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CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo


0.24

Impact Factor

0.26

5-Years IF

13

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 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.1
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.16
20000.36000 (%)0.14
20010.37000 (%)0.17
20020.37000 (%)0.18
20030.39000 (%)0.19
20040.41181820.1111002 (18.2%)20.110.18
20050.280.430.28375550.09491851852 (4.1%)0.21
20060.180.440.183287130.1514551055102 (14.3%)20.060.19
20070.130.370.128115100.096699879 (%)10.040.16
20080.050.390.0828143120.08126031159 (%)0.17
20090.050.360.0547190640.34212563143719 (9%)380.810.17
20100.480.340.2539229700.311077536172434 (3.7%)40.10.15
20110.360.410.1833262440.17458631174329 (20%)40.120.2
20120.150.450.1833295390.135772111753216 (28.1%)30.090.21
20130.180.490.3634329780.245866121806410 (17.2%)30.090.2
20140.270.540.3121350720.21296718186572 (6.9%)20.10.25
20150.670.570.59243741500.4315537160959 (29%)120.50.26
20160.420.650.325399840.2164519145441 (16.7%)10.040.32
20170.240.670.2622421730.1784912137354 (50%)80.360.35
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
12009Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). McAleer, Michael ; Caporin, Massimiliano. In: CARF F-Series. RePEc:cfi:fseres:cf156.

Full description at Econpapers || Download paper

65
22010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf202.

Full description at Econpapers || Download paper

45
32009Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CARF F-Series. RePEc:cfi:fseres:cf158.

Full description at Econpapers || Download paper

29
42009Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CARF F-Series. RePEc:cfi:fseres:cf191.

Full description at Econpapers || Download paper

20
52009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CARF F-Series. RePEc:cfi:fseres:cf164.

Full description at Econpapers || Download paper

19
62015Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf278.

Full description at Econpapers || Download paper

17
72012Deleveraging and Monetary Policy: Japan since the 1990s and the United States since 2007. (2012). Ueda, Kazuo. In: CARF F-Series. RePEc:cfi:fseres:cf283.

Full description at Econpapers || Download paper

17
82009Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf157.

Full description at Econpapers || Download paper

15
92011A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies. (2011). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf196.

Full description at Econpapers || Download paper

15
102009A Panel Threshold Model of Tourism Specialization and Economic Development. (2009). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf188.

Full description at Econpapers || Download paper

15
112010Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki . In: CARF F-Series. RePEc:cfi:fseres:cf223.

Full description at Econpapers || Download paper

14
122014Safe Asset Shortages and Asset Price Bubbles. (2014). Nikolov, Kalin ; Nakajima, Tomoyuki ; Aoki, Kosuke . In: CARF F-Series. RePEc:cfi:fseres:cf344.

Full description at Econpapers || Download paper

14
132009A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CARF F-Series. RePEc:cfi:fseres:cf159.

Full description at Econpapers || Download paper

13
142012Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf270.

Full description at Econpapers || Download paper

12
152009Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf162.

Full description at Econpapers || Download paper

11
162005Saving and Interest Rates in Japan: Why They Have Fallen and Why They Will Remain Low. (2005). Ikeda, Daisuke ; Braun, R. ; Joines, Douglas H.. In: CARF F-Series. RePEc:cfi:fseres:cf028.

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11
172010A Note on Construction of Multiple Swap Curves with and without Collateral. (2010). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf154.

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11
182015An 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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11
19Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf183.

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10
202013How Much Do Official Price Indexes Tell Us About Inflation?. (2013). Weinstein, David ; Handbury, Jessie ; Watanabe, Tsutomu . In: CARF F-Series. RePEc:cfi:fseres:cf328.

Full description at Econpapers || Download paper

10
212010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CARF F-Series. RePEc:cfi:fseres:cf201.

