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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Working Papers in Economics / University of Canterbury, Department of Economics and Finance

0.83

Impact Factor

0.5

5-Years IF

13

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.15000 (%)0.1
19960.19000 (%)0.09
19970.2000 (%)0.08
19980.21000 (%)0.12
19990.27000 (%)0.15
20000.36000 (%)0.14
20010.36000 (%)0.17
20020.37000 (%)0.18
20030.39000 (%)0.18
20040.41000 (%)0.18
20050.430100 (%)0.22
20060.45161640.2532008 (25%)40.250.19
20070.130.380.1362220.091162162 (%)0.17
20080.320.380.322244100.23402272278 (20%)30.140.17
20090.110.350.112064100.163028344513 (43.3%)30.150.17
20100.140.320.1779143300.21233426641119 (8.2%)180.230.15
20110.450.410.3944187970.52829945143567 (8.5%)150.340.2
20120.430.460.3619206910.443912353171625 (12.8%)50.260.21
20130.710.490.67332391790.7570634518412412 (17.1%)190.580.22
20140.830.560.5322711400.52385243195975 (13.2%)190.590.3
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:

[Click on heading to sort table]

YearTitleCited
2010Great Expectatrics: Great Papers, Great Journals, Great Econometrics. (2010). . In: Working Papers in Economics. RePEc:cbt:econwp:10/36.

Full description at Econpapers || Download paper

55
2010What Makes a Great Journal Great in Economics? The Singer Not the Song. (2010). . In: Working Papers in Economics. RePEc:cbt:econwp:10/43.

Full description at Econpapers || Download paper

51
2010Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). Caporin, Massimiliano . In: Working Papers in Economics. RePEc:cbt:econwp:10/58.

Full description at Econpapers || Download paper

31
2010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach. (2010). Lean, Hooi Hooi ; Wong, Wing-Keung . In: Working Papers in Economics. RePEc:cbt:econwp:10/18.

Full description at Econpapers || Download paper

30
2010Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets. (2010). Tansuchat, Roengchai . In: Working Papers in Economics. RePEc:cbt:econwp:10/19.

Full description at Econpapers || Download paper

25
2012Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. (2012). Chang, Chia-Lin ; McAleer, Michael . In: Working Papers in Economics. RePEc:cbt:econwp:12/11.

Full description at Econpapers || Download paper

24
2013Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les . In: Working Papers in Economics. RePEc:cbt:econwp:13/12.

Full description at Econpapers || Download paper

21
2014A One Line Derivation of EGARCH. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/16.

Full description at Econpapers || Download paper

19
2010How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan. (2010). Franses, Philip Hans . In: Working Papers in Economics. RePEc:cbt:econwp:10/16.

Full description at Econpapers || Download paper

18
2011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord. (2011). Jimenez-Martin, Juan-ngel ; Perez-Amaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/05.

Full description at Econpapers || Download paper

17
2013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). Caporin, Massimiliano . In: Working Papers in Economics. RePEc:cbt:econwp:13/21.

Full description at Econpapers || Download paper

16
2011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). Jimenez-Martin, Juan-ngel ; Perez-Amaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/12.

Full description at Econpapers || Download paper

14
2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). Jimenez-Martin, Juan-ngel ; Amaral, Teodosio Perez ; PerezAmaral, Teodosio ; Casarin, Roberto . In: Working Papers in Economics. RePEc:cbt:econwp:11/26.

Full description at Econpapers || Download paper

14
2013What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance. (2013). . In: Working Papers in Economics. RePEc:cbt:econwp:13/10.

Full description at Econpapers || Download paper

13
2011Citations and Impact of ISI Tourism and Hospitality Journals. (2011). . In: Working Papers in Economics. RePEc:cbt:econwp:11/27.

Full description at Econpapers || Download paper

13
2010A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options. (2010). Wiphatthanananthakul, Chatayan . In: Working Papers in Economics. RePEc:cbt:econwp:10/15.

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13
2008China’s Energy Economy: Technical Change, Factor Demand and Interfactor/Interfuel Substitution. (2008). Kim, Bongguen . In: Working Papers in Economics. RePEc:cbt:econwp:08/01.

Full description at Econpapers || Download paper

11
2011The Rise and Fall of S&P500 Variance Futures. (2011). Jimenez-Martin, Juan-ngel ; Amaral, Teodosio Perez ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/32.

