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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

KIER Working Papers / Kyoto University, Institute of Economic Research

0.75

Impact Factor

0.54

5-Years IF

14

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.150200 (%)0.1
19960.19000 (%)0.09
19970.2000 (%)0.08
19980.210100 (%)0.12
19990.27000 (%)0.15
20000.360100 (%)0.14
20010.360200 (%)0.17
20020.374410.25200 (%)0.18
20030.250.390.25162080.4264141 (%)10.060.18
20040.20.410.22242100.24242042044 (16.7%)50.230.18
20050.080.430.195160.1249383424 (%)0.22
20060.260.450.181768110.16303185192 (6.7%)20.120.19
20070.270.380.121886110.1323267688 (%)20.110.17
20080.140.380.1718104180.17735582141 (14.3%)0.17
20090.170.350.1927131220.172536684165 (20%)20.070.17
20100.070.320.1562193370.1917045389139 (5.3%)190.310.15
20110.350.410.2451244800.3313489311423410 (7.5%)160.310.2
20120.510.460.39342781100.46511358176684 (6.2%)110.320.21
20130.820.490.57413191620.517785701921099 (11.7%)150.370.22
20140.750.560.54313501580.452075562151171 (5%)110.350.3
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:

[Click on heading to sort table]

YearTitleCited
2010What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?. (2010). Oxley, Les . In: KIER Working Papers. RePEc:kyo:wpaper:746.

Full description at Econpapers || Download paper

60
2005Frontiers of the New Economic Geography. (2005). Fujita, Masahisa . In: KIER Working Papers. RePEc:kyo:wpaper:604.

Full description at Econpapers || Download paper

43
2010Great Expectatrics: Great Papers, Great Journals, Great Econometrics. (2010). . In: KIER Working Papers. RePEc:kyo:wpaper:714.

Full description at Econpapers || Download paper

43
2011How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience. (2011). . In: KIER Working Papers. RePEc:kyo:wpaper:756.

Full description at Econpapers || Download paper

37
2012Robust Ranking of Journal Quality:An Application to Economics. (2012). Chang, Chia-Lin ; McAleer, Michael ; Maasoumi, Esfandiar . In: KIER Working Papers. RePEc:kyo:wpaper:813.

Full description at Econpapers || Download paper

35
2011Risk Management of Precious Metals. (2011). Malik, Farooq ; Hammoudeh, Shawkat . In: KIER Working Papers. RePEc:kyo:wpaper:765.

Full description at Econpapers || Download paper

28
2011Citations and Impact of ISI Tourism and Hospitality Journals. (2011). . In: KIER Working Papers. RePEc:kyo:wpaper:781.

Full description at Econpapers || Download paper

24
2010Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). Caporin, Massimiliano . In: KIER Working Papers. RePEc:kyo:wpaper:738.

Full description at Econpapers || Download paper

22
2007Does Secondary School Tracking Affect Performance? Evidence from IALS. (2007). Ariga, Kenn . In: KIER Working Papers. RePEc:kyo:wpaper:630.

Full description at Econpapers || Download paper

20
2013Modelling and Simulation: An Overview. (2013). Chan, Felix ; Oxley, Les . In: KIER Working Papers. RePEc:kyo:wpaper:865.

Full description at Econpapers || Download paper

19
2013Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les . In: KIER Working Papers. RePEc:kyo:wpaper:852.

Full description at Econpapers || Download paper

19
2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). Jimenez-Martin, Juan-ngel ; Perez-Amaral, Teodosio ; Casarin, Roberto . In: KIER Working Papers. RePEc:kyo:wpaper:784.

Full description at Econpapers || Download paper

17
2010How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan. (2010). Franses, Philip Hans . In: KIER Working Papers. RePEc:kyo:wpaper:720.

Full description at Econpapers || Download paper

16
2013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). Caporin, Massimiliano . In: KIER Working Papers. RePEc:kyo:wpaper:870.

Full description at Econpapers || Download paper

15
2010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach. (2010). Lean, Hooi Hooi ; Wong, Wing-Keung . In: KIER Working Papers. RePEc:kyo:wpaper:718.