Full description at Econpapers || Download paper

10
222012A General Computation Scheme for a High-Order Asymptotic Expansion Method. (2012). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CARF F-Series. RePEc:cfi:fseres:cf272.

Full description at Econpapers || Download paper

9
232012Pricing Multi-Asset Cross Currency Options. (2012). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf290.

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9
242013On an Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2013). Takahashi, Akihiko ; Yamada, Toshihiro. In: CARF F-Series. RePEc:cfi:fseres:cf326.

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9
252012Pricing Multi-Asset Cross Currency Options. (2012). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf276.

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9
262009Alternative Asymmetric Stochastic Volatility Models. (2009). McAleer, Michael ; Asai, Manabu. In: CARF F-Series. RePEc:cfi:fseres:cf166.

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9
272009Optimal Risk Management Before, During and After the 2008-09 Financial Crisis. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CARF F-Series. RePEc:cfi:fseres:cf171.

Full description at Econpapers || Download paper

8
282013Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Toyama, Tomohisa ; Tanaka, Tomomi . In: CARF F-Series. RePEc:cfi:fseres:cf309.

Full description at Econpapers || Download paper

8
292009Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf192.

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8
302005Multi-Period Corporate Default Prediction With Stochastic Covariates. (2005). Duffie, Darrell ; Wang, KE ; Saita, Leandro . In: CARF F-Series. RePEc:cfi:fseres:cf047.

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7
312013A Regime-Switching SVAR Analysis of Quantitative Easing. (2013). Koeda, Junko ; Hayashi, Fumio. In: CARF F-Series. RePEc:cfi:fseres:cf322.

Full description at Econpapers || Download paper

7
322010Realized Volatility Risk. (2010). Scharth, Marcel ; McAleer, Michael ; Allen, David. In: CARF F-Series. RePEc:cfi:fseres:cf197.

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7
332012Collateralized CDS and Default Dependence -Implications for the Central Clearing. (2012). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf281.

Full description at Econpapers || Download paper

7
342005Monetary Policy during Japans Lost Decade. (2005). Waki, Yuichiro ; Braun, R.. In: CARF F-Series. RePEc:cfi:fseres:cf035.

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6
352014The Structure and Evolution of Buyer-Supplier Networks. (2014). Mizuno, Takayuki ; Souma, Wataru ; Watanabe, Tsutomu . In: CARF F-Series. RePEc:cfi:fseres:cf339.

Full description at Econpapers || Download paper

6
362013Endogenous Monetary Policy Shifts and the Term Structure: Evidence from Japanese Government Bond Yields. (2013). Koeda, Junko. In: CARF F-Series. RePEc:cfi:fseres:cf303.

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6
372005Are People Insured Against Natural Disasters? Evidence from the Great Hanshin-Awaji (Kobe) Earthquake in 1995. (2005). Shimizutani, Satoshi ; Sawada, Yasuyuki. In: CARF F-Series. RePEc:cfi:fseres:cf019.

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5
382011Pricing Discrete Barrier Options under Stochastic Volatility. (2011). Takahashi, Akihiko ; Yamada, Toshihiro ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf210.

Full description at Econpapers || Download paper

5
392005Public Debt and Economic Growth in an Aging Japan. (2005). Kato, Ryuta ; Bessho, Shun-ichiro ; Kawade, Masumi ; Ihori, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf046.

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5
402009Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets. (2009). McAleer, Michael ; Hakim, Abdul. In: CARF F-Series. RePEc:cfi:fseres:cf170.

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5
412017Creating Investment Scheme with State Space Modeling. (2017). Nakano, Masafumi ; Takahashi, Soichiro . In: CARF F-Series. RePEc:cfi:fseres:cf406.

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5
422007Did the Credit Crunch in Japan Affect Household Welfare? An Augmented Euler Equation Approach Using Type 5 Tobit Model. (2007). Sawada, Yasuyuki ; Lee, Mark ; Nawata, Kazumitsu ; Masako Ii, . In: CARF F-Series. RePEc:cfi:fseres:cf099.

