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 2004 0.13 0.47 13 3 15 2 50 2 0.15 0.25
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).
Cited: 4 times.

(2) RePEc:ibm:finlab:flwp_68 Endogenous Collateral (2004).
Cited: 3 times.

(3) RePEc:ibm:finlab:flwp_14 Alternative Models to extract asset volatility: a comparative study (1999).
Cited: 2 times.

(4) RePEc:ibm:finlab:flwp_58 Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations (2003).
Cited: 1 times.

(5) RePEc:ibm:finlab:flwp_55 Goodness-of-fit Tests focus on VaR Estimation (2003).
Cited: 1 times.

(6) RePEc:ibm:finlab:flwp_51 Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate (2003).
Cited: 1 times.

(7) RePEc:ibm:finlab:flwp_49 Evaluating an Alternative Risk Preference in Affine Term Structure Models (2003).
Cited: 1 times.

(8) RePEc:ibm:finlab:flwp_54 Put-Call Duality and Symmetry (2003).
Cited: 1 times.

(9) RePEc:ibm:finlab:flwp_50 Long Memory int the R$/US$ Exchange Rate: A Robust Analysis (2003).
Cited: 1 times.

Latest citations received in: | 2004 | 2003 | 2002 | 2001

Latest citations received in: 2004

(1) RePEc:ecm:latm04:161 Endogenous Collateral (2004). Econometric Society / Econometric Society 2004 Latin American Meetings

(2) RePEc:rio:texdis:490 General equilibrium existence with asset-backed securitization (2004). Department of Economics PUC-Rio (Brazil) / Textos para discussão

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

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Source data used to compute the impact factor of RePEc series.