibm:finlab:flwp_58 [Citation Analysis]
1
1999Índice de Sharpe e outros Indicadores de Performance Aplicados a Fundos de Ações Brasileiros
RePEc:ibm:finlab:flwp_12 [Citation Analysis]
1
2001A Jump Difusion Yield Factor Model of Interest Rate
RePEc:ibm:finlab:flwp_37 [Citation Analysis]
1

Citing documents used to compute impact factor 0:
YearTitleSee

Cites in year: CiY

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

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