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Journal of Risk and Financial Management / MDPI, Open Access Journal


0.52

Impact Factor

0.72

5-Years IF

6

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 (%)0.04
19910.1000 (%)0.04
19920.09000 (%)0.04
19930.11000 (%)0.05
19940.12000 (%)0.04
19950.2000 (%)0.07
19960.23000 (%)0.09
19970.26000 (%)0.09
19980.28000 (%)0.1
19990.32000 (%)0.13
20000.39000 (%)0.15
20010.39000 (%)0.14
20020.4000 (%)0.17
20030.43000 (%)0.18
20040.48000 (%)0.19
20050.52000 (%)0.2
20060.51000 (%)0.2
20070.44000 (%)0.17
20080.48558001 (12.5%)0.2
20090.4951012551 (8.3%)0.19
20100.10.470.151510.074101101 (%)0.17
20110.4952041015 (%)0.19
20120.520.0552510.041310201 (%)0.19
20130.580.0442910.03310251 (%)0.2
20140.60.04103920.05209241 (%)0.2
20150.610.17205970.124014295 (%)0.19
20160.430.680.391675230.311030134417 (%)20.130.2
20170.440.720.4226101330.3321361655231 (4.8%)30.120.21
20180.520.940.7290191780.416422276552 (33.3%)60.070.31
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
12015The Fundamental Equation in Tourism Finance. (2015). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:4:p:369-374:d:61108.

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20
22014International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches. (2014). Wong, Wing-Keung ; Abid, Fathi ; Leung, Pui Lam ; Mroua, Mourad . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:45-66:d:35901.

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15
32017GARCH Modelling of Cryptocurrencies. (2017). Chu, Jeffrey ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chan, Stephen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:17-:d:113895.

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13
42015Dependency Relations among International Stock Market Indices. (2015). Junior, Leonidas Sandoval ; Kenett, Dror Y. ; Mullokandov, Asher . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:227-265:d:50467.

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9
52015Inflation and Speculation in a Dynamic Macroeconomic Model. (2015). Nguyen-Huu, Adrien ; Grasselli, Matheus R. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:3:p:285-310:d:52143.

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7
62012Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility. (2012). McAleer, Michael ; Chang, Chia-Lin ; Chen, Chi-Chung . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:78-114:d:28410.

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6
72012Stock Returns and Risk: Evidence from Quantile. (2012). Li, Jiandong ; Chiang, Thomas C.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:20-58:d:28408.

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6
82016Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis. (2016). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:2:p:6-:d:72448.

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6
92009China’s Stock Market Integration with a Leading Power and a Close Neighbor. (2009). Wong, Wing-Keung ; Heng, Chen ; YI, ZHENG . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:38-74:d:28328.

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5
102017On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts. (2017). Krauss, Christopher ; Herrmann, Klaus . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:7-:d:89525.

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4
112009Corporate Risk Disclosure and Corporate Governance. (2009). Lajili, Kaouthar . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:94-117:d:28365.

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4
122008Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches. (2008). Wong, Wing-Keung ; Lean, Hooi Hooi ; Chiang, Thomas C.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:1:y:2008:i:1:p:1-40:d:28255.

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4
132013Testing for a Single-Factor Stochastic Volatility in Bivariate Series. (2013). Kobayashi, Masahito ; Chiba, Masaru . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:6:y:2013:i:1:p:31-61:d:31492.

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3
142014Asymmetric Realized Volatility Risk. (2014). Scharth, Marcel ; McAleer, Michael ; Allen, David. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:80-109:d:37458.

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3
152009Models for Risk Aggregation and Sensitivity Analysis: An Application to Bank Economic Capital. (2009). Inanoglu, Hulusi ; Jacobs, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:118-189:d:28366.

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3
162017A Statistical Analysis of Cryptocurrencies. (2017). Chan, Stephen ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chu, Jeffrey. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:12-:d:100126.

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3
172011A Pseudo-Bayesian Model for Stock Returns In Financial Crises. (2011). Wong, Wing-Keung ; Siu, Tak Kuen ; Fung, Eric S. ; Lam, Kin . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:4:y:2011:i:1:p:43-73:d:28373.

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2
182016VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:2-:d:64713.

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2
192010Hedging Performance and Multiscale Relationships in the German Electricity Spot and Futures Markets. (2010). Pinho, Carlos ; Madaleno, Mara. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:3:y:2010:i:1:p:26-62:d:28368.

