School of Business, Reading University / ICMA Centre Discussion Papers in Finance

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 0 0 0 0.12 1999 0.29 0 0 0 0.19 2000 0.39 9 16 0 0 1 0.11 0.2 2001 0.34 12 3 9 0 0.18 2002 0.1 0.39 26 1 21 2 0 0.2 2003 0.41 16 8 38 0 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:rdg:icmadp:icma-dp2000-05 The ACD Model: Predictability of the Time Between Concecutive Trades (2000). School of Business, Reading University / ICMA Centre Discussion Papers in Finance
Cited: 12 times.

(2) RePEc:rdg:icmadp:icma-dp2003-07 Multivariate GARCH Models: Software Choice and Estimation Issues (2003). School of Business, Reading University / ICMA Centre Discussion Papers in Finance
Cited: 4 times.

(3) RePEc:rdg:icmadp:icma-dp2000-01 Value at Risk and Market Crashes (2000). School of Business, Reading University / ICMA Centre Discussion Papers in Finance
Cited: 2 times.

(4) RePEc:rdg:icmadp:icma-dp2002-19 Smart Fund Managers? Stupid Money? (2003). School of Business, Reading University / ICMA Centre Discussion Papers in Finance
Cited: 2 times.

(5) RePEc:rdg:icmadp:icma-dp2001-09 The Statistical Properties of Hedge Fund Index Returns (2001). School of Business, Reading University / ICMA Centre Discussion Papers in Finance
Cited: 2 times.

(6) RePEc:rdg:icmadp:icma-dp2000-06 Orthogonal Methods for Generating Large Positive Semi-Definite Covariance Matrices (2000). School of Business, Reading University / ICMA Centre Discussion Papers in Finance
Cited: 2 times.

(7) RePEc:rdg:icmadp:icma-dp2003-03 Statistical Properties of Forward Libor Rates (2003). School of Business, Reading University / ICMA Centre Discussion Papers in Finance
Cited: 1 times.

(8) RePEc:rdg:icmadp:icma-dp2002-15 Generalization of the Sharpe Ratio and the Arbitrage-Free Pricing of Higher Moments (2002). School of Business, Reading University / ICMA Centre Discussion Papers in Finance
Cited: 1 times.

(9) RePEc:rdg:icmadp:icma-dp2006-07 Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector? (2006). School of Business, Reading University / ICMA Centre Discussion Papers in Finance
Cited: 1 times.

(10) RePEc:rdg:icmadp:icma-dp2001-07 Credit Risk Diversification (2001). School of Business, Reading University / ICMA Centre Discussion Papers in Finance
Cited: 1 times.

(11) RePEc:rdg:icmadp:icma-dp2005-05 The Spider in the Hedge (2005). School of Business, Reading University / ICMA Centre Discussion Papers in Finance
Cited: 1 times.

(12) RePEc:rdg:icmadp:icma-dp2003-06 Short and Long Term Smile Effects: The Binomial Normal Mixture Diffusion Model (2003). School of Business, Reading University / ICMA Centre Discussion Papers in Finance
Cited: 1 times.

(13) RePEc:rdg:icmadp:icma-dp2006-03 Hedging Options with Scale-Invariant Models (2006). School of Business, Reading University / ICMA Centre Discussion Papers in Finance
Cited: 1 times.

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

Latest citations received in: 2003

Latest citations received in: 2002

Latest citations received in: 2001

Latest citations received in: 2000

(1) RePEc:nbr:nberwo:7847 A Model for the Federal Funds Rate Target (2000). National Bureau of Economic Research, Inc / NBER Working Papers

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.