Full description at Econpapers || Download paper

10
2013Has the Basel Accord Improved Risk Management During the Global Financial Crisis. (2013). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:13/08.

Full description at Econpapers || Download paper

10
2014Asymmetry and Leverage in Conditional Volatility Models. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/24.

Full description at Econpapers || Download paper

10
2012Robust Ranking of Journal Quality: An Application to Economics. (2012). Chang, Chia-Lin ; McAleer, Michael ; Maasoumi, Esfandiar . In: Working Papers in Economics. RePEc:cbt:econwp:12/05.

Full description at Econpapers || Download paper

9
2006Overconfidence in Forecasts of Own Performance: An Experimental Study. (2006). . In: Working Papers in Economics. RePEc:cbt:econwp:06/09.

Full description at Econpapers || Download paper

9
2010Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity. (2010). Sato, Kiyotaka ; Zhang, Zhaoyong . In: Working Papers in Economics. RePEc:cbt:econwp:10/23.

Full description at Econpapers || Download paper

8
2011Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX. (2011). Oya, Kosuke . In: Working Papers in Economics. RePEc:cbt:econwp:11/11.

Full description at Econpapers || Download paper

8
2010GFC-Robust Risk Management Strategies under the Basel Accord. (2010). Jimenez-Martin, Juan-ngel ; Perez-Amaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:10/63.

Full description at Econpapers || Download paper

7
2010Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents. (2010). Chen, Sung-Po . In: Working Papers in Economics. RePEc:cbt:econwp:10/54.

Full description at Econpapers || Download paper

6
2011Words Speak Louder Than Money. (2011). Servatka, Maro ; Tucker, Steven ; Vadovi, Radovan . In: Working Papers in Economics. RePEc:cbt:econwp:11/13.

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6
2006Another Look at what to do with Time-series Cross-section Data. (2006). Chen, Xiujian . In: Working Papers in Economics. RePEc:cbt:econwp:06/04.

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6
2014Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/01.

Full description at Econpapers || Download paper

6
2013Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism. (2013). Hsu, Hui-Kuang . In: Working Papers in Economics. RePEc:cbt:econwp:13/04.

Full description at Econpapers || Download paper

6
2012Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments. (2012). McAleer, Michael ; Legerstee, Rianne ; Franses, Philip Hans . In: Working Papers in Economics. RePEc:cbt:econwp:12/12.

Full description at Econpapers || Download paper

5
2011An Experimental Study of Bubble Formation in Asset Markets Using the Tâtonnement Trading Institution. (2011). Puzzello, Daniela ; Lugovskyy, Volodymyr ; Tucker, Steven . In: Working Papers in Economics. RePEc:cbt:econwp:11/07.

Full description at Econpapers || Download paper

5
2014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/08.

Full description at Econpapers || Download paper

5
2010Journal Impact Factor Versus Eigenfactor and Article Influence. (2010). . In: Working Papers in Economics. RePEc:cbt:econwp:10/67.

Full description at Econpapers || Download paper

5
2008Words Speak Louder Than Money. (2008). Servtka, Maro ; Vadovi, Radovan . In: Working Papers in Economics. RePEc:cbt:econwp:08/18.

Full description at Econpapers || Download paper

4
2010Ranking Multivariate GARCH Models by Problem Dimension. (2010). . In: Working Papers in Economics. RePEc:cbt:econwp:10/34.

Full description at Econpapers || Download paper

4
2008Strategic Use of Trust. (2008). . In: Working Papers in Economics. RePEc:cbt:econwp:08/11.

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4
2010The PCSE Estimator is Good -- Just Not as Good as You Think. (2010). Webb, Rachel ; Reed, Robert W.. In: Working Papers in Economics. RePEc:cbt:econwp:10/53.

Full description at Econpapers || Download paper

4
2006The Robust Relationship Between Taxes and State Economic Growth. (2006). . In: Working Papers in Economics. RePEc:cbt:econwp:06/13.

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4
2006The Causes of Order Effects in Contingent Valuation Surveys: An Experimental Investigation. (2006). . In: Working Papers in Economics. RePEc:cbt:econwp:06/06.

