Most cited documents in this series:

Year	Title	Cited
1994	High-Wage Workers and High-Wage Firms RePEc:cir:cirwor:94s-23 [Citation Analysis]	146
2001	Marriage Market, Divorce Legislation and Household Labor Supply RePEc:cir:cirwor:2001s-16 [Citation Analysis]	69
2000	Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results RePEc:cir:cirwor:2000s-19 [Citation Analysis]	55
2002	Unobserved Ability and the Return to Schooling RePEc:cir:cirwor:2002s-19 [Citation Analysis]	43
2004	The MIDAS Touch: Mixed Data Sampling Regression Models RePEc:cir:cirwor:2004s-20 [Citation Analysis]	42
2000	Temporal Aggregation of Volatility Models RePEc:cir:cirwor:2000s-22 [Citation Analysis]	37
2001	An Eigenfunction Approach for Volatility Modeling RePEc:cir:cirwor:2001s-70 [Citation Analysis]	36
1998	Job Characteristics and the Form of Compensation RePEc:cir:cirwor:98s-08 [Citation Analysis]	34
2004	The Determinants of Credit Default Swap Premia RePEc:cir:cirwor:2004s-55 [Citation Analysis]	32
2006	Innovativity: A Comparison Across Seven European Countries RePEc:cir:cirwor:2006s-11 [Citation Analysis]	28
1997	Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints RePEc:cir:cirwor:97s-12 [Citation Analysis]	27
2001	The Unreliability of Output Gap Estimates in Real Time RePEc:cir:cirwor:2001s-57 [Citation Analysis]	26
1997	Methods of Pay and Earnings: A Longitudinal Analysis RePEc:cir:cirwor:97s-14 [Citation Analysis]	26
2000	A Monte-Carlo Method for Optimal Portfolios RePEc:cir:cirwor:2000s-05 [Citation Analysis]	25
1995	Empirical Martingale Simulation for Asset Prices RePEc:cir:cirwor:95s-43 [Citation Analysis]	25
1995	Industry-Specific Capital and the Wage Profile: Evidence from the NLSY and the PSID RePEc:cir:cirwor:95s-26 [Citation Analysis]	24
2003	Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form RePEc:cir:cirwor:2003s-17 [Citation Analysis]	24
2003	Backtesting Value-at-Risk: A Duration-Based Approach RePEc:cir:cirwor:2003s-05 [Citation Analysis]	24
2003	Identification, Weak Instruments and Statistical Inference in Econometrics RePEc:cir:cirwor:2003s-49 [Citation Analysis]	24
2002	What Type Of Enterprise Forges Close Links With Universities And Government Labs? Evidence From CIS 2 RePEc:cir:cirwor:2002s-25 [Citation Analysis]	22
2004	Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies RePEc:cir:cirwor:2004s-19 [Citation Analysis]	22
2003	The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time RePEc:cir:cirwor:2003s-01 [Citation Analysis]	21
2004	The Econometrics of Option Pricing RePEc:cir:cirwor:2004s-04 [Citation Analysis]	20
2004	Saving Decisions of the Working Poor: Short-and Long-Term Horizons RePEc:cir:cirwor:2004s-45 [Citation Analysis]	20
2001	Forecasting Some Low-Predictability Time Series Using Diffusion Indices RePEc:cir:cirwor:2001s-46 [Citation Analysis]	19
2001	Testing and Comparing Value-at-Risk Measures RePEc:cir:cirwor:2001s-03 [Citation Analysis]	19
1994	Environmental Risks and Bank Liability RePEc:cir:cirwor:94s-22 [Citation Analysis]	18
2002	Comparative Advantage, Learning, and Sectoral Wage Determination RePEc:cir:cirwor:2002s-35 [Citation Analysis]	18
2001	Nonlinear Features of Realized FX Volatility RePEc:cir:cirwor:2001s-42 [Citation Analysis]	18
2002	Alternative Models for Stock Price Dynamics RePEc:cir:cirwor:2002s-58 [Citation Analysis]	17
1999	Mobility and Cooperation: On the Run RePEc:cir:cirwor:99s-24 [Citation Analysis]	17
1999	A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation RePEc:cir:cirwor:99s-48 [Citation Analysis]	16
2000	Towards an Innovation Intensity Index: The Case of CIS 1 in Denmark and Ireland RePEc:cir:cirwor:2000s-20 [Citation Analysis]	16
1997	Efficiency Inducing Taxation for Polluting Oligopolists RePEc:cir:cirwor:97s-21 [Citation Analysis]	16
1995	Environmental Protection, Producer Insolvency and Lender Liability RePEc:cir:cirwor:95s-50 [Citation Analysis]	16
1996	Markov Perfect Nash Equilibria in a Class of Resource Games RePEc:cir:cirwor:96s-15 [Citation Analysis]	15
2002	Testing Normality: A GMM Approach RePEc:cir:cirwor:2002s-63 [Citation Analysis]	15
1999	Stochastic Volatility: Univariate and Multivariate Extensions RePEc:cir:cirwor:99s-26 [Citation Analysis]	14
1995	On Stable Factor Structures in the Pricing of Risk RePEc:cir:cirwor:95s-16 [Citation Analysis]	14
2003	Short Run and Long Run Causality in Time Series: Inference RePEc:cir:cirwor:2003s-61 [Citation Analysis]	14
1995	Market Time and Asset Price Movements Theory and Estimation RePEc:cir:cirwor:95s-32 [Citation Analysis]	14
2006	Do Wealth Differences Affect Fairness Considerations? RePEc:cir:cirwor:2006s-13 [Citation Analysis]	14
2000	Law versus Regulation: A Political Economy Model of Instrument Choice in Environmental Policy RePEc:cir:cirwor:2000s-57 [Citation Analysis]	14
2002	Analytic Evaluation of Volatility Forecasts RePEc:cir:cirwor:2002s-90 [Citation Analysis]	13
2004	Estimation Risk in Financial Risk Management RePEc:cir:cirwor:2004s-15 [Citation Analysis]	13
1995	Are the Effects of Monetary Policy Asymmetric? RePEc:cir:cirwor:95s-06 [Citation Analysis]	13
2001	The Public-Private Sector Risk-Sharing in the French Insurance Cat. Nat. System RePEc:cir:cirwor:2001s-60 [Citation Analysis]	13
1995	Vertical Integration, Foreclosure and Profits in the Presence of Double Marginalisation RePEc:cir:cirwor:95s-40 [Citation Analysis]	12
1995	Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects RePEc:cir:cirwor:95s-31 [Citation Analysis]	12
1995	Stochastic Volatility RePEc:cir:cirwor:95s-49 [Citation Analysis]	12

