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Citation Profile [Updated: 2019-11-08 12:48:21]
5 Years H
14
Impact Factor
0.38
5 Years IF
0.28
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.11
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.39 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 0 0 0 0 0 0.24
2003 0 0.41 0 0 0 0 0 0 0 0 0 0 0.24
2004 0 0.47 0.11 0 18 18 17 2 2 0 0 1 50 2 0.11 0.27
2005 0.33 0.49 0.11 0.33 37 55 58 6 8 18 6 18 6 1 16.7 0 0.29
2006 0.2 0.48 0.16 0.2 32 87 16 14 22 55 11 55 11 1 7.1 2 0.06 0.26
2007 0.13 0.4 0.1 0.11 28 115 5 12 34 69 9 87 10 2 16.7 1 0.04 0.22
2008 0.05 0.46 0.08 0.08 28 143 18 9 46 60 3 115 9 1 11.1 0 0.23
2009 0.05 0.43 0.34 0.05 47 190 241 63 111 56 3 143 7 18 28.6 56 1.19 0.23
2010 0.48 0.37 0.31 0.26 39 229 134 70 183 75 36 172 44 5 7.1 5 0.13 0.19
2011 0.35 0.47 0.17 0.18 33 262 60 44 227 86 30 174 31 3 6.8 4 0.12 0.25
2012 0.18 0.5 0.16 0.19 33 295 67 46 273 72 13 175 34 2 4.3 4 0.12 0.26
2013 0.21 0.53 0.26 0.37 34 329 72 86 359 66 14 180 66 5 5.8 3 0.09 0.25
2014 0.31 0.55 0.24 0.32 21 350 43 82 443 67 21 186 60 10 12.2 2 0.1 0.28
2015 0.64 0.54 0.41 0.48 23 373 37 154 597 55 35 160 77 33 21.4 15 0.65 0.28
2016 0.45 0.58 0.22 0.28 23 396 14 88 685 44 20 144 40 10 11.4 1 0.04 0.29
2017 0.15 0.61 0.19 0.25 22 418 21 79 764 46 7 134 34 11 13.9 7 0.32 0.3
2018 0.38 0.63 0.21 0.28 22 440 9 92 856 45 17 123 35 12 13 1 0.05 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
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.

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66
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.

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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.

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29
42010Market 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.

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23
52009Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CARF F-Series. RePEc:cfi:fseres:cf191.

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22
62012Deleveraging 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

21
72009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CARF F-Series. RePEc:cfi:fseres:cf164.

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20
82014Safe Asset Shortages and Asset Price Bubbles. (2014). Nikolov, Kalin ; Nakajima, Tomoyuki ; Aoki, Kosuke . In: CARF F-Series. RePEc:cfi:fseres:cf344.

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20
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.

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20
102015Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf278.

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20
112009A 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.

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19
122009Volatility 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.

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18
132015An 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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17
142010Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki. In: CARF F-Series. RePEc:cfi:fseres:cf223.

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16
152010A 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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14
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.

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14
172009Modelling 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.

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13
182009A 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.

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13
192009Daily 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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12
202005Saving 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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12
212013Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Toyama, Tomohisa ; Tanaka, Tomomi . In: CARF F-Series. RePEc:cfi:fseres:cf309.

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12
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.

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12
232012Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf270.

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12
242017Creating Investment Scheme with State Space Modeling. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf406.

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11
25Modelling 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
262009The 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.

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10
272013On 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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10
282014The Structure and Evolution of Buyer-Supplier Networks. (2014). Mizuno, Takayuki ; Souma, Wataru ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf339.

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10
292009Alternative Asymmetric Stochastic Volatility Models. (2009). McAleer, Michael ; Asai, Manabu. In: CARF F-Series. RePEc:cfi:fseres:cf166.

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9
302013Endogenous 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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9
312012Pricing Multi-Asset Cross Currency Options. (2012). Takahashi, Akihiko ; Shiraya, Kenichiro. In: CARF F-Series. RePEc:cfi:fseres:cf276.

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9
322012Pricing Multi-Asset Cross Currency Options. (2012). Takahashi, Akihiko ; Shiraya, Kenichiro. In: CARF F-Series. RePEc:cfi:fseres:cf290.

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9
332009Optimal 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.

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8
342005Public 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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8
352004Testing for Linearity in Regressions with I (1) processes. (2004). Arai, Yoichi. In: CARF F-Series. RePEc:cfi:fseres:cf014.

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8
362017Dynamic Implementation, Verification, and Detection. (2017). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf416.

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7
372011Interbank Networks in Prewar Japan: Structure and Implications. (2011). SAWADA, MICHIRU ; Okazaki, Tetsuji. In: CARF F-Series. RePEc:cfi:fseres:cf250.

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7
382010Why Did ?Zombie? Firms Recover in Japan?. (2010). nakamura, jun-ichi ; Fukuda, Shin-ichi. In: CARF F-Series. RePEc:cfi:fseres:cf224.

