International Journal of Theoretical and Applied Finance (IJTAF)

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

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.17 0 0 0 0.08 1997 0.2 0 0 0 0.08 1998 0.23 0 0 0 0.1 1999 0.31 0 0 0 0.15 2000 0.43 0 0 0 0.19 2001 0.4 0 0 0 0.17 2002 0.43 0 0 0 0.2 2003 0.48 0 0 0 0.22 2004 0.52 0 0 0 0.23 2005 0.59 55 2 0 0 0.27 2006 0.63 63 2 55 0 0.27
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:wsi:ijtafx:v:09:y:2006:i:02:p:185-197 PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES (2006).
Cited: 2 times.

(2) RePEc:wsi:ijtafx:v:11:y:2008:i:01:p:87-106 A SHOT NOISE MODEL FOR FINANCIAL ASSETS (2008).
Cited: 1 times.

(3) RePEc:wsi:ijtafx:v:08:y:2005:i:07:p:839-869 A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK (2005).
Cited: 1 times.

(4) RePEc:wsi:ijtafx:v:10:y:2007:i:02:p:203-233 STOCHASTIC MODEL PREDICTIVE CONTROL AND PORTFOLIO OPTIMIZATION (2007).
Cited: 1 times.

(5) RePEc:wsi:ijtafx:v:08:y:2005:i:08:p:1135-1155 THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDY (2005).
Cited: 1 times.

Recent citations received in: | 2006 | 2005 | 2004 | 2003

Recent citations received in: 2006

Recent citations received in: 2005

Recent citations received in: 2004

Recent citations received in: 2003

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