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CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo


0.37

Impact Factor

0.3

5-Years IF

15

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.05
19920.11000 (%)0.06
19930.14000 (%)0.07
19940.12000 (%)0.06
19950.16000 (%)0.1
19960.2000 (%)0.09
19970.21373710.0324001 (4.2%)10.030.09
19980.22468310.011637372 (12.5%)10.020.13
19990.050.280.053011380.07368348344 (11.1%)20.070.16
20000.030.370.043214580.064076211349 (22.5%)30.090.14
20010.150.360.0844189170.09886291451119 (21.6%)60.140.17
20020.180.370.0845234250.11327614189166 (18.8%)40.090.18
20030.090.40.0867301360.121368981971623 (16.9%)90.130.19
20040.180.420.1357358340.0992112202182915 (16.3%)20.040.19
20050.230.430.1680438580.13151124292453933 (21.9%)120.150.21
20060.160.450.1467505560.1196137222934223 (24%)50.070.2
20070.20.390.1676581710.1287147293165011 (12.6%)50.070.17
20080.120.390.1470651650.161143173474811 (18%)30.040.17
20090.070.370.0798749990.13222146103502621 (9.5%)380.390.18
20100.240.330.18768251180.14123168413917014 (11.4%)90.120.15
20110.220.410.14498741010.1238174383875610 (26.3%)0.2
20120.260.460.22419151350.153112533369836 (19.4%)20.050.21
20130.120.50.23409551460.153590113347611 (31.4%)50.130.21
20140.170.540.19389931310.13268114304571 (3.8%)40.110.26
20150.370.60.34810411830.18287829244748 (28.6%)120.250.3
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:


#YearTitleCited
12009A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CIRJE F-Series. RePEc:tky:fseres:2009cf644.

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56
2Indirect Network Effects and the Product Cycle: Video Games in the U.S., 1994-2002. (2004). Ohashi, Hiroshi ; Clements, Matthew T.. In: CIRJE F-Series. RePEc:tky:fseres:2004cf261.

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34
32009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CIRJE F-Series. RePEc:tky:fseres:2009cf652.

Full description at Econpapers || Download paper

29
42009Block Structure Multivariate Stochastic Volatility Models. (2009). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699.

Full description at Econpapers || Download paper

26
52005The Effects of the Bank of Japans Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach. (2005). Ueda, Kazuo ; Oda, Nobuyuki . In: CIRJE F-Series. RePEc:tky:fseres:2005cf336.

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23
62009Modelling and Forecasting Daily International Mass Tourism to Peru. (2009). McAleer, Michael ; Divino, Jose Angelo. In: CIRJE F-Series. RePEc:tky:fseres:2009cf651.

Full description at Econpapers || Download paper

22
72008On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf542.

Full description at Econpapers || Download paper

20
82005Monte Carlo Simulation with Asymptotic Method. (2005). Takahashi, Akihiko ; Yoshida, Nakahiro . In: CIRJE F-Series. RePEc:tky:fseres:2005cf335.

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20
92006Role of Honesty in Full Implementation. (2006). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf405.

Full description at Econpapers || Download paper

19
102010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf706.

Full description at Econpapers || Download paper

19
112010Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: CIRJE F-Series. RePEc:tky:fseres:2010cf713.

Full description at Econpapers || Download paper

17
122001Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach. (2001). Kobayashi, Takao ; Takahashi, Akihiko ; Nakagawa, Naruhisa. In: CIRJE F-Series. RePEc:tky:fseres:2001cf140.

Full description at Econpapers || Download paper

16
132010IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf732.

Full description at Econpapers || Download paper

16
142009Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf640.

Full description at Econpapers || Download paper

16
152009Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690.

Full description at Econpapers || Download paper

15
162003On Finite Sample Distributions of the Empirical Likelihood Estimator and the GMM Estimator. (2003). Matsushita, Yukitoshi ; Kunitomo, Naoto . In: CIRJE F-Series. RePEc:tky:fseres:2003cf200.

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14
172003The Japanese Banking Crisis and Economic Growth: Theoretical and Empirical Implications of Deposit Guarantees and Weak Financial Regulation. (2003). Kletzer, Kenneth ; Dekle, Robert. In: CIRJE F-Series. RePEc:tky:fseres:2003cf225.