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2
202017Trade Openness and Bank Risk-Taking Behavior: Evidence from Emerging Economies. (2017). Ashraf, Badar Nadeem ; Yan, Liang ; Arshad, Sidra. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:3:p:15-:d:106310.

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2
212016VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:-:d:64713.

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2
222008Effective Basemetal Hedging: The Optimal Hedge Ratio and Hedging Horizon. (2008). Marriott, Luke ; Dewally, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:1:y:2008:i:1:p:41-76:d:28294.

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2
232015Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors. (2015). Petrella, Lea ; Bernardi, Mauro. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:198-226:d:47812.

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2
242010Conserving Capital by Adjusting Deltas for Gamma in the Presence of Skewness. (2010). Madan, Dilip B.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:3:y:2010:i:1:p:1-25:d:28367.

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2
252008Financial Distress Comparison Across Three Global Regions. (2008). Platt, Harlan D.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:1:y:2008:i:1:p:129-162:d:28326.

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2
262011Periodically Collapsing Bubbles in Stock Prices Cointegrated with Broad Dividends and Macroeconomic Factors. (2011). Fu, Man ; Bidarkota, Prasad V.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:4:y:2011:i:1:p:97-132:d:28375.

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2
272018Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. (2018). Conrad, Christian ; Ghysels, Eric ; Custovic, Anessa . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629.

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2
282016VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:2:d:64713.

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2
292015Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information. (2015). Fiedor, Paweł ; You, Tao . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:266-284:d:50474.

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1
302018Forecasting of Realised Volatility with the Random Forests Algorithm. (2018). LUONG, CHUONG ; Dokuchaev, Nikolai. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:61-:d:175017.

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1
312018Take Profit and Stop Loss Trading Strategies Comparison in Combination with an MACD Trading System. (2018). Vezeris, Dimitrios ; Schinas, Christos ; Kyrgos, Themistoklis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:56-:d:170764.

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1
322016Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios. (2016). Keeci, Neslihan Fidan ; Uryasev, Stan ; Kuzmenko, Viktor . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:4:p:11-:d:79820.

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1
332018How Informative Are Earnings Forecasts? †. (2018). Franses, Philip Hans ; de Bruijn, Bert. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:36-:d:155547.

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1
342014Remuneration Committee, Board Independence and Top Executive Compensation. (2014). Yu, Shih-Ti ; Kuo, Chii-Shyan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:28-44:d:35127.

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1
352017Safety Evaluation of Evacuation Routes in Central Tokyo Assuming a Large-Scale Evacuation in Case of Earthquake Disasters. (2017). Yamamoto, Kayoko ; Li, Ximing. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:3:p:14-:d:102828.

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1
362012Technical Efficiency and Port Competition: Revisiting the Bohai Economic Rim, China. (2012). Wang, Grace ; gao, chen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:115-130:d:28411.

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1
372015Firm Value and Cross Listings: The Impact of Stock Market Prestige. (2015). Peristiani, Stavros ; Cetorelli, Nicola. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:1:p:150-180:d:47217.

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1
382018Enterprise Risk Management Practices and Firm Performance, the Mediating Role of Competitive Advantage and the Moderating Role of Financial Literacy. (2018). Yang, Songling ; Anwar, Muhammad ; Ishtiaq, Muhammad. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:35-:d:155255.

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1
392016Application of Vine Copulas to Credit Portfolio Risk Modeling. (2016). Geidosch, Marco ; Fischer, Matthias. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:2:p:4-:d:71610.

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1
402014Revisiting the Performance of MACD and RSI Oscillators. (2014). Liew, Venus ; CHONG, Terence Tai Leung. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:1:p:1-12:d:33440.

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1
412015Quantification of VaR: A Note on VaR Valuation in the South African Equity Market. (2015). Mare, Eben ; Kufakunesu, Rodwell ; Mabitsela, Lesedi . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:1:p:103-126:d:45910.

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1

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


#YearTitleCited
12015The Fundamental Equation in Tourism Finance. (2015). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:4:p:369-374:d:61108.

Full description at Econpapers || Download paper

17
22017GARCH Modelling of Cryptocurrencies. (2017). Chu, Jeffrey ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chan, Stephen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:17-:d:113895.

Full description at Econpapers || Download paper

13
32014International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches. (2014). Wong, Wing-Keung ; Abid, Fathi ; Leung, Pui Lam ; Mroua, Mourad . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:45-66:d:35901.