Full description at Econpapers || Download paper

13
2006Representative Consumers Risk Aversion and Efficient Risk-Sharing Rules. (2006). Hara, Chiaki ; Huang, James . In: KIER Working Papers. RePEc:kyo:wpaper:620.

Full description at Econpapers || Download paper

13
2010GFC-Robust Risk Management Strategies under the Basel Accord. (2010). Jimenez-Martin, Juan-ngel ; Perez-Amaral, Teodosio . In: KIER Working Papers. RePEc:kyo:wpaper:727.

Full description at Econpapers || Download paper

13
2003A Forward Projection of the Cross-Country Income Distribution. (2003). . In: KIER Working Papers. RePEc:kyo:wpaper:570.

Full description at Econpapers || Download paper

11
2011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). Jimenez-Martin, Juan-ngel ; Perez-Amaral, Teodosio . In: KIER Working Papers. RePEc:kyo:wpaper:761.

Full description at Econpapers || Download paper

11
2006Analysis of the Socioeconomic Difficulties Affecting the Suicide Rate in Japan. (2006). Furukawa, Masakazu ; Ogura, Yoshiaki ; Nakamura, Ryota ; Watanabe, Ryoichi. In: KIER Working Papers. RePEc:kyo:wpaper:626.

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10
2003Strategic Immigration Policies and Welfare in Heterogeneous Countries. (2003). Fujita, Masahisa ; Weber, Shlomo . In: KIER Working Papers. RePEc:kyo:wpaper:569.

Full description at Econpapers || Download paper

10
2011The Rise and Fall of S&P500 Variance Futures. (2011). Jimenez-Martin, Juan-ngel ; Perez-Amaral, Teodosio . In: KIER Working Papers. RePEc:kyo:wpaper:795.

Full description at Econpapers || Download paper

10
2004Knowledge Creation as a Square Dance on the Hilbert Cube. (2004). Fujita, Masahisa . In: KIER Working Papers. RePEc:kyo:wpaper:580.

Full description at Econpapers || Download paper

9
2011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord. (2011). Jimenez-Martin, Juan-ngel ; Perez-Amaral, Teodosio . In: KIER Working Papers. RePEc:kyo:wpaper:757.

Full description at Econpapers || Download paper

9
2010Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). Caporin, Massimiliano . In: KIER Working Papers. RePEc:kyo:wpaper:724.

Full description at Econpapers || Download paper

9
2012Modelling Long Memory Volatility in Agricultural Commodity Futures Return. (2012). Chang, Chia-Lin ; Tansuchat, Roengchai ; McAleer, Michael . In: KIER Working Papers. RePEc:kyo:wpaper:817.

Full description at Econpapers || Download paper

8
2014Constrained Inefficiency and Optimal Taxation with Uninsurable Risks. (2014). Kajii, Atsushi ; Nakajima, Tomoyuki . In: KIER Working Papers. RePEc:kyo:wpaper:694.

Full description at Econpapers || Download paper

8
2011Localized knowledge spillovers and patent citations: A distance-based approach. (2011). Nakajima, Ryo ; Murata, Yasusada ; Tamura, Ryuichi ; Okamoto, Ryosuke . In: KIER Working Papers. RePEc:kyo:wpaper:763.

Full description at Econpapers || Download paper

6
2010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai . In: KIER Working Papers. RePEc:kyo:wpaper:715.

Full description at Econpapers || Download paper

6
2012Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments. (2012). McAleer, Michael ; Legerstee, Rianne ; Franses, Philip Hans . In: KIER Working Papers. RePEc:kyo:wpaper:821.

Full description at Econpapers || Download paper

5
2010Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns. (2010). Tansuchat, Roengchai ; Khamkaew, Thanchanok . In: KIER Working Papers. RePEc:kyo:wpaper:723.

Full description at Econpapers || Download paper

5
2010Journal Impact Factor Versus Eigenfactor and Article Influence. (2010). . In: KIER Working Papers. RePEc:kyo:wpaper:737.