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7
392012Collateralized CDS and Default Dependence -Implications for the Central Clearing. (2012). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf281.

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7
402010Realized Volatility Risk. (2010). Scharth, Marcel ; McAleer, Michael ; Allen, David. In: CARF F-Series. RePEc:cfi:fseres:cf197.

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7
412013A Regime-Switching SVAR Analysis of Quantitative Easing. (2013). Koeda, Junko ; Hayashi, Fumio. In: CARF F-Series. RePEc:cfi:fseres:cf322.

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7
422009IMF Bank-Restructuring Efficiency Outcomes: Evidence from East Asia. (2009). Ariff, Mohamed ; Can, Luc . In: CARF F-Series. RePEc:cfi:fseres:cf148.

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7
432005Multi-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
442008How Capital Structure Adjusts Dynamically during Financial Crisis. (2008). Mohamad, Shamsher ; Ariff, Mohamed ; Shamsher M., . In: CARF F-Series. RePEc:cfi:fseres:cf130.

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7
452009Modelling 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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7
462005Scanning Multivariate Conditional Densities with Probability Integral Transforms. (2005). Ishida, Isao. In: CARF F-Series. RePEc:cfi:fseres:cf045.

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7
472011Pricing Discrete Barrier Options under Stochastic Volatility. (2011). Takahashi, Akihiko ; Yamada, Toshihiro ; Shiraya, Kenichiro. In: CARF F-Series. RePEc:cfi:fseres:cf210.

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6
482010Ranking Multivariate GARCH Models by Problem Dimension. (2010). McAleer, Michael ; Caporin, Massimiliano. In: CARF F-Series. RePEc:cfi:fseres:cf219.

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6
492009Computation in an Asymptotic Expansion Method. (2009). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CARF F-Series. RePEc:cfi:fseres:cf149.

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6
502005Are 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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6
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12010Market 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

13
22017Creating Investment Scheme with State Space Modeling. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf406.

Full description at Econpapers || Download paper

11
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

11
42014Safe 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

8
52015Perturbative 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

8
62017Dynamic Implementation, Verification, and Detection. (2017). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf416.

Full description at Econpapers || Download paper

7
72013Behavioral 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
82009The 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

6
92015Asymptotic Expansion for Forward-Backward SDEs. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf372.

Full description at Econpapers || Download paper

5
102009Volatility 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

5
112009A 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

5
122013How 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

5
132017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Takahashi, Masayuki ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf423.

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5
142012Deleveraging 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

5
152010Why Did ?Zombie? Firms Recover in Japan?. (2010). nakamura, jun-ichi ; Fukuda, Shin-ichi. In: CARF F-Series. RePEc:cfi:fseres:cf224.

Full description at Econpapers || Download paper

5
162009Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf192.

Full description at Econpapers || Download paper

5
172014The 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

5
182016Power laws in market capitalization during the Dot-com and Shanghai bubble periods. (2016). Watanabe, Tsutomu ; Mizuno, Takayuki ; Ohnishi, Takaaki . In: CARF F-Series. RePEc:cfi:fseres:cf392.

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5
192005Public 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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4
202015Quadratic-exponential growth BSDEs with Jumps and their Malliavin’s Differentiability. (2015). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf376.

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4
212008How Capital Structure Adjusts Dynamically during Financial Crisis. (2008). Mohamad, Shamsher ; Ariff, Mohamed ; Shamsher M., . In: CARF F-Series. RePEc:cfi:fseres:cf130.

Full description at Econpapers || Download paper

4
222016Product Turnover and Deflation: Evidence from Japan. (2016). Ueda, Kozo ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf400.

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4
232011A 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
242009IMF Bank-Restructuring Efficiency Outcomes: Evidence from East Asia. (2009). Ariff, Mohamed ; Can, Luc . In: CARF F-Series. RePEc:cfi:fseres:cf148.

Full description at Econpapers || Download paper

3
252011Pricing 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

3
262018Implementation without Expected Utility: Ex-Post Verifiability. (2018). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf443.

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3
272010A 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.

Full description at Econpapers || Download paper

3
282012Perturbative 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

3
292013Endogenous Monetary Policy Shifts and the Term Structure: Evidence from Japanese Government Bond Yields. (2013). Koeda, Junko. In: CARF F-Series. RePEc:cfi:fseres:cf303.

Full description at Econpapers || Download paper

3
302011Interbank Networks in Prewar Japan: Structure and Implications. (2011). SAWADA, MICHIRU ; Okazaki, Tetsuji. In: CARF F-Series. RePEc:cfi:fseres:cf250.

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2
312016Solving 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
322010Core-Selecting Auctions: An Experimental Study. (2010). Kazumori, Eiichiro . In: CARF F-Series. RePEc:cfi:fseres:cf226.

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2
332014A Semi-group Expansion for Pricing Barrier Options. (2014). Takahashi, Akihiko ; Yamada, Toshihiro ; Kato, Takashi. In: CARF F-Series. RePEc:cfi:fseres:cf349.