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4
2009How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms. (2009). Castle, Jennifer L. ; Qin, Xiaochuan ; Reed, Robert W.. In: Working Papers in Economics. RePEc:cbt:econwp:09/13.

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4
2010Piety and Profits: Stock Market Anomaly during the Muslim Holy Month. (2010). Etebari, Ahmad ; Wisniewski, Tomasz Piotr ; Bialkowski, Jedrzej . In: Working Papers in Economics. RePEc:cbt:econwp:10/52.

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4
2009An Empirical Analysis of Health and Safety in Employment Sentencing in New Zealand. (2009). Woodfield, Alan ; Menclova, Andrea . In: Working Papers in Economics. RePEc:cbt:econwp:09/17.

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4
2008The Empirical Properties of Some Popular Estimators of Long Memory Processes. (2008). Brown, Jennifer ; Rea, William ; Reale, Marco . In: Working Papers in Economics. RePEc:cbt:econwp:08/13.

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4
2010Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations. (2010). Tansuchat, Roengchai ; Khamkaew, Thanchanok . In: Working Papers in Economics. RePEc:cbt:econwp:10/27.

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4
2006Incentives and the Changing Structure of Penalties in New Zealands Health and Safety in Employment Act. (2006). Gordon, Paul. In: Working Papers in Economics. RePEc:cbt:econwp:06/03.

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4
2009Innovation in New Zealand: Issues of Firm Size, Local Market Size and Economic Geography. (2009). Shangqin, Hong ; McCann, Philip . In: Working Papers in Economics. RePEc:cbt:econwp:09/04.

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4
2013Ten Things You Should Know About DCC. (2013). . In: Working Papers in Economics. RePEc:cbt:econwp:13/16.

Full description at Econpapers || Download paper

4
2014Volatility Spillovers from Australias major trading partners across the GFC. (2014). Singh, Abhay K. ; Powell, Robert J.. In: Working Papers in Economics. RePEc:cbt:econwp:14/23.

Full description at Econpapers || Download paper

3
2009Unequal Outside Options in the Lost Wallet Game. (2009). Servatka, Maro ; Vadovic, Radovan . In: Working Papers in Economics. RePEc:cbt:econwp:09/14.

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3

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2010Great Expectatrics: Great Papers, Great Journals, Great Econometrics. (2010). . In: Working Papers in Economics. RePEc:cbt:econwp:10/36.

Full description at Econpapers || Download paper

29
2010What Makes a Great Journal Great in Economics? The Singer Not the Song. (2010). . In: Working Papers in Economics. RePEc:cbt:econwp:10/43.

Full description at Econpapers || Download paper

28
2010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach. (2010). Lean, Hooi Hooi ; Wong, Wing-Keung . In: Working Papers in Economics. RePEc:cbt:econwp:10/18.

Full description at Econpapers || Download paper

22
2013Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les . In: Working Papers in Economics. RePEc:cbt:econwp:13/12.

Full description at Econpapers || Download paper

21
2012Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. (2012). Chang, Chia-Lin ; McAleer, Michael . In: Working Papers in Economics. RePEc:cbt:econwp:12/11.

Full description at Econpapers || Download paper

20
2014A One Line Derivation of EGARCH. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/16.

Full description at Econpapers || Download paper

19
2013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). Caporin, Massimiliano . In: Working Papers in Economics. RePEc:cbt:econwp:13/21.

Full description at Econpapers || Download paper

16
2010Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets. (2010). Tansuchat, Roengchai . In: Working Papers in Economics. RePEc:cbt:econwp:10/19.

Full description at Econpapers || Download paper

16
2013What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance. (2013). . In: Working Papers in Economics. RePEc:cbt:econwp:13/10.

Full description at Econpapers || Download paper

13
2010Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). Caporin, Massimiliano . In: Working Papers in Economics. RePEc:cbt:econwp:10/58.

Full description at Econpapers || Download paper

13
2011Citations and Impact of ISI Tourism and Hospitality Journals. (2011). . In: Working Papers in Economics. RePEc:cbt:econwp:11/27.

Full description at Econpapers || Download paper

12
2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). Jimenez-Martin, Juan-ngel ; Amaral, Teodosio Perez ; PerezAmaral, Teodosio ; Casarin, Roberto . In: Working Papers in Economics. RePEc:cbt:econwp:11/26.

