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Updated Jun, 1 2012 364.619 documents processed, 8.178.370
references and 3.213.942 citations
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Finance Lab Working Papers / Working Paper Archive at Insper Instituto de Ensino e Pesquisa
Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2010), Recent citations and documents published in this series in EconPapers.  Create citation feed for this series
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| Raw data: |
|
IF |
AIF |
DOC |
CIT |
D2Y |
C2Y |
SC(%) |
CiY |
II |
AII |
| 1990 | | 0.09 | | 0 | 0 | | 0 | | | 0.04 |
| 1991 | | 0.08 | | 0 | 0 | | 0 | | | 0.04 |
| 1992 | | 0.09 | | 0 | 0 | | 0 | | | 0.05 |
| 1993 | | 0.11 | | 0 | 0 | | 0 | | | 0.05 |
| 1994 | | 0.13 | | 0 | 0 | | 0 | | | 0.05 |
| 1995 | | 0.14 | | 0 | 0 | | 0 | | | 0.09 |
| 1996 | | 0.17 | | 0 | 0 | | 0 | | | 0.09 |
| 1997 | | 0.18 | | 0 | 0 | | 0 | | | 0.09 |
| 1998 | | 0.21 | 6 | 0 | 0 | | 0 | | | 0.14 |
| 1999 | | 0.27 | 12 | 5 | 6 | | 0 | | | 0.16 |
| 2000 | | 0.37 | 16 | 1 | 18 | | 0 | | | 0.15 |
| 2001 | | 0.35 | 9 | 1 | 28 | | 0 | | | 0.18 |
| 2002 | | 0.39 | 4 | 0 | 25 | | 0 | | | 0.19 |
| 2003 | 0.08 | 0.42 | 11 | 19 | 13 | 1 | 0 | 3 | 0.27 | 0.21 |
| 2004 | 0.2 | 0.45 | 13 | 7 | 15 | 3 | 33.3 | 2 | 0.15 | 0.21 |
| 2005 | 0.21 | 0.45 | | 0 | 24 | 5 | 0 | | | 0.26 |
| 2006 | | 0.48 | | 0 | 13 | | 0 | | | 0.22 |
| 2007 | | 0.41 | | 0 | 0 | | 0 | | | 0.19 |
| 2008 | | 0.41 | | 0 | 0 | | 0 | | | 0.19 |
| 2009 | | 0.37 | | 0 | 0 | | 0 | | | 0.19 |
| 2010 | | 0.28 | | 0 | 0 | | 0 | | | 0.16 |
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Main indicatorsMost cited documents in this series: |
| 2003 | Small Sample Properties of GARCH Estimates and Persistence
RePEc:ibm:finlab:flwp_48 [Citation Analysis] | 8 | | 2004 | Endogenous Collateral
RePEc:ibm:finlab:flwp_68 [Citation Analysis] | 6 | | 1999 | Alternative Models to extract asset volatility: a comparative study
RePEc:ibm:finlab:flwp_14 [Citation Analysis] | 4 | | 2003 | Generalized Hyperbolic Distributions and Brazilian Data
RePEc:ibm:finlab:flwp_57 [Citation Analysis] | 4 | | 2003 | Evaluating an Alternative Risk Preference in Affine Term Structure Models
RePEc:ibm:finlab:flwp_49 [Citation Analysis] | 2 | | 2003 | Goodness-of-fit Tests focus on VaR Estimation
RePEc:ibm:finlab:flwp_55 [Citation Analysis] | 2 | | 2003 | Put-Call Duality and Symmetry
RePEc:ibm:finlab:flwp_54 [Citation Analysis] | 2 | | 2000 | Inflation, output and stock prices: evidence from Brazil
RePEc:ibm:finlab:flwp_34 [Citation Analysis] | 1 | | 2004 | How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations
RePEc:ibm:finlab:flwp_59 [Citation Analysis] | 1 | | 2003 | Volatility Estimation and Option Pricing with Fractional Brownian Motion
RePEc:ibm:finlab:flwp_53 [Citation Analysis] | 1 | | 2003 | Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations
RePEc:ibm:finlab:flwp_58 [Citation Analysis] | 1 | | 1999 | Índice de Sharpe e outros Indicadores de Performance Aplicados a Fundos de Ações Brasileiros
RePEc:ibm:finlab:flwp_12 [Citation Analysis] | 1 | | 2001 | A Jump Difusion Yield Factor Model of Interest Rate
RePEc:ibm:finlab:flwp_37 [Citation Analysis] | 1 | Citing documents used to compute impact factor 0: Cites in year: CiY 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. |
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