Full description at Econpapers || Download paper

5
2011Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?. (2011). Jimenez-Martin, Juan-ngel ; Perez-Amaral, Teodosio . In: KIER Working Papers. RePEc:kyo:wpaper:767.

Full description at Econpapers || Download paper

5
2011Volatility Spillovers from the Chinese Stock Market to Economic Neighbours. (2011). Allen, David ; Amram, Ron ; McAleer, Michael . In: KIER Working Papers. RePEc:kyo:wpaper:805.

Full description at Econpapers || Download paper

5
2006Monocentric Versus Polycentric Models in Urban Economics. (2006). . In: KIER Working Papers. RePEc:kyo:wpaper:611.

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5
2013Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing. (2013). Asai, Manabu ; McAleer, Michael . In: KIER Working Papers. RePEc:kyo:wpaper:840.

Full description at Econpapers || Download paper

5
2009Heterogeneous Impatience in a Continuous-Time Model. (2009). Hara, Chiaki . In: KIER Working Papers. RePEc:kyo:wpaper:665.

Full description at Econpapers || Download paper

5
2004A Divergence Statistic for Industrial Localization. (2004). Nishikimi, Koji ; Smith, Tony E.. In: KIER Working Papers. RePEc:kyo:wpaper:587.

Full description at Econpapers || Download paper

5
2013Procurement Auctions with General Price-Quality Evaluation. (2013). Nakabayashi, Jun ; TSURUOKA, Masanori ; HANAZONO, Makoto . In: KIER Working Papers. RePEc:kyo:wpaper:845.

Full description at Econpapers || Download paper

5
2005Probabilistically Sophisticated Multiple Priors.. (2005). . In: KIER Working Papers. RePEc:kyo:wpaper:608.

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4
2010Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai . In: KIER Working Papers. RePEc:kyo:wpaper:717.

Full description at Econpapers || Download paper

4
2013Trade Structure and Belief-Driven Fluctuations in a Global Economy. (2013). Mino, Kazuo ; Hu, Yunfang . In: KIER Working Papers. RePEc:kyo:wpaper:841.

Full description at Econpapers || Download paper

4
2011Global Liquidity Trap. (2011). . In: KIER Working Papers. RePEc:kyo:wpaper:780.

Full description at Econpapers || Download paper

4
2010Optimal taxation and constrained inefficiency in an infinite-horizon economy with incomplete markets. (2010). Kajii, Atsushi ; Nakajima, Tomoyuki ; Gottardi, Piero . In: KIER Working Papers. RePEc:kyo:wpaper:745.

Full description at Econpapers || Download paper

4
2012Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism. (2012). Hsu, Hui-Kuang . In: KIER Working Papers. RePEc:kyo:wpaper:839.

Full description at Econpapers || Download paper

4
2014Is Public Debt Growth-Enhancing or Growth-Reducing?. (2014). Kunieda, Takuma . In: KIER Working Papers. RePEc:kyo:wpaper:884.

Full description at Econpapers || Download paper

3
2014Spatial Patterns and Size Distributions of Cities. (2014). Mori, Tomoya ; Hsu, Wen-Tai ; Smith, Tony E.. In: KIER Working Papers. RePEc:kyo:wpaper:882.

Full description at Econpapers || Download paper

3
2008A Double-Track Auction for Substitutes and Complements. (2008). Sun, Ning ; Yang, Zaifu . In: KIER Working Papers. RePEc:kyo:wpaper:656.

Full description at Econpapers || Download paper

3
2012Has the Basel Accord Improved Risk Management During the Global Financial Crisis?. (2012). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio ; McAleer, Michael . In: KIER Working Papers. RePEc:kyo:wpaper:832.

Full description at Econpapers || Download paper

3
2009Firm Heterogeneity and Different Modes of Internationalization: Evidence from Japanese Firms. (2009). Tanaka, Ayumu ; Wakasugi, Ryuhei . In: KIER Working Papers. RePEc:kyo:wpaper:681.