Full description at Econpapers || Download paper

11
2008China’s Energy Economy: Technical Change, Factor Demand and Interfactor/Interfuel Substitution. (2008). Kim, Bongguen . In: Working Papers in Economics. RePEc:cbt:econwp:08/01.

Full description at Econpapers || Download paper

10
2014Asymmetry and Leverage in Conditional Volatility Models. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/24.

Full description at Econpapers || Download paper

10
2013Has the Basel Accord Improved Risk Management During the Global Financial Crisis. (2013). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:13/08.

Full description at Econpapers || Download paper

10
2011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). Jimenez-Martin, Juan-ngel ; Perez-Amaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/12.

Full description at Econpapers || Download paper

8
2011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord. (2011). Jimenez-Martin, Juan-ngel ; Perez-Amaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/05.

Full description at Econpapers || Download paper

6
2010Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity. (2010). Sato, Kiyotaka ; Zhang, Zhaoyong . In: Working Papers in Economics. RePEc:cbt:econwp:10/23.

Full description at Econpapers || Download paper

6
2014Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/01.

Full description at Econpapers || Download paper

6
2013Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism. (2013). Hsu, Hui-Kuang . In: Working Papers in Economics. RePEc:cbt:econwp:13/04.

Full description at Econpapers || Download paper

6
2010Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents. (2010). Chen, Sung-Po . In: Working Papers in Economics. RePEc:cbt:econwp:10/54.

Full description at Econpapers || Download paper

6
2014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/08.

Full description at Econpapers || Download paper

5
2010Journal Impact Factor Versus Eigenfactor and Article Influence. (2010). . In: Working Papers in Economics. RePEc:cbt:econwp:10/67.

Full description at Econpapers || Download paper

5
2011Words Speak Louder Than Money. (2011). Servatka, Maro ; Tucker, Steven ; Vadovi, Radovan . In: Working Papers in Economics. RePEc:cbt:econwp:11/13.

Full description at Econpapers || Download paper

5
2012Robust Ranking of Journal Quality: An Application to Economics. (2012). Chang, Chia-Lin ; McAleer, Michael ; Maasoumi, Esfandiar . In: Working Papers in Economics. RePEc:cbt:econwp:12/05.

Full description at Econpapers || Download paper

5
2012Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments. (2012). McAleer, Michael ; Legerstee, Rianne ; Franses, Philip Hans . In: Working Papers in Economics. RePEc:cbt:econwp:12/12.

Full description at Econpapers || Download paper

4
2011An Experimental Study of Bubble Formation in Asset Markets Using the Tâtonnement Trading Institution. (2011). Puzzello, Daniela ; Lugovskyy, Volodymyr ; Tucker, Steven . In: Working Papers in Economics. RePEc:cbt:econwp:11/07.

Full description at Econpapers || Download paper

4
2009An Empirical Analysis of Health and Safety in Employment Sentencing in New Zealand. (2009). Woodfield, Alan ; Menclova, Andrea . In: Working Papers in Economics. RePEc:cbt:econwp:09/17.

Full description at Econpapers || Download paper

4
2013Ten Things You Should Know About DCC. (2013). . In: Working Papers in Economics. RePEc:cbt:econwp:13/16.

Full description at Econpapers || Download paper

4
2014European Market Portfolio Diversifcation Strategies across the GFC. (2014). Singh, Abhay K. ; Powell, Robert J. ; Allen, David E.. In: Working Papers in Economics. RePEc:cbt:econwp:14/25.

Full description at Econpapers || Download paper

3
2011The Rise and Fall of S&P500 Variance Futures. (2011). Jimenez-Martin, Juan-ngel ; Amaral, Teodosio Perez ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/32.

Full description at Econpapers || Download paper

3
2013The Composition of Health and Safety in Employment Sentences in New Zealand: An Empirical Analysis. (2013). Woodfield, Alan ; Menclova, Andrea . In: Working Papers in Economics. RePEc:cbt:econwp:13/13.

Full description at Econpapers || Download paper

3
2014Volatility Spillovers from Australias major trading partners across the GFC. (2014). Singh, Abhay K. ; Powell, Robert J.. In: Working Papers in Economics. RePEc:cbt:econwp:14/23.