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5
432004Testing for Linearity in Regressions with I (1) processes. (2004). Arai, Yoichi. In: CARF F-Series. RePEc:cfi:fseres:cf014.

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5
442009The Determinants of Bank Capital Ratios in a Developing Economy. (2009). Ariff, Mohamed ; Skully, Michael J. ; Ahmad, Rubi . In: CARF F-Series. RePEc:cfi:fseres:cf147.

Full description at Econpapers || Download paper

5
452005Scanning Multivariate Conditional Densities with Probability Integral Transforms. (2005). Ishida, Isao. In: CARF F-Series. RePEc:cfi:fseres:cf045.

Full description at Econpapers || Download paper

5
462010Ranking Multivariate GARCH Models by Problem Dimension. (2010). McAleer, Michael ; Caporin, Massimiliano. In: CARF F-Series. RePEc:cfi:fseres:cf219.

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5
472005Trade Credit, Bank Loans, and Monitoring: Evidence from Japan. (2005). Ramseyer, John ; Miwa, Yoshiro. In: CARF F-Series. RePEc:cfi:fseres:cf054.

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5
482011Bubbles, Banks, and Financial Stability. (2011). Nikolov, Kalin ; aoki, kosuke. In: CARF F-Series. RePEc:cfi:fseres:cf253.

Full description at Econpapers || Download paper

4
492013Aging and Real Estate Prices: Evidence from Japanese and US Regional Data. (2013). Shimizu, Chihiro ; Saita, Yumi ; Watanabe, Tsutomu . In: CARF F-Series. RePEc:cfi:fseres:cf334.

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4
502009Computation in an Asymptotic Expansion Method. (2009). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CARF F-Series. RePEc:cfi:fseres:cf149.

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4

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). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf278.

Full description at Econpapers || Download paper

11
22014Safe Asset Shortages and Asset Price Bubbles. (2014). Nikolov, Kalin ; Nakajima, Tomoyuki ; Aoki, Kosuke . In: CARF F-Series. RePEc:cfi:fseres:cf344.

Full description at Econpapers || Download paper

10
32015An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro. In: CARF F-Series. RePEc:cfi:fseres:cf363.

Full description at Econpapers || Download paper

8
42012Deleveraging and Monetary Policy: Japan since the 1990s and the United States since 2007. (2012). Ueda, Kazuo. In: CARF F-Series. RePEc:cfi:fseres:cf283.

Full description at Econpapers || Download paper

7
52013Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Toyama, Tomohisa ; Tanaka, Tomomi . In: CARF F-Series. RePEc:cfi:fseres:cf309.

Full description at Econpapers || Download paper

7
62009Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf162.

Full description at Econpapers || Download paper

6
72017Creating Investment Scheme with State Space Modeling. (2017). Nakano, Masafumi ; Takahashi, Soichiro . In: CARF F-Series. RePEc:cfi:fseres:cf406.

Full description at Econpapers || Download paper

5
82015Quadratic-exponential growth BSDEs with Jumps and their Malliavin’s Differentiability. (2015). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf376.

Full description at Econpapers || Download paper

4
92009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CARF F-Series. RePEc:cfi:fseres:cf164.

Full description at Econpapers || Download paper

4
102011A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies. (2011). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf196.

Full description at Econpapers || Download paper

4
112012Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf270.

Full description at Econpapers || Download paper

4
122009The Determinants of Bank Capital Ratios in a Developing Economy. (2009). Ariff, Mohamed ; Skully, Michael J. ; Ahmad, Rubi . In: CARF F-Series. RePEc:cfi:fseres:cf147.

Full description at Econpapers || Download paper

3
132009A Panel Threshold Model of Tourism Specialization and Economic Development. (2009). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf188.

Full description at Econpapers || Download paper

3
142012Collateralized CDS and Default Dependence -Implications for the Central Clearing. (2012). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf281.