Full description at Econpapers || Download paper

3

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2010What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?. (2010). Oxley, Les . In: KIER Working Papers. RePEc:kyo:wpaper:746.

Full description at Econpapers || Download paper

35
2010Great Expectatrics: Great Papers, Great Journals, Great Econometrics. (2010). . In: KIER Working Papers. RePEc:kyo:wpaper:714.

Full description at Econpapers || Download paper

29
2012Robust Ranking of Journal Quality:An Application to Economics. (2012). Chang, Chia-Lin ; McAleer, Michael ; Maasoumi, Esfandiar . In: KIER Working Papers. RePEc:kyo:wpaper:813.

Full description at Econpapers || Download paper

25
2011How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience. (2011). . In: KIER Working Papers. RePEc:kyo:wpaper:756.

Full description at Econpapers || Download paper

25
2011Risk Management of Precious Metals. (2011). Malik, Farooq ; Hammoudeh, Shawkat . In: KIER Working Papers. RePEc:kyo:wpaper:765.

Full description at Econpapers || Download paper

24
2013Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les . In: KIER Working Papers. RePEc:kyo:wpaper:852.

Full description at Econpapers || Download paper

19
2013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). Caporin, Massimiliano . In: KIER Working Papers. RePEc:kyo:wpaper:870.

Full description at Econpapers || Download paper

15
2007Does Secondary School Tracking Affect Performance? Evidence from IALS. (2007). Ariga, Kenn . In: KIER Working Papers. RePEc:kyo:wpaper:630.

Full description at Econpapers || Download paper

14
2011Citations and Impact of ISI Tourism and Hospitality Journals. (2011). . In: KIER Working Papers. RePEc:kyo:wpaper:781.

Full description at Econpapers || Download paper

14
2010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach. (2010). Lean, Hooi Hooi ; Wong, Wing-Keung . In: KIER Working Papers. RePEc:kyo:wpaper:718.

Full description at Econpapers || Download paper

12
2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). Jimenez-Martin, Juan-ngel ; Perez-Amaral, Teodosio ; Casarin, Roberto . In: KIER Working Papers. RePEc:kyo:wpaper:784.

Full description at Econpapers || Download paper

12
2005Frontiers of the New Economic Geography. (2005). Fujita, Masahisa . In: KIER Working Papers. RePEc:kyo:wpaper:604.

Full description at Econpapers || Download paper

9
2011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). Jimenez-Martin, Juan-ngel ; Perez-Amaral, Teodosio . In: KIER Working Papers. RePEc:kyo:wpaper:761.

Full description at Econpapers || Download paper

7
2010Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). Caporin, Massimiliano . In: KIER Working Papers. RePEc:kyo:wpaper:724.

Full description at Econpapers || Download paper

7
2003Strategic Immigration Policies and Welfare in Heterogeneous Countries. (2003). Fujita, Masahisa ; Weber, Shlomo . In: KIER Working Papers. RePEc:kyo:wpaper:569.

Full description at Econpapers || Download paper

7
2012Modelling Long Memory Volatility in Agricultural Commodity Futures Return. (2012). Chang, Chia-Lin ; Tansuchat, Roengchai ; McAleer, Michael . In: KIER Working Papers. RePEc:kyo:wpaper:817.

Full description at Econpapers || Download paper

7
2011The Rise and Fall of S&P500 Variance Futures. (2011). Jimenez-Martin, Juan-ngel ; Perez-Amaral, Teodosio . In: KIER Working Papers. RePEc:kyo:wpaper:795.

Full description at Econpapers || Download paper

6
2014Constrained Inefficiency and Optimal Taxation with Uninsurable Risks. (2014). Kajii, Atsushi ; Nakajima, Tomoyuki . In: KIER Working Papers. RePEc:kyo:wpaper:694.

Full description at Econpapers || Download paper

6
2010GFC-Robust Risk Management Strategies under the Basel Accord. (2010). Jimenez-Martin, Juan-ngel ; Perez-Amaral, Teodosio . In: KIER Working Papers. RePEc:kyo:wpaper:727.