Full description at Econpapers || Download paper

3
2010Ranking Multivariate GARCH Models by Problem Dimension. (2010). . In: Working Papers in Economics. RePEc:cbt:econwp:10/34.

Full description at Econpapers || Download paper

3
2006Incentives and the Changing Structure of Penalties in New Zealands Health and Safety in Employment Act. (2006). Gordon, Paul. In: Working Papers in Economics. RePEc:cbt:econwp:06/03.

Full description at Econpapers || Download paper

3
2011Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX. (2011). Oya, Kosuke . In: Working Papers in Economics. RePEc:cbt:econwp:11/11.

Full description at Econpapers || Download paper

3
2012Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2012). Chang, Chia-Lin ; Tansuchat, Roengchai ; McAleer, Michael . In: Working Papers in Economics. RePEc:cbt:econwp:12/09.

Full description at Econpapers || Download paper

3
2012Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). Caporin, Massimiliano ; McAleer, Michael . In: Working Papers in Economics. RePEc:cbt:econwp:12/06.

Full description at Econpapers || Download paper

3
2013Status Quo Effects in Fairness Games: Reciprocal Responses to Acts of Commission vs. Acts of Omission. (2013). Cox, James C. ; Vadovic, Radovan . In: Working Papers in Economics. RePEc:cbt:econwp:13/25.

Full description at Econpapers || Download paper

3
2010GFC-Robust Risk Management Strategies under the Basel Accord. (2010). Jimenez-Martin, Juan-ngel ; Perez-Amaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:10/63.

Full description at Econpapers || Download paper

3
2010Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO. (2010). Huang, Biing-Wen ; Chen, Meng-Gu . In: Working Papers in Economics. RePEc:cbt:econwp:10/39.

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3
2013Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures. (2013). Wong, Wing-Keung . In: Working Papers in Economics. RePEc:cbt:econwp:13/30.

Full description at Econpapers || Download paper

2
2010The PCSE Estimator is Good -- Just Not as Good as You Think. (2010). Webb, Rachel ; Reed, Robert W.. In: Working Papers in Economics. RePEc:cbt:econwp:10/53.

Full description at Econpapers || Download paper

2
2010Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations. (2010). Tansuchat, Roengchai ; Khamkaew, Thanchanok . In: Working Papers in Economics. RePEc:cbt:econwp:10/27.

Full description at Econpapers || Download paper

2
2009How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms. (2009). Castle, Jennifer L. ; Qin, Xiaochuan ; Reed, Robert W.. In: Working Papers in Economics. RePEc:cbt:econwp:09/13.

Full description at Econpapers || Download paper

2
2012What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance. (2012). Chang, Chia-Lin ; McAleer, Michael . In: Working Papers in Economics. RePEc:cbt:econwp:12/02.

Full description at Econpapers || Download paper

2
2010Wolves in the Hen-House? The Consequences of Formal CEO Involvement in the Executive Pay-Setting Process. (2010). Roberts, Helen . In: Working Papers in Economics. RePEc:cbt:econwp:10/45.

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2
2010Ten Things We Should Know About Time Series. (2010). . In: Working Papers in Economics. RePEc:cbt:econwp:10/42.

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2
2010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). . In: Working Papers in Economics. RePEc:cbt:econwp:10/04.

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2
2013An Empirical Analysis of Changing Guidelines for Health and Safety in Employment Sentences in New Zealand. (2013). Woodfield, Alan ; Hickson, Stephen ; Menclova, Andrea . In: Working Papers in Economics. RePEc:cbt:econwp:13/14.

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2

Citing documents used to compute impact factor 43:

[Click on heading to sort table]

YearTitleSee
2014Realized Volatility as an Instrument to Official Intervention. (2014). João Barata R. B. Barroso, . In: Working Papers Series. RePEc:bcb:wpaper:363.

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[Citation Analysis]
2014Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140062.

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[Citation Analysis]
2014Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/01.

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2014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1410.

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2014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/14.

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2014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:51744.

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2014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:50641.

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2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:50643.

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2014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/08.

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[Citation Analysis]
2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1403.

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2014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140023.

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2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140026.

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2014Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/09.

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2014Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay. (2014). . In: Econometric Institute Research Papers. RePEc:ems:eureir:50642.