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14
182015Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahshi, Akihiko ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf954.

Full description at Econpapers || Download paper

13
192003Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence. (2003). McAleer, Michael ; Ling, Shiqing. In: CIRJE F-Series. RePEc:tky:fseres:2003cf207.

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13
202008On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf577.

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13
212011Life-Cycle Labor Search with Stochastic Match Quality. (2011). Fujimoto, Junichi ; Esteban-Pretel, Julen. In: CIRJE F-Series. RePEc:tky:fseres:2010cf783.

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13
22Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf639.

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13
232004Minimaxity in Estimation of Restricted Parameters. (2004). Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2004cf270.

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12
242001The Fable of the Keiretsu. (2001). Ramseyer, John ; Miwa, Yoshiro. In: CIRJE F-Series. RePEc:tky:fseres:2001cf109.

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12
252007Multivariate stochastic volatility. (2007). Omori, Yasuhiro ; Asai, Manabu ; Chib, Siddhartha . In: CIRJE F-Series. RePEc:tky:fseres:2007cf488.

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11
261997International Price Linkage within a Region The Case of East Asia. (1997). Kano, Takashi ; Fukuda, Shin-ichi. In: CIRJE F-Series. RePEc:tky:fseres:97f06.

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11
272007Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523.

Full description at Econpapers || Download paper

11
282001Dynamic Optimality of Yield Curve Strategies. (2001). Kobayashi, Takao ; Takahashi, Akihiko ; Tokioka, Norio . In: CIRJE F-Series. RePEc:tky:fseres:2001cf141.

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10
292005Short-run and Long-run Effects of Corruption on Economic Growth: Evidence from State-Level Cross-Section Data for the United States. (2005). Horiuchi, Yusaku ; AKAI, NOBUO ; Sakata, Masayo. In: CIRJE F-Series. RePEc:tky:fseres:2005cf348.

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10
302003Does Natural Selection Mechanism Still Work in Severe Recessions? -- ]Examination of the Japanese Economy in the 1990s ---. (2003). Nakajima, Takanobu ; Kiyota, Kozo ; Nishimura, Kiyohiko G.. In: CIRJE F-Series. RePEc:tky:fseres:2003cf222.

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10
312014Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience. (2014). Sugawara, Shinya ; Nakamura, Jiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf924.

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10
32Public Debt and Economic Growth in an Aging Japan. (2005). Kato, Ryuta ; Bessho, Shun-ichiro ; Kawade, Masumi ; Ihori, Toshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2005cf372.

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10
331999Causes of the Long Stagnation of Japan during the 1990 fs: Financial or Real?. (1999). MOTONISHI, Taizo ; Yoshikawa, Hiroshi . In: CIRJE F-Series. RePEc:tky:fseres:99cf56.

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10
342013On an Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2013). Takahashi, Akihiko ; Yamada, Toshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2013cf902.

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10
352003Asian Monetary Integration: A Structural VAR Approach. (2003). Zhang, Zhaoyong ; McAleer, Michael ; Sato, Kiyotaka . In: CIRJE F-Series. RePEc:tky:fseres:2003cf212.

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10
362012Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2012cf840.

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9
372009Cyclical Informality and Unemployment. (2009). Esteban-Pretel, Julen ; Bosch, Mariano. In: CIRJE F-Series. RePEc:tky:fseres:2009cf613.

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9
382013The Response of Asset Prices to Monetary Policy under Abenomics. (2013). Ueda, Kazuo. In: CIRJE F-Series. RePEc:tky:fseres:2013cf894.

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9
392007Estimating Interregional Utility Differentials. (2007). Tabuchi, Takatoshi ; Nakajima, Kentaro. In: CIRJE F-Series. RePEc:tky:fseres:2007cf496.

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9
402001Empirical Likelihood-Based Inference in Conditional Moment Restriction Models. (2001). Tripathi, Gautam ; Ahn, Hyungtaik . In: CIRJE F-Series. RePEc:tky:fseres:2001cf124.

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9
412010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CIRJE F-Series. RePEc:tky:fseres:2010cf705.

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9
422010Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki . In: CIRJE F-Series. RePEc:tky:fseres:2010cf752.

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9
432001A New Composite Index of Coincident Economic Indicators in Japan: How can we improve the forecast performance? . (2001). Fukuda, Shin-ichi ; Onodera, Takashi . In: CIRJE F-Series. RePEc:tky:fseres:2001cf101.