Full description at Econpapers || Download paper

6
2013Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing. (2013). Asai, Manabu ; McAleer, Michael . In: KIER Working Papers. RePEc:kyo:wpaper:840.

Full description at Econpapers || Download paper

5
2010Journal Impact Factor Versus Eigenfactor and Article Influence. (2010). . In: KIER Working Papers. RePEc:kyo:wpaper:737.

Full description at Econpapers || Download paper

5
2013Procurement Auctions with General Price-Quality Evaluation. (2013). Nakabayashi, Jun ; TSURUOKA, Masanori ; HANAZONO, Makoto . In: KIER Working Papers. RePEc:kyo:wpaper:845.

Full description at Econpapers || Download paper

5
2011Volatility Spillovers from the Chinese Stock Market to Economic Neighbours. (2011). Allen, David ; Amram, Ron ; McAleer, Michael . In: KIER Working Papers. RePEc:kyo:wpaper:805.

Full description at Econpapers || Download paper

5
2010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai . In: KIER Working Papers. RePEc:kyo:wpaper:715.

Full description at Econpapers || Download paper

4
2010Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai . In: KIER Working Papers. RePEc:kyo:wpaper:717.

Full description at Econpapers || Download paper

4
2013Trade Structure and Belief-Driven Fluctuations in a Global Economy. (2013). Mino, Kazuo ; Hu, Yunfang . In: KIER Working Papers. RePEc:kyo:wpaper:841.

Full description at Econpapers || Download paper

4
2012Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments. (2012). McAleer, Michael ; Legerstee, Rianne ; Franses, Philip Hans . In: KIER Working Papers. RePEc:kyo:wpaper:821.

Full description at Econpapers || Download paper

4
2013Modelling and Simulation: An Overview. (2013). Chan, Felix ; Oxley, Les . In: KIER Working Papers. RePEc:kyo:wpaper:865.

Full description at Econpapers || Download paper

4
2010Optimal taxation and constrained inefficiency in an infinite-horizon economy with incomplete markets. (2010). Kajii, Atsushi ; Nakajima, Tomoyuki ; Gottardi, Piero . In: KIER Working Papers. RePEc:kyo:wpaper:745.

Full description at Econpapers || Download paper

4
2012Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism. (2012). Hsu, Hui-Kuang . In: KIER Working Papers. RePEc:kyo:wpaper:839.

Full description at Econpapers || Download paper

4
2014Is Public Debt Growth-Enhancing or Growth-Reducing?. (2014). Kunieda, Takuma . In: KIER Working Papers. RePEc:kyo:wpaper:884.

Full description at Econpapers || Download paper

3
2014Spatial Patterns and Size Distributions of Cities. (2014). Mori, Tomoya ; Hsu, Wen-Tai ; Smith, Tony E.. In: KIER Working Papers. RePEc:kyo:wpaper:882.

Full description at Econpapers || Download paper

3
2011Localized knowledge spillovers and patent citations: A distance-based approach. (2011). Nakajima, Ryo ; Murata, Yasusada ; Tamura, Ryuichi ; Okamoto, Ryosuke . In: KIER Working Papers. RePEc:kyo:wpaper:763.

Full description at Econpapers || Download paper

3
2010Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). Caporin, Massimiliano . In: KIER Working Papers. RePEc:kyo:wpaper:738.

Full description at Econpapers || Download paper

3
2012Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). McAleer, Michael . In: KIER Working Papers. RePEc:kyo:wpaper:815.

Full description at Econpapers || Download paper

3
2008A Double-Track Auction for Substitutes and Complements. (2008). Sun, Ning ; Yang, Zaifu . In: KIER Working Papers. RePEc:kyo:wpaper:656.

Full description at Econpapers || Download paper

3
2011Global Liquidity Trap. (2011). . In: KIER Working Papers. RePEc:kyo:wpaper:780.