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2014Stock return comovements and integration within the Latin American integrated market. (2014). Castro, Carlos ; Marin, Nini Johana . In: BORRADORES DE INVESTIGACIÓN. RePEc:col:000091:011041.

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2014Modelling a Latent Daily Tourism Financial Conditions Index. (2014). . In: MPRA Paper. RePEc:pra:mprapa:54887.

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2014Risk management in life insurance companies: Evidence from Taiwan. (2014). Hu, Jin-Li ; Yu, Hsueh-E, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:185-199.

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2014The Cox, Ross and Rubinstein tree model which includes counterparty credit risk and funding costs. (2014). Hunzinger, Chadd B. ; Labuschagne, Coenraad C. A., . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:200-217.

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2014Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market. (2014). Schipp, Bernhard ; Herrera, Rodrigo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:218-238.

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2014The deterministic shift extension and the affine dynamic Nelson–Siegel model. (2014). HILLION, ALAIN ; DANG-NGUYEN, STEPHANE ; LE CAILLEC, JEAN-MARC . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:402-417.

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2014The impact of China on stock returns and volatility in the Taiwan tourism industry. (2014). Hsu, Hui-Kuang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:381-401.

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2014Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview. (2014). McAleer, and Michael ; Hammoudeh, Shawkat . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140076.

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2014Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview. (2014). Hammoudeh, Shawkat . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1417.

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[Citation Analysis]
2014A Tourism Conditions Index. (2014). Chang, Chia-Lin ; McAleer, Michael ; Hsu, Hui-Kuang . In: Working Papers in Economics. RePEc:cbt:econwp:14/03.

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2014A Tourism Conditions Index. (2014). Chang, C-L., ; Hsu, H-K., . In: Econometric Institute Research Papers. RePEc:ems:eureir:50640.

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[Citation Analysis]
2014A Tourism Conditions Index. (2014). Hsu, Hui-Kuang . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1401.

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2014On the stationarity of Dynamic Conditional Correlation models. (2014). Malongo, Hassan ; Fermanian, Jean-David . In: Papers. RePEc:arx:papers:1405.6905.

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[Citation Analysis]
2014Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1418.

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2014A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). Hafner, Christian M.. In: Working Papers in Economics. RePEc:cbt:econwp:14/19.

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2014A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1429.

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[Citation Analysis]
2014A Tourism Conditions Index. (2014). Chang, Chia-Lin ; McAleer, Michael ; Hsu, Hui-Kuang . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140007.

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[Citation Analysis]
2014Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay. (2014). McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140025.

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[Citation Analysis]
2014A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). McAleer, and Michael ; Hafner, Christian M.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140087.

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[Citation Analysis]
2014Do Eurozone yield spreads predict recessions?. (2014). . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-532.

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2014Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks. (2014). Audrino, Francesco . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:43-60.

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2014The influence of biofuels, economic and financial factors on daily returns of commodity futures prices. (2014). Algieri, Bernardina . In: Energy Policy. RePEc:eee:enepol:v:69:y:2014:i:c:p:227-247.

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2014The Performance of Predictions Based on the Dobrescu Macromodel for the Romanian Economy. (2014). Simionescu, Mihaela . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2014:i:3:p:179-195.

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2014How do financial institutions forecast sovereign spreads?. (2014). Claeys, Peter . In: Working Paper Series. RePEc:ecb:ecbwps:20141750.

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[Citation Analysis]
2014Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140062.

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2014Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/01.

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[Citation Analysis]
2014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1410.

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2014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/14.

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2014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:51744.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

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YearTitleSee
2014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/14.

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2014On the Invertibility of EGARCH. (2014). Martinet, Guillaume Gaetan . In: Working Papers in Economics. RePEc:cbt:econwp:14/21.

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2014Asymmetry and Leverage in Conditional Volatility Models. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/24.

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2014Hedge Fund Portfolio Diversification Strategies Across the GFC. (2014). Singh, Abhay K. ; Peiris, Shelton . In: Working Papers in Economics. RePEc:cbt:econwp:14/27.

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2014Does Group Identity Prevent Inefficient Investment in Outside Options? An Experimental Investigation. (2014). Morita, Hodaka . In: Working Papers in Economics. RePEc:cbt:econwp:14/33.

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2014The impact of China on stock returns and volatility in the Taiwan tourism industry. (2014). Hsu, Hui-Kuang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:381-401.

