Finance Lab, Ibmec São Paulo / Finance Lab Working Papers

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.16 0 0 0 0.07 1997 0.17 0 0 0 0.09 1998 0.19 6 0 0 0 0.12 1999 0.29 12 2 6 0 0.19 2000 0.39 16 0 18 0 0.2 2001 0.34 9 0 28 0 0.18 2002 0.39 4 0 25 0 0.2 2003 0.41 11 8 13 0 2 0.18 0.21
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series 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 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 IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:ibm:finlab:flwp_57 Generalized Hyperbolic Distributions and Brazilian Data (2003). Finance Lab, Ibmec São Paulo / Finance Lab Working Papers
Cited: 4 times.

(2) RePEc:ibm:finlab:flwp_68 Endogenous Collateral (2004). Finance Lab, Ibmec São Paulo / Finance Lab Working Papers
Cited: 3 times.

(3) RePEc:ibm:finlab:flwp_14 Alternative Models to extract asset volatility: a comparative study (1999). Finance Lab, Ibmec São Paulo / Finance Lab Working Papers
Cited: 2 times.

(4) RePEc:ibm:finlab:flwp_58 Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations (2003). Finance Lab, Ibmec São Paulo / Finance Lab Working Papers
Cited: 1 times.

(5) RePEc:ibm:finlab:flwp_55 Goodness-of-fit Tests focus on VaR Estimation (2003). Finance Lab, Ibmec São Paulo / Finance Lab Working Papers
Cited: 1 times.

(6) RePEc:ibm:finlab:flwp_51 Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate (2003). Finance Lab, Ibmec São Paulo / Finance Lab Working Papers
Cited: 1 times.

(7) RePEc:ibm:finlab:flwp_49 Evaluating an Alternative Risk Preference in Affine Term Structure Models (2003). Finance Lab, Ibmec São Paulo / Finance Lab Working Papers
Cited: 1 times.

(8) RePEc:ibm:finlab:flwp_54 Put-Call Duality and Symmetry (2003). Finance Lab, Ibmec São Paulo / Finance Lab Working Papers
Cited: 1 times.

(9) RePEc:ibm:finlab:flwp_50 Long Memory int the R$/US$ Exchange Rate: A Robust Analysis (2003). Finance Lab, Ibmec São Paulo / Finance Lab Working Papers
Cited: 1 times.

Latest citations received in: | 2003 | 2002 | 2001 | 2000

Latest citations received in: 2003

(1) RePEc:ibm:finlab:flwp_53 Volatility Estimation and Option Pricing with Fractional Brownian Motion (2003). Finance Lab, Ibmec São Paulo / Finance Lab Working Papers

(2) RePEc:ibm:finlab:flwp_58 Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations (2003). Finance Lab, Ibmec São Paulo / Finance Lab Working Papers

Latest citations received in: 2002

Latest citations received in: 2001

Latest citations received in: 2000

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.