Citing documents used to compute impact factor 32:

Year	Title	See
2011	Are Environmental Innovations Embedded within High-Performance Organizational Changes? RePEc:udf:wpaper:201115	[Citation Analysis]
2011	Environmental innovations, local networks and internationalization RePEc:trn:utwpol:1108	[Citation Analysis]
2011	Environmental regulation, green R&D and the Porter hypothesis RePEc:eme:igdrpp:v:4:y:2011:i:2:p:142-152	[Citation Analysis]
2011	Work Absenteeism Due to a Chronic Disease RePEc:yor:hectdg:11/15	[Citation Analysis]
2011	Random gradient-free minimization of convex functions RePEc:cor:louvco:2011001	[Citation Analysis]
2011	Multivariate option pricing with time varying volatility and correlations RePEc:eee:jbfina:v:35:y:2011:i:9:p:2267-2281	[Citation Analysis]
2011	R versus D: Estimating the differentiated effect of research and development on innovation results RePEc:pra:mprapa:29083	[Citation Analysis]
2011	Innovation and productivity RePEc:dgr:unumer:2011028	[Citation Analysis]
2011	The impact of science and technology parks on firms´ product innovation: empirical evidence from Spain RePEc:pra:mprapa:30555	[Citation Analysis]
2011	Intangible resources: the relevance of training for European firms’ innovative performance RePEc:ipt:wpaper:201106	[Citation Analysis]
2011	Design and European firms’ innovative performance: Evidence from European CIS non anonymous data RePEc:ipt:wpaper:201108	[Citation Analysis]
2011	From creativity to innovativeness: micro evidence from Italy RePEc:trn:utwpol:1117	[Citation Analysis]
2011	Optimal Commodity Taxation and Redistribution within Households RePEc:ucn:wpaper:201107	[Citation Analysis]
2011	Intrahousehold Distribution and Child Poverty: Theory and Evidence from Côte d’Ivoire RePEc:iza:izadps:dp6029	[Citation Analysis]
2011	Intrahousehold Distribution and Child Poverty: Theory and Evidence from Côte dIvoire RePEc:hka:wpaper:2011-031	[Citation Analysis]
2011	Dynamic Games in the Economics of Natural Resources: A Survey RePEc:spr:inrvec:v:1:y:2011:i:1:p:115-148	[Citation Analysis]
2011	Dynamic Games in the Economics of Natural Resources: A Survey RePEc:spr:dyngam:v:1:y:2011:i:1:p:115-148	[Citation Analysis]
2011	Quality and Quantity in Primary Care Mixed Payment Models: Evidence from Family Health Organizations in Ontario RePEc:iza:izadps:dp5762	[Citation Analysis]
2011	Analyse comparative des mécanismes de gestion des paniers de services RePEc:cir:cirpro:2011rp-16	[Citation Analysis]
2011	Model averaging in economics RePEc:bde:wpaper:1123	[Citation Analysis]
2011	Purchasing Power Parity analyzed through a continuous-time version of the ESTAR model RePEc:eee:ecolet:v:110:y:2011:i:3:p:182-185	[Citation Analysis]
2011	IMPACTOS DOS FUNDOS SETORIAIS NASEMPRESAS RePEc:anp:en2010:124	[Citation Analysis]
2011	A Long Memory Model with Normal Mixture GARCH RePEc:kap:compec:v:38:y:2011:i:4:p:517-539	[Citation Analysis]
2011	Volatility models RePEc:cor:louvco:2011058	[Citation Analysis]
2011	The reaction of stock market returns to anticipated unemployment RePEc:cte:werepe:we1145	[Citation Analysis]
2011	The Two-sided Weibull Distribution and Forecasting Financial Tail Risk RePEc:syb:wpbsba:01/2011	[Citation Analysis]
2011	Independent component analysis for realized volatility: Analysis of the stock market crash of 2008 RePEc:eee:quaeco:v:51:y:2011:i:3:p:292-302	[Citation Analysis]
2011	Electoral Competition as a Determinant of Fiscal Decentralization RePEc:ces:ceswps:_3574	[Citation Analysis]
2011	Electoral Competition as a Determinant of Fiscal Decentralization RePEc:lug:wpaper:1107	[Citation Analysis]
2011	Electoral Competition as a Determinant of Fiscal Decentralization RePEc:shr:wpaper:11-11	[Citation Analysis]
2011	CONTROLLING FOR HETEROGENEITY AND ASYMMETRY IN CROSS-SECTION GRAVITY MODELS OF AGGREGATE MIGRATION: EVIDENCE FROM MEXICO RePEc:wiw:wiwrsa:ersa10p329	[Citation Analysis]
2011	Classification of natural language messages using a coordination game RePEc:kap:expeco:v:14:y:2011:i:1:p:1-14	[Citation Analysis]

Cites in year: CiY