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[Citation Analysis]
2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:50643.

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2014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:51744.

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2014On the Invertibility of EGARCH. (2014). Martinet, G. G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:51750.

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2014Asymmetry and Leverage in Conditional Volatility Models. (2014). . In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:3:p:145-150:d:40585.

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2014Research Ranking Place of Turkish Economists in the World. (2014). . In: MPRA Paper. RePEc:pra:mprapa:54058.

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2014Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140062.

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[Citation Analysis]
2014On the Invertibility of EGARCH. (2014). Martinet, Guillaume Gaetan ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140096.

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[Citation Analysis]
2014Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140125.

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[Citation Analysis]
2014Hedge Fund Portfolio Diversification Strategies across the GFC. (2014). Singh, Abhay K. ; Peiris, Shelton ; McAleer, Michael ; Allen, David E.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140151.

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[Citation Analysis]
2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1403.

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[Citation Analysis]
2014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1410.

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[Citation Analysis]
2014On the Invertibility of EGARCH. (2014). Martinet, Guillaume Gaetan . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1428.

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[Citation Analysis]
2014Hedge Fund Portfolio Diversification Strategies Across the GFC. (2014). Singh, Abhay K. ; Peiris, Shelton . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1432.

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[Citation Analysis]

Recent citations received in: 2013

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YearTitleSee
2013The Composition of Health and Safety in Employment Sentences in New Zealand: An Empirical Analysis. (2013). Woodfield, Alan ; Menclova, Andrea . In: Working Papers in Economics. RePEc:cbt:econwp:13/13.

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2013An Empirical Analysis of Changing Guidelines for Health and Safety in Employment Sentences in New Zealand. (2013). Woodfield, Alan ; Hickson, Stephen ; Menclova, Andrea . In: Working Papers in Economics. RePEc:cbt:econwp:13/14.

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2013Forecasting Fines for Health and Safety in Employment Offences in New Zealand. (2013). Woodfield, Alan ; Hickson, Stephen ; Menclova, Andrea . In: Working Papers in Economics. RePEc:cbt:econwp:13/15.

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2013Modeling and Simulation: An Overview. (2013). Chan, Felix ; Oxley, Les . In: Working Papers in Economics. RePEc:cbt:econwp:13/18.

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2013The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. (2013). Hsu, Hui-Kuang . In: Working Papers in Economics. RePEc:cbt:econwp:13/27.

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[Citation Analysis]
2013An Empirical Analysis of Sentencing Starting Points for HSE Offences. (2013). Woodfield, Alan ; Hickson, Stephen ; Menclova, Andrea . In: Working Papers in Economics. RePEc:cbt:econwp:13/34.

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[Citation Analysis]
2013On the Stationarity of Dynamic Conditional Correlation Models. (2013). Malongo, Hassan ; Fermanian, Jean-David . In: Working Papers. RePEc:crs:wpaper:2013-26.

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[Citation Analysis]
2013Recent Developments in Financial Economics and Econometrics: An Overview. (2013). Chang, C-L., ; McAleer, M. J. ; Allen, D. E.. In: Econometric Institute Research Papers. RePEc:ems:eureir:38695.

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2013Modelling and Simulation: An Overview. (2013). Chan, F. ; McAleer, M. J. ; Oxley, L.. In: Econometric Institute Research Papers. RePEc:ems:eureir:40237.

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2013The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. (2013). Chang, C-L., ; McAleer, M. J. ; Hsu, H-K., . In: Econometric Institute Research Papers. RePEc:ems:eureir:41465.

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[Citation Analysis]
2013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). Chang, C-L., ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:50130.

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[Citation Analysis]
2013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:217-235:d:30522.

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2013Modelling and Simulation: An Overview. (2013). Chan, Felix ; Oxley, Les . In: KIER Working Papers. RePEc:kyo:wpaper:865.

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2013Recent Developments in Financial Economics and Econometrics: An Overview. (2013). Chang, Chia-Lin ; McAleer, Michael ; Allen, David . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130021.

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[Citation Analysis]
2013Modelling and Simulation: An Overview. (2013). Chan, Felix ; McAleer, Michael ; Oxley, Les . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130069.