Full description at Econpapers || Download paper

10
42015Dependency Relations among International Stock Market Indices. (2015). Junior, Leonidas Sandoval ; Kenett, Dror Y. ; Mullokandov, Asher . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:227-265:d:50467.

Full description at Econpapers || Download paper

6
52015Inflation and Speculation in a Dynamic Macroeconomic Model. (2015). Nguyen-Huu, Adrien ; Grasselli, Matheus R. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:3:p:285-310:d:52143.

Full description at Econpapers || Download paper

5
62009China’s Stock Market Integration with a Leading Power and a Close Neighbor. (2009). Wong, Wing-Keung ; Heng, Chen ; YI, ZHENG . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:38-74:d:28328.

Full description at Econpapers || Download paper

4
72008Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches. (2008). Wong, Wing-Keung ; Lean, Hooi Hooi ; Chiang, Thomas C.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:1:y:2008:i:1:p:1-40:d:28255.

Full description at Econpapers || Download paper

4
82016Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis. (2016). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:2:p:6-:d:72448.

Full description at Econpapers || Download paper

4
92017On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts. (2017). Krauss, Christopher ; Herrmann, Klaus . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:7-:d:89525.

Full description at Econpapers || Download paper

4
102012Stock Returns and Risk: Evidence from Quantile. (2012). Li, Jiandong ; Chiang, Thomas C.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:20-58:d:28408.

Full description at Econpapers || Download paper

4
112014Asymmetric Realized Volatility Risk. (2014). Scharth, Marcel ; McAleer, Michael ; Allen, David. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:80-109:d:37458.

Full description at Econpapers || Download paper

3
122013Testing for a Single-Factor Stochastic Volatility in Bivariate Series. (2013). Kobayashi, Masahito ; Chiba, Masaru . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:6:y:2013:i:1:p:31-61:d:31492.

Full description at Econpapers || Download paper

3
132017A Statistical Analysis of Cryptocurrencies. (2017). Chan, Stephen ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chu, Jeffrey. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:12-:d:100126.

Full description at Econpapers || Download paper

3
142016VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:2:d:64713.

Full description at Econpapers || Download paper

2
152018Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. (2018). Conrad, Christian ; Ghysels, Eric ; Custovic, Anessa . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629.

Full description at Econpapers || Download paper

2
162015Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors. (2015). Petrella, Lea ; Bernardi, Mauro. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:198-226:d:47812.

Full description at Econpapers || Download paper

2
172017Trade Openness and Bank Risk-Taking Behavior: Evidence from Emerging Economies. (2017). Ashraf, Badar Nadeem ; Yan, Liang ; Arshad, Sidra. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:3:p:15-:d:106310.

Full description at Econpapers || Download paper

2
182016VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:2-:d:64713.

Full description at Econpapers || Download paper

2
192012Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility. (2012). McAleer, Michael ; Chang, Chia-Lin ; Chen, Chi-Chung . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:78-114:d:28410.

Full description at Econpapers || Download paper

2
202016VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:-:d:64713.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 22:


YearTitle
2018Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero. (2018). Sovbetov, Yhlas. In: MPRA Paper. RePEc:pra:mprapa:85036.

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2018Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero. (2018). Sovbetov, Yhlas. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0016.

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2018An application of extreme value theory to cryptocurrencies. (2018). Gkillas (Gillas), Konstantinos ; Katsiampa, Paraskevi . In: Economics Letters. RePEc:eee:ecolet:v:164:y:2018:i:c:p:109-111.

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2018Conditional heteroskedasticity in crypto-asset returns. (2018). Shaw, Charles. In: Papers. RePEc:arx:papers:1804.07978.

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2018Bitcoin Risk Modeling with Blockchain Graphs. (2018). Akcora, Cuneyt ; Kantarcioglu, Murat ; Gel, Yulia ; Dixon, Matthew. In: Papers. RePEc:arx:papers:1805.04698.

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2018Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:12.

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2018Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting. (2018). Walther, Thomas ; Klein, Tony. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:15.

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2018Predicting crypto-currencies using sparse non-Gaussian state space models. (2018). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O ; Hotz-Behofsits, Christian. In: Papers. RePEc:arx:papers:1801.06373.

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2018Topological recognition of critical transitions in time series of cryptocurrencies. (2018). Gidea, Marian ; Shmalo, Yonah ; Roldan, Pablo ; Katz, Yuri ; Goldsmith, Daniel. In: Papers. RePEc:arx:papers:1809.00695.