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2
342018The Demand for Money at the Zero Interest Rate Bound. (2018). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf444.

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2
352012A 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.

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2
362008Technology Shocks and Asset Price Dynamics:The Role of Housing in General Equilibrium. (2008). Yoshida, Jiro. In: CARF F-Series. RePEc:cfi:fseres:cf119.

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2
372009The 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

2
382017Robust technical trading with fuzzy knowledge-based systems (Forthcoming in Frontiers in Artificial Intelligence and Applications.). (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf413.

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2
392019Blockchain Disables Real-World Governance. (2019). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf459.

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2
402015Optimal 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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2
412013A Regime-Switching SVAR Analysis of Quantitative Easing. (2013). Koeda, Junko ; Hayashi, Fumio. In: CARF F-Series. RePEc:cfi:fseres:cf322.

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2
422016Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions. (2016). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf387.

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2
432009Modelling 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.

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2
442009Do 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.

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2
452019Behavioral Theory of Repeated Prisoner’s Dilemma: Generous Tit-For-Tat Strategy. (2019). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf452.

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2
462017Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection (Subsequently published in Knowledge-Based Systems). (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf405.

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2
472018Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments. (2018). Matsushima, Hitoshi ; Toyama, Tomohisa ; Kayaba, Yutaka. In: CARF F-Series. RePEc:cfi:fseres:cf433.

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482005Scanning Multivariate Conditional Densities with Probability Integral Transforms. (2005). Ishida, Isao. In: CARF F-Series. RePEc:cfi:fseres:cf045.

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Citing documents used to compute impact factor: 17
YearTitle
2018State Space Approach to Adaptive Artificial Intelligence Modeling: Application to Financial Portfolio with Fuzzy System. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf422.

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2018Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf430.

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2018Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1078.

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2018On the Effect of Bank of Japan’s Outright Purchase on the JGB Yield Curve. (2018). Nakano, Masafumi ; Tokioka, Takami ; Takahashi, Soichiro. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:1:d:10.1007_s10690-018-9238-5.

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2018Bitcoin technical trading with artificial neural network. (2018). Nakano, Masafumi ; Takahashi, Soichiro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:587-609.

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2018Product Cycles and Prices:Search Foundation. (2018). Teranishi, Yuki ; Dong, Mei. In: UTokyo Price Project Working Paper Series. RePEc:upd:utppwp:080.

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2018Compilation of Experimental Price Indices Using Big Data and Machine Learning:A Comparative Analysis and Validity Verification of Quality Adjustments. (2018). Shinozaki, Kimiaki ; Abe, Nobuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e13.

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2018Econometric Perspectives on Economic Measurement. (2018). Gorajek, Adam. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2018-08.

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2018Aggregate demand deficiency, labor unions, and long‐run stagnation. (2018). Murota, Ryuichiro . In: Metroeconomica. RePEc:bla:metroe:v:69:y:2018:i:4:p:868-888.

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2018Stochastic Differential Game in High Frequency Market. (2018). Takahashi, Akihiko ; Saito, Taiga. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1087.

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2018An agent based early warning indicator for financial market instability. (2018). Vidal-Tomás, David ; Alfarano, Simone ; Vidal-Tomas, David. In: Working Papers. RePEc:jau:wpaper:2018/12.

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2018An agent based early warning indicator for financial market instability. (2018). Alfarano, Simone ; Vidal-Tomas, David. In: MPRA Paper. RePEc:pra:mprapa:89693.

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2018Efficient Investments in the Implementation Problem. (2018). Tomoeda, Kentaro. In: Working Paper Series. RePEc:uts:ecowps:54.

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2018Framing Game Theory. (2018). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf428.

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2018Framing Game Theory. (2018). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1076.

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2018Implementation without Expected Utility: Ex-Post Verifiability. (2018). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf443.

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2018A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations. (2018). von Wurstemberger, Philippe ; Jentzen, Arnulf ; Hornung, Fabian ; Grohs, Philipp. In: Papers. RePEc:arx:papers:1809.02362.

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Recent citations
Recent citations received in 2018

YearCiting document
2018On smile properties of volatility derivatives and exotic products: understanding the VIX skew. (2018). Muguruza, Aitor ; Garc, David ; Alos, Elisa. In: Papers. RePEc:arx:papers:1808.03610.

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Recent citations received in 2017

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

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2017Framing Game Theory. (2017). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf425.

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2017Pricing Average and Spread Options under Local-Stochastic Volatility Jump-Diffusion Models (Revised version of CARF-F-365 : Subsequently published in Mathematics of Operations Research). (2017). Takahashi, Akihiko ; Shiraya, Kenichiro. In: CARF F-Series. RePEc:cfi:fseres:cf426.

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2017State Space Approach to Adaptive Fuzzy Modeling: Application to Financial Investment. (2017). Takahashi, Soichiro ; Nakano, Masafumi. 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). Takahashi, Masayuki ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1069.

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2017Framing Game Theory. (2017). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1072.

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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). Fukuda, Shin-ichi ; 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
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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