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9
442009Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf680.

Full description at Econpapers || Download paper

9
452010A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options. (2010). Takahashi, Akihiko ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2010cf734.

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8
46Fat Tails and Asymmetry in Financial Volatility Models. (2003). McAleer, Michael ; Verhoeven, Peter . In: CIRJE F-Series. RePEc:tky:fseres:2003cf211.

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8
472006Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System. (2006). Ito, Takatoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf407.

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8
482000Rethinking Relationship-Specific Investments: Subcontracting in the Japanese Automobile Industry. (2000). Ramseyer, John ; Miwa, Yoshiro. In: CIRJE F-Series. RePEc:tky:fseres:2000cf70.

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8
492015An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976.

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8
50A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations with Possibly Many Instruments. (2006). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2006cf399.

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8

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12015Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahshi, Akihiko ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf954.

Full description at Econpapers || Download paper

13
22009Block Structure Multivariate Stochastic Volatility Models. (2009). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699.

Full description at Econpapers || Download paper

13
32009Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690.

Full description at Econpapers || Download paper

11
42010IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf732.

Full description at Econpapers || Download paper

11
52014Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience. (2014). Sugawara, Shinya ; Nakamura, Jiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf924.

Full description at Econpapers || Download paper

10
62013On an Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2013). Takahashi, Akihiko ; Yamada, Toshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2013cf902.

Full description at Econpapers || Download paper

10
72015An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976.

Full description at Econpapers || Download paper

8
82009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CIRJE F-Series. RePEc:tky:fseres:2009cf652.

Full description at Econpapers || Download paper

8
92006Role of Honesty in Full Implementation. (2006). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf405.

Full description at Econpapers || Download paper

8
102012Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2012cf840.

Full description at Econpapers || Download paper

8
112013The Response of Asset Prices to Monetary Policy under Abenomics. (2013). Ueda, Kazuo. In: CIRJE F-Series. RePEc:tky:fseres:2013cf894.

Full description at Econpapers || Download paper

8
122010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CIRJE F-Series. RePEc:tky:fseres:2010cf705.

Full description at Econpapers || Download paper

7
132010Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf718.

Full description at Econpapers || Download paper

7
142009Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf680.

Full description at Econpapers || Download paper

7
152009Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf640.

Full description at Econpapers || Download paper

6
162010A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options. (2010). Takahashi, Akihiko ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2010cf734.

Full description at Econpapers || Download paper

6
172010Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki . In: CIRJE F-Series. RePEc:tky:fseres:2010cf752.

Full description at Econpapers || Download paper

6
182007The Divorce of Ownership from Control from 1900: Re-calibrating Imagined Global Historical Trends. (2007). Hannah, Leslie . In: CIRJE F-Series. RePEc:tky:fseres:2007cf460.

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6
192010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf706.

Full description at Econpapers || Download paper

6
202009A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CIRJE F-Series. RePEc:tky:fseres:2009cf644.

Full description at Econpapers || Download paper

5
212008On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf542.

Full description at Econpapers || Download paper

5
222004Minimaxity in Estimation of Restricted Parameters. (2004). Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2004cf270.

Full description at Econpapers || Download paper

5
232007Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523.

Full description at Econpapers || Download paper

4
242011Monitoring Accuracy and Retaliation in Infinitely Repeated Games with Imperfect Private Monitoring: Theory and Experiments. (2011). Matsushima, Hitoshi ; Toyama, Tomohisa . In: CIRJE F-Series. RePEc:tky:fseres:2011cf795.

Full description at Econpapers || Download paper

4
252010Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: CIRJE F-Series. RePEc:tky:fseres:2010cf713.

Full description at Econpapers || Download paper

4
262001Modularization in the Auto Industry: Interlinked Multiple Hierarchies of Product, Production, and Supplier Systems. (2001). Takeishi, Akira ; Fujimoto, Takahiro . In: CIRJE F-Series. RePEc:tky:fseres:2001cf107.

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4
272015Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: CIRJE F-Series. RePEc:tky:fseres:2015cf984.

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4
282014Tests for Covariance Matrices in High Dimension with Less Sample Size. (2014). Srivastava, Muni S ; Kubokawa, Tatsuya ; Yanagihara, Hirokazu . In: CIRJE F-Series. RePEc:tky:fseres:2014cf933.