Full description at Econpapers || Download paper

3
152005Scanning Multivariate Conditional Densities with Probability Integral Transforms. (2005). Ishida, Isao. In: CARF F-Series. RePEc:cfi:fseres:cf045.

Full description at Econpapers || Download paper

3
162012A General Computation Scheme for a High-Order Asymptotic Expansion Method. (2012). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CARF F-Series. RePEc:cfi:fseres:cf272.

Full description at Econpapers || Download paper

3
172014A Semi-group Expansion for Pricing Barrier Options. (2014). Takahashi, Akihiko ; Yamada, Toshihiro ; Kato, Takashi . In: CARF F-Series. RePEc:cfi:fseres:cf349.

Full description at Econpapers || Download paper

3
182013A Regime-Switching SVAR Analysis of Quantitative Easing. (2013). Koeda, Junko ; Hayashi, Fumio. In: CARF F-Series. RePEc:cfi:fseres:cf322.

Full description at Econpapers || Download paper

3
192010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CARF F-Series. RePEc:cfi:fseres:cf201.

Full description at Econpapers || Download paper

3
202005Public Debt and Economic Growth in an Aging Japan. (2005). Kato, Ryuta ; Bessho, Shun-ichiro ; Kawade, Masumi ; Ihori, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf046.

Full description at Econpapers || Download paper

3
212010Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki . In: CARF F-Series. RePEc:cfi:fseres:cf223.

Full description at Econpapers || Download paper

3
222013How Much Do Official Price Indexes Tell Us About Inflation?. (2013). Weinstein, David ; Handbury, Jessie ; Watanabe, Tsutomu . In: CARF F-Series. RePEc:cfi:fseres:cf328.

Full description at Econpapers || Download paper

3
232015Asymptotic Expansion for Forward-Backward SDEs. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf372.

Full description at Econpapers || Download paper

3
242010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf202.

Full description at Econpapers || Download paper

2
252009Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CARF F-Series. RePEc:cfi:fseres:cf191.

Full description at Econpapers || Download paper

2
262013Bank’s regulation, asset portfolio choice of banks, and macroeconomic dynamics. (2013). Sudo, Nao ; Aoki, Kosuke . In: CARF F-Series. RePEc:cfi:fseres:cf323.

Full description at Econpapers || Download paper

2
272014The Structure and Evolution of Buyer-Supplier Networks. (2014). Mizuno, Takayuki ; Souma, Wataru ; Watanabe, Tsutomu . In: CARF F-Series. RePEc:cfi:fseres:cf339.

Full description at Econpapers || Download paper

2
282011Pricing Discrete Barrier Options under Stochastic Volatility. (2011). Takahashi, Akihiko ; Yamada, Toshihiro ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf210.

Full description at Econpapers || Download paper

2
292009Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf157.

Full description at Econpapers || Download paper

2
302017Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection (Subsequently published in Knowledge-Based Systems). (2017). Nakano, Masafumi ; Takahashi, Soichiro . In: CARF F-Series. RePEc:cfi:fseres:cf405.

Full description at Econpapers || Download paper

2
312017Dynamic Implementation, Verification, and Detection. (2017). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf416.

Full description at Econpapers || Download paper

2
322015An 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.

Full description at Econpapers || Download paper

2
332016Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions. (2016). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf387.

Full description at Econpapers || Download paper

2
342016Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions(Revised version of CARF-F-387). (2016). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf398.

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2

Citing documents used to compute impact factor 12:


YearTitle
2017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Fujii, Masaaki ; Takahashi, Masayuki. In: Papers. RePEc:arx:papers:1710.07030.

Full description at Econpapers || Download paper

2017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Fujii, Masaaki ; Takahashi, Masayuki. In: CARF F-Series. RePEc:cfi:fseres:cf423.