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2018Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models. (2018). Caporale, Guglielmo Maria ; Zekokh, Timur. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7167.

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2018An investigation into the dependence structure of major cryptocurrencies. (2018). Saha, Kunal. In: EconStor Preprints. RePEc:zbw:esprep:181878.

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2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:105-116.

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2018Nonextensive triplets in cryptocurrency exchanges. (2018). Stosic, Darko ; Ludermir, Teresa B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:1069-1074.

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2018Understanding the Implementation Challenges of Urban Resilience Policies: Investigating the Influence of Urban Geological Risk in Thessaloniki, Greece. (2018). Pitidis, Vangelis ; de Albuquerque, Joo Porto ; Kapetas, Leon ; Coaffee, Jon ; Tapete, Deodato. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3573-:d:174026.

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2018Enterprise Risk Management Practices and Firm Performance, the Mediating Role of Competitive Advantage and the Moderating Role of Financial Literacy. (2018). Yang, Songling ; Anwar, Muhammad ; Ishtiaq, Muhammad. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:35-:d:155255.

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2018Macroprudential Policy, Credit Cycle, and Bank Risk-Taking. (2018). Zhang, Xing ; Xu, Yingying ; Li, Zhen. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3620-:d:174708.

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2018Pairs trading with partial cointegration. (2018). Clegg, Matthew ; Krauss, Christopher. In: Quantitative Finance. RePEc:taf:quantf:v:18:y:2018:i:1:p:121-138.

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2018Value-at-Risk prediction using option-implied risk measures. (2018). Schindelhauer, Kai ; Zhou, Chen. In: DNB Working Papers. RePEc:dnb:dnbwpp:613.

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2018A Discussion on Recent Risk Measures with Application to Credit Risk: Calculating Risk Contributions and Identifying Risk Concentrations. (2018). Fischer, Matthias ; Pfeuffer, Marius ; Moser, Thorsten. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:142-:d:188842.

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2018Risk-Based DEA Efficiency and SSD Efficiency of OECD Members Stock Indices. (2018). Keeci, Neslihan Fidan . In: Alphanumeric Journal. RePEc:anm:alpnmr:v:6:y:2018:i:1:p:25-36.

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2018A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies. (2018). McAleer, Michael ; Allen, David ; Singh, A K. In: Econometric Institute Research Papers. RePEc:ems:eureir:109055.

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2018A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies. (2018). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1818.

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Recent citations (cites in year: CiY)


Recent citations received in 2018

YearCiting document
2018Trade Selection with Supervised Learning and OCA. (2018). Saltiel, David ; Benhamou, Eric . In: Papers. RePEc:arx:papers:1812.04486.

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2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:105-116.

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2018Insider Trading and Institutional Holdings in Seasoned Equity Offerings. (2018). Wu, Ching-Chih ; Yang, Tung-Hsiao. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:53-:d:168880.

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2018Identification of Core Suppliers Based on E-Invoice Data Using Supervised Machine Learning. (2018). Hong, Jung-Sik ; Ahn, Taeuk ; Cho, Nam-Wook ; Yeo, Hyeongyu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:70-:d:178637.

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2018The Role of Government Support in Sustainable Competitive Position and Firm Performance. (2018). Songling, YANG ; Ahmed, Hamid ; Anwar, Muhammad ; Ishtiaq, Muhammad. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3495-:d:172812.

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2018Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting. (2018). Walther, Thomas ; Klein, Tony. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:15.

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Recent citations received in 2017

YearCiting document
2017Statistical Arbitrage Pairs Trading with High-frequency Data. (2017). Stubinger, Johannes ; Bredthauer, Jens. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-76.

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2017Power and Size analysis of Co-integration tests in Conditional Heteroskedascity: A Monte Carlo Simulation. (2017). Osarumwense, Osabuohien-Irabor ; Mbegbu, Julian I. In: Romanian Statistical Review. RePEc:rsr:journl:v:65:y:2017:i:3:p:17-34.

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2017Financial market predictions with Factorization Machines: Trading the opening hour based on overnight social media data. (2017). Stubinger, Johannes ; Knoll, Julian ; Walter, Dominik. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:192017.

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Recent citations received in 2016

YearCiting document
2016A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies. (2016). McAleer, Michael ; Allen, David ; Singh, A K. In: Econometric Institute Research Papers. RePEc:ems:eureir:98658.

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2016A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies. (2016). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1703.

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Recent citations received in 2015

YearCiting document

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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 3th 2019. Contact: CitEc Team