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4
292015An Approximation Formula for Basket Option Prices under Local Stochastic Volatility with Jumps: an Application to Commodity Markets. (2015). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CIRJE F-Series. RePEc:tky:fseres:2015cf973.

Full description at Econpapers || Download paper

4
302001Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach. (2001). Kobayashi, Takao ; Takahashi, Akihiko ; Nakagawa, Naruhisa. In: CIRJE F-Series. RePEc:tky:fseres:2001cf140.

Full description at Econpapers || Download paper

4
312005Short-run and Long-run Effects of Corruption on Economic Growth: Evidence from State-Level Cross-Section Data for the United States. (2005). Horiuchi, Yusaku ; AKAI, NOBUO ; Sakata, Masayo. In: CIRJE F-Series. RePEc:tky:fseres:2005cf348.

Full description at Econpapers || Download paper

4
322012An Asymptotic Expansion for Forward-Backward SDEs; A Malliavin Calculus Aproach. (2012). Takahashi, Akihiko ; Yamada, Toshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2012cf865.

Full description at Econpapers || Download paper

4
332009Modelling and Forecasting Daily International Mass Tourism to Peru. (2009). McAleer, Michael ; Divino, Jose Angelo. In: CIRJE F-Series. RePEc:tky:fseres:2009cf651.

Full description at Econpapers || Download paper

3
342013Interlinkage and Generous Tit-for-Tat Strategy. (2013). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2013cf875.

Full description at Econpapers || Download paper

3
352007An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates. (2007). Takahashi, Akihiko ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2007cf474.

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3
362014Matrix Exponential Stochastic Volatility with Cross Leverage. (2014). Omori, Yasuhiro ; Asai, Manabu ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf932.

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3
372013Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Tanaka, Tomomi ; Toyama, Tomohisa . In: CIRJE F-Series. RePEc:tky:fseres:2013cf879.

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3
382009Computation in an Asymptotic Expansion Method. (2009). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2009cf621.

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3
392003Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence. (2003). McAleer, Michael ; Ling, Shiqing. In: CIRJE F-Series. RePEc:tky:fseres:2003cf207.

Full description at Econpapers || Download paper

3
402005Testing for the Null Hypothesis of Cointegration with Structural Breaks. (2005). Kurozumi, Eiji ; Arai, Yoichi. In: CIRJE F-Series. RePEc:tky:fseres:2005cf319.

Full description at Econpapers || Download paper

3
412011Life-Cycle Labor Search with Stochastic Match Quality. (2011). Fujimoto, Junichi ; Esteban-Pretel, Julen. In: CIRJE F-Series. RePEc:tky:fseres:2010cf783.

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3
421997The Foreign Exchange Allocation Policy in Postwar Japan: Its Institutional Framework and Function. (1997). okazaki, tetsuji ; Korenaga, Takafumi . In: CIRJE F-Series. RePEc:tky:fseres:97f19.

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3
432015Optimal Position Management for a Market Maker with Stochastic Price Impacts. (2015). Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf963.

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3
442007Selection and Performance Analysis of Asia-Pacific Hedge Funds. (2007). Takahashi, Akihiko ; Hakamada, Takeshi ; Yamamoto, Kyo . In: CIRJE F-Series. RePEc:tky:fseres:2007cf524.

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3
452008Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise. (2008). Kunitomo, Naoto ; Sato, Seisho . In: CIRJE F-Series. RePEc:tky:fseres:2008cf581.

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3
462012An FBSDE Approach to American Option Pricing with an Interacting Particle Method. (2012). Takahashi, Akihiko ; Sato, Seisho ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2012cf871.

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3
472005Public Debt and Economic Growth in an Aging Japan. (2005). Kato, Ryuta ; Bessho, Shun-ichiro ; Kawade, Masumi ; Ihori, Toshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2005cf372.

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3
482007Demand for non-life insurance: A cross-country analysis. (2007). Sawada, Yasuyuki ; Nakata, Hiroyuki. In: CIRJE F-Series. RePEc:tky:fseres:2007cf461.

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3
492012Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models. (2012). Méango, Romuald ; Henry, Marc ; Queyranne, Maurice ; Romuald Méango, . In: CIRJE F-Series. RePEc:tky:fseres:2012cf837.