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[Citation Analysis]
2013The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. (2013). Chang, Chia-Lin ; McAleer, Michael ; Hsu, Hui-Kuang . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130118.

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[Citation Analysis]
2013Ranking Leading Econometrics Journals using Citations Data from ISI and RePEc. (2013). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130173.

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[Citation Analysis]
2013Modelling and Simulation: An Overview. (2013). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1316.

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[Citation Analysis]
2013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1334.

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[Citation Analysis]

Recent citations received in: 2012

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YearTitleSee
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Chang, Chia-Lin ; McAleer, Michael ; Oxley, Les . In: Working Papers in Economics. RePEc:cbt:econwp:12/13.

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2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Chang, C-L., ; McAleer, M. J. ; Oxley, L.. In: Econometric Institute Research Papers. RePEc:ems:eureir:37619.

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2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Chang, Chia-Lin ; McAleer, Michael ; Oxley, Les . In: KIER Working Papers. RePEc:kyo:wpaper:822.

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[Citation Analysis]
2012A Strategy to Improve the Survey of Professional Forecasters (SPF) Predictions Using Bias-Corrected-Accelerated (BCA) Bootstrap Forecast Intervals. (2012). Bratu, Mihaela . In: International Journal of Synergy and Research. RePEc:tkp:ijsrsy:v:1:y:2012:i:2:p:45-59.

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2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1215.

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[Citation Analysis]

Recent citations received in: 2011

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YearTitleSee
2011CPI Inflation Targeting and the UIP Puzzle: An Appraisal of Instrument and Target Rules. (2011). Guender, Alfred . In: Working Papers in Economics. RePEc:cbt:econwp:11/18.

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2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). Jimenez-Martin, Juan-ngel ; Amaral, Teodosio Perez ; PerezAmaral, Teodosio ; Casarin, Roberto . In: Working Papers in Economics. RePEc:cbt:econwp:11/26.

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2011GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies. (2011). Jimenez-Martin, Juan-ngel ; Amaral, Teodosio Perez ; PerezAmaral, Teodosio ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: Working Papers in Economics. RePEc:cbt:econwp:11/28.

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2011The Rise and Fall of S&P500 Variance Futures. (2011). Jimenez-Martin, Juan-ngel ; Amaral, Teodosio Perez ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/32.

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[Citation Analysis]
2011Symbols, Group Identity and the Hold-up Problem. (2011). Morita, Hodaka ; Servatka, Maro . In: Working Papers in Economics. RePEc:cbt:econwp:11/38.

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[Citation Analysis]
2011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). Chang, C-L., ; Perez-Amaral, T. ; McAleer, M. J. ; Jimenez-Martin, J-A., . In: Econometric Institute Research Papers. RePEc:ems:eureir:22807.

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[Citation Analysis]
2011GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies. (2011). Jimenez-Martin, J-A., ; Perez-Amaral, T. ; Santos, P. A. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:25610.

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[Citation Analysis]
2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). Chang, C-L., ; Perez-Amaral, T. ; Casarin, R. ; McAleer, M. J. ; Jimenez-Martin, J-A., . In: Econometric Institute Research Papers. RePEc:ems:eureir:25614.

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2011The Rise and Fall of S&P500 Variance Futures. (2011). Chang, C-L., ; Perez-Amaral, T. ; McAleer, M. J. ; Jimenez-Martin, J-A., . In: Econometric Institute Research Papers. RePEc:ems:eureir:26880.

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[Citation Analysis]
2011How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environment and Resource Economics. (2011). Chang, C-L., ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:31230.

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[Citation Analysis]
2011Building Trust—One Gift at a Time. (2011). Vadovi, Radovan ; Tucker, Steven . In: Games. RePEc:gam:jgames:v:2:y:2011:i:4:p:412-433:d:14167.

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[Citation Analysis]
2011The Rise and Fall of S&P500 Variance Futures. (2011). Jimenez-Martin, Juan-ngel ; Perez-Amaral, Teodosio . In: KIER Working Papers. RePEc:kyo:wpaper:795.

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2011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1102.

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2011Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2011). Jimenez-Martin, Juan-Angel ; Gonzalez-Serrano, Lydia . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1133.

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[Citation Analysis]
2011The Rise and Fall of S&P500 Variance Futures. (2011). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1135.

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[Citation Analysis]

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.