Finance Lab Working Papers

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 0.18 0 0 0 0.09 1997 0.18 0 0 0 0.09 1998 0.2 6 0 0 0 0.12 1999 0.26 12 5 6 0 0.16 2000 0.36 16 1 18 0 0.17 2001 0.35 9 1 28 0 0.17 2002 0.4 4 0 25 0 0.19 2003 0.08 0.4 11 18 13 1 0 3 0.27 0.2 2004 0.2 0.44 13 7 15 3 33.3 2 0.15 0.22 2005 0.21 0.46 0 24 5 0 0.27 2006 0.48 0 13 0 0.24 2007 0.4 0 0 0 0.2 2008 0.4 0 0 0 0.2 2009 0.36 0 0 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:ibm:finlab:flwp_48 Small Sample Properties of GARCH Estimates and Persistence (2003).
Cited: 8 times.

(2) RePEc:ibm:finlab:flwp_68 Endogenous Collateral (2004).
Cited: 6 times.

(3) RePEc:ibm:finlab:flwp_57 Generalized Hyperbolic Distributions and Brazilian Data (2003).
Cited: 4 times.

(4) RePEc:ibm:finlab:flwp_14 Alternative Models to extract asset volatility: a comparative study (1999).
Cited: 4 times.

(5) RePEc:ibm:finlab:flwp_54 Put-Call Duality and Symmetry (2003).
Cited: 2 times.

(6) RePEc:ibm:finlab:flwp_49 Evaluating an Alternative Risk Preference in Affine Term Structure Models (2003).
Cited: 2 times.

(7) RePEc:ibm:finlab:flwp_12 Índice de Sharpe e outros Indicadores de Performance Aplicados a Fundos de Ações Brasileiros (1999).
Cited: 1 times.

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

(9) RePEc:ibm:finlab:flwp_37 A Jump Difusion Yield Factor Model of Interest Rate (2001).
Cited: 1 times.

(10) RePEc:ibm:finlab:flwp_34 Inflation, output and stock prices: evidence from Brazil (2000).
Cited: 1 times.

(11) RePEc:ibm:finlab:flwp_59 How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations (2004).
Cited: 1 times.

(12) RePEc:ibm:finlab:flwp_53 Volatility Estimation and Option Pricing with Fractional Brownian Motion (2003).
Cited: 1 times.

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

Recent citations received in: | 2009 | 2008 | 2007 | 2006

Recent citations received in: 2009

Recent citations received in: 2008

Recent citations received in: 2007

Recent citations received in: 2006

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