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3
502005The Fall of Organ Bank Relationships During the Wave of Bank Failures and Consolidations: Experience in Pre-war Japan. (2005). okazaki, tetsuji ; Wang, KE ; Sawada, Michiru . In: CIRJE F-Series. RePEc:tky:fseres:2005cf379.

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2

Citing documents used to compute impact factor 29:


YearTitle
2015Optimal Position Management for a Market Maker with Stochastic Price Impacts. (2015). Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf963.

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2015The effect of coresidence on parental health in Japan. (2015). Maruyama, Shiko. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:35:y:2015:i:c:p:1-22.

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2015Long-Term Care Reform and the Labor Supply of Household Members: Evidence from a Quasi-Experiment. (2015). Korfhage, Thorben ; Geyer, Johannes. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp785.

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2015Long-Term Care Reform and the Labor Supply of Household Members: Evidence from a Quasi-Experiment. (2015). Korfhage, Thorben ; Geyer, Johannes. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1500.

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2015Long-term care reform and the labor supply of household members: Evidence from a quasi-experiment. (2015). Korfhage, Thorben ; Geyer, Johannes. In: Ruhr Economic Papers. RePEc:zbw:rwirep:574.

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2015Indirect fiscal effects of long-term care insurance. (2015). Korfhage, Thorben ; Geyer, Johannes ; Haan, Peter . In: Ruhr Economic Papers. RePEc:zbw:rwirep:584.

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2015The “Costs” of Informal Care: An Analysis of the Impact of Elderly Care on Caregivers Subjective Well-being in Japan. (2015). Niimi, Yoko. In: MPRA Paper. RePEc:pra:mprapa:67825.

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2015Indirect Fiscal Effects of Long-Term Care Insurance. (2015). Korfhage, Thorben ; Geyer, Johannes ; Haan, Peter . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1520.

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2015The Costs of Informal Care: An Analysis of the Impact of Elderly Care on Caregivers Subjective Well-being in Japan. (2015). Niimi, Yoko. In: AGI Working Paper Series. RePEc:agi:wpaper:00000082.

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2015Long-term care reform and the labor supply of household members - evidence from a quasi-experiment. (2015). Korfhage, Thorben ; Geyer, Johannes. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113152.

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2015Estimation of the mean vector in a singular multivariate normal distribution. (2015). Tsukuma, Hisayuki ; Kubokawa, Tatsuya . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:140:y:2015:i:c:p:245-258.

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2015Flexibility of Deficit Ceiling and Income Fluctuation. (2015). Ihori, Toshihiro . In: Public Policy Review. RePEc:mof:journl:ppr028a.

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2015Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance. (2015). McAleer, Michael ; Asai, Manabu. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:251-262.

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2015Modeling interest rate volatility: A Realized GARCH approach. (2015). Hamori, Shigeyuki ; Tian, Shuairu . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:158-171.

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2015Asymptotic Expansion Approach in Finance. (2015). Takahashi, Akihiko . In: CARF F-Series. RePEc:cfi:fseres:cf356.

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2015On robust properties of the SIML estimation of volatility under micro-market noise and random sampling. (2015). Misaki, Hiroumi ; Kunitomo, Naoto . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:265-281.

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2015Abenomics: Why Was It So Successful in Changing Market Expectations?. (2015). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2015cf969.

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2015.

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2015The First Arrow Hitting the Currency Target: A Long-run Risk Perspective. (2015). Kano, Takashi ; Wada, Kenji . In: Discussion paper series. RePEc:hit:hiasdp:hias-e-13.

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2015.

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2015Abenomics: Why was it so successful in changing market expectations?. (2015). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:37:y:2015:i:c:p:1-20.

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2015Time varying pass-through: Will the yen depreciation help Japan hit the inflation target?. (2015). Shioji, Etsuro . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:37:y:2015:i:c:p:43-58.

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2015Optimal Position Management for a Market Maker with Stochastic Price Impacts. (2015). Fujii, Masaaki . In: CARF F-Series. RePEc:cfi:fseres:cf360.

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2015Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahshi, Akihiko ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf954.

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2015A weak approximation with asymptotic expansion and multidimensional Malliavin weights. (2015). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf358.