Full description at Econpapers || Download paper

2017Stock market bubble detection based on the price dispersion among similar listed Firms. (2017). Mizuno, Takayuki ; Watanabe, Tsutomu ; Ohnishi, Takaaki . In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:67.

Full description at Econpapers || Download paper

2017Dynamic asset allocation and consumption under inflation inequality: The impacts of inflation experiences and expectations. (2017). Li, Shaoyu ; Xu, Zhiwei ; Wei, Lijia . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:113-125.

Full description at Econpapers || Download paper

2017.

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2017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Fujii, Masaaki ; Takahashi, Masayuki. In: Papers. RePEc:arx:papers:1710.07030.

Full description at Econpapers || Download paper

2017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Fujii, Masaaki ; Takahashi, Masayuki. In: CARF F-Series. RePEc:cfi:fseres:cf423.

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2017Existence and uniqueness results for BSDEs with jumps: the whole nine yards. (2017). Papapantoleon, Antonis ; Saplaouras, Alexandros ; Possamai, Dylan . In: Papers. RePEc:arx:papers:1607.04214.

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2017Anticipated Backward SDEs with Jumps and quadratic-exponential growth drivers. (2017). Fujii, Masaaki ; Takahashi, Akihiko. In: Papers. RePEc:arx:papers:1705.02440.

Full description at Econpapers || Download paper

2017Anticipated Backward SDEs with Jumps and quadratic-exponential growth drivers. (2017). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf409.

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2017Anticipated Backward SDEs with Jumps and Quadratic-Exponential Growth Drivers. (2017). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1047.

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2017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Fujii, Masaaki ; Takahashi, Masayuki. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1069.

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Recent citations (cites in year: CiY)


Recent citations received in 2017

YearCiting document
2017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Fujii, Masaaki ; Takahashi, Masayuki. In: Papers. RePEc:arx:papers:1710.07030.

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2017State Space Approach to Adaptive Fuzzy Modeling: Application to Financial Investment. (2017). Nakano, Masafumi ; Takahashi, Soichiro . In: CARF F-Series. RePEc:cfi:fseres:cf422.

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2017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Fujii, Masaaki ; Takahashi, Masayuki. In: CARF F-Series. RePEc:cfi:fseres:cf423.

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2017
2017
2017State Space Approach to Adaptive Fuzzy Modeling: Application to Financial Investment. (2017). Nakano, Masafumi ; Takahashi, Soichiro . In: CIRJE F-Series. RePEc:tky:fseres:2017cf1067.

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2017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Fujii, Masaaki ; Takahashi, Masayuki. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1069.

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2017

Recent citations received in 2016

YearCiting document
2016Strong sterling pound and weak European currencies in the crises: Evidence from covered interest parity of secured rates. (2016). Shin- ichi Fukuda, . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:42:y:2016:i:c:p:109-122.

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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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2015A formula of small time expansion for Young SDE driven by fractional Brownian motion. (2015). Yamada, Toshihiro. In: Statistics & Probability Letters. RePEc:eee:stapro:v:101:y:2015:i:c:p:64-72.

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2015Secondary Market Liquidity and the Optimal Capital Structure. (2015). Arseneau, David ; Rappoport, David ; Vardoulakis, Alexandros . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-31.

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2015Debt concentration of European Firms. (2015). . In: MPRA Paper. RePEc:pra:mprapa:63002.

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2015Debt Concentration of European Firms. (2015). Giannetti, Caterina. In: SEP Working Papers. RePEc:ris:sepewp:2015_003.

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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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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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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
2014Introduction to economic theory of bubbles. (2014). Miao, Jianjun. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:53:y:2014:i:c:p:130-136.

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2014Speculative attacks with multiple targets. (2014). Fujimoto, Junichi. In: Economic Theory. RePEc:spr:joecth:v:57:y:2014:i:1:p:89-132.

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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 January, 12 2018. Contact: CitEc Team