Full description at Econpapers || Download paper

3
2011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord. (2011). Jimenez-Martin, Juan-ngel ; Perez-Amaral, Teodosio . In: KIER Working Papers. RePEc:kyo:wpaper:757.

Full description at Econpapers || Download paper

2
2010Modeling the Effect of Oil Price on Global Fertilizer Prices. (2010). Chen, Chi-Chung . In: KIER Working Papers. RePEc:kyo:wpaper:722.

Full description at Econpapers || Download paper

2
2009Heterogeneous Impatience in a Continuous-Time Model. (2009). Hara, Chiaki . In: KIER Working Papers. RePEc:kyo:wpaper:665.

Full description at Econpapers || Download paper

2
2014Safe Asset Shortages and Asset Price Bubbles. (2014). Aoki, Kosuke ; Nakajima, Tomoyuki . In: KIER Working Papers. RePEc:kyo:wpaper:894.

Full description at Econpapers || Download paper

2
2010Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns. (2010). Tansuchat, Roengchai ; Khamkaew, Thanchanok . In: KIER Working Papers. RePEc:kyo:wpaper:723.

Full description at Econpapers || Download paper

2
2013Ten Things You Should Know About DCC. (2013). . In: KIER Working Papers. RePEc:kyo:wpaper:854.

Full description at Econpapers || Download paper

2
2011Causality Between Market Liquidity and Depth for Energy and Grains. (2011). Hammoudeh, Shawkat . In: KIER Working Papers. RePEc:kyo:wpaper:769.

Full description at Econpapers || Download paper

2
2014A macroeconomic model of liquidity crises. (2014). Kobayashi, Keiichiro ; Nakajima, Tomoyuki . In: KIER Working Papers. RePEc:kyo:wpaper:876.

Full description at Econpapers || Download paper

2
2010Decentralized Market Processes to Stable Job Matchings with Competitive Salaries. (2010). Chen, Bo ; Yang, Zaifu ; Fujishige, Satoru . In: KIER Working Papers. RePEc:kyo:wpaper:749.

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2
2010Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations. (2010). Tansuchat, Roengchai ; Khamkaew, Thanchanok . In: KIER Working Papers. RePEc:kyo:wpaper:719.

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2

Citing documents used to compute impact factor 56:

[Click on heading to sort table]

YearTitleSee
2014Capital Accumulation and Structural Change in a Small-Open Economy. (2014). Kazuo　Mino, ; Hu, Yunfang . In: KIER Working Papers. RePEc:kyo:wpaper:900.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Stock return comovements and integration within the Latin American integrated market. (2014). Castro, Carlos ; Marin, Nini Johana . In: DOCUMENTOS DE TRABAJO. RePEc:col:000092:011082.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:50643.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/01.

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[Citation Analysis]
2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1403.

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[Citation Analysis]
2014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1406.

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[Citation Analysis]
2014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1410.

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[Citation Analysis]
2014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/14.

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2014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:51744.

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2014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140023.

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2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140026.

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2014Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140062.

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2014Scoring auctions with non-quasilinear scoring rules. (2014). . In: ISER Discussion Paper. RePEc:dpr:wpaper:0902.

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2014Corruption in delegated public procurement auctions. (2014). Mukherjee, Diganta ; Dastidar, Krishnendu Ghosh . In: European Journal of Political Economy. RePEc:eee:poleco:v:35:y:2014:i:c:p:122-127.

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2014Risk Measurement and Risk Modelling using Applications of Vine Copulas. (2014). Singh, Abhay K. ; McAleer, Michael ; Allen, David E.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140054.

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2014Modelling a Latent Daily Tourism Financial Conditions Index. (2014). . In: MPRA Paper. RePEc:pra:mprapa:54887.

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2014Trade Structure and Growth Effects of Taxation in a Two-Country World. (2014). Amano, Daisuke ; Itaya, Jun-ichi . In: KIER Working Papers. RePEc:kyo:wpaper:891.

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2014Trade Structure and Growth Effects of Taxation in a Two-Country World. (2014). Amano, Daisuke ; Mino, Kazuo . In