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2015An Approximation Formula for Basket Option Prices under Local Stochastic Volatility with Jumps: an Application to Commodity Markets. (2015). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CIRJE F-Series. RePEc:tky:fseres:2015cf973.

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2015An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets. (2015). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf361.

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2015An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf363.

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2015Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:3:p:283-304.

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Recent citations (cites in year: CiY)


Recent citations received in 2015

YearCiting document
2015Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: Papers. RePEc:arx:papers:1510.03220.

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2015An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf363.

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2015Asymptotic Expansion for Forward-Backward SDEs. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: CARF F-Series. RePEc:cfi:fseres:cf372.

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2015An Asymptotic Expansion for Local-Stochastic Volatility with Jump Models (Forthcoming in Stochastics). (2015). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf377.

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2015Time varying pass-through: Will the yen depreciation help Japan hit the inflation target?. (2015). Shioji, Etsuro . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:37:y:2015:i:c:p:43-58.

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2015Optimal bandwidth selection for the fuzzy regression discontinuity estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: CeMMAP working papers. RePEc:ifs:cemmap:49/15.

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2015Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: GRIPS Discussion Papers. RePEc:ngi:dpaper:15-13.

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2015A Robust Estimation of Integrated Volatility under Round-off Errors, Micro-market Price Adjustments and Noises. (2015). Kunitomo, Naoto ; Sato, Seisho . In: CIRJE F-Series. RePEc:tky:fseres:2015cf964.

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2015An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976.

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2015Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: CIRJE F-Series. RePEc:tky:fseres:2015cf990.

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2015Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: CIRJE F-Series. RePEc:tky:fseres:2015cf993.

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2015An Asymptotic Expansion for Local-Stochastic Volatility with Jump Models. (2015). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CIRJE F-Series. RePEc:tky:fseres:2015cf998.

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Recent citations received in 2014

YearCiting document
2014Endogenous Labor Supply and International Trade. (2014). Tabuchi, Takatoshi ; Takanori, Ago ; Kazuhiro, Yamamoto ; Takatoshi, Tabuchi ; Tadashi, Morita . In: Discussion papers. RePEc:eti:dpaper:14062.

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2014The Effect of Measurement Error in the Sharp Regression Discontinuity Design. (2014). Yanagi, Takahide . In: KIER Working Papers. RePEc:kyo:wpaper:910.

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2014Main lessons of the NBB’s 2014 conference “Total factor productivity : measurement, determinants and effects”. (2014). Fuss, Catherine ; Dhyne, Emmanuel. In: Economic Review. RePEc:nbb:ecrart:y:2014:m:december:i:iii:p:63-76.

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2014Main lessons of the NBB’s 2014 conference on “Total factor productivity : measurement, determinants and effects”. (2014). Fuss, Catherine . In: Economic Review. RePEc:nbb:ecrart:y:2014:m:december:i:iii:p:69-82.

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Recent citations received in 2013

YearCiting document
2013Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Tanaka, Tomomi ; Toyama, Tomohisa . In: CARF F-Series. RePEc:cfi:fseres:cf309.

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2013Transmitting Global Liquidity to East Asia: Policy Rates, Bond Yields, Currencies and Dollar Credit. (2013). McCauley, Robert ; He, Dong. In: Working Papers. RePEc:hkm:wpaper:152013.

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2013Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Tanaka, Tomomi ; Toyama, Tomohisa . In: CIRJE F-Series. RePEc:tky:fseres:2013cf879.

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2013An Interval Regression Analysis for Tenures of Japanese Elder Care Workers Using Matched Employer-Employee Data. (2013). Sugawara, Shinya. In: CIRJE F-Series. RePEc:tky:fseres:2013cf887.

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2013Incentive Pay that Causes Inefficient Managerial Replacement . (2013). Sato, Meg . In: CIRJE F-Series. RePEc:tky:fseres:2013cf890.

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Recent citations received in 2012

YearCiting document
2012Note on an Extension of an Asymptotic Expansion Scheme. (2012). Takahashi, Akihiko ; Toda, Masashi . In: CIRJE F-Series. RePEc:tky:fseres:2012cf860.

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2012An FBSDE Approach to American Option Pricing with an Interacting Particle Method. (2012). Takahashi, Akihiko ; Sato, Seisho ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2012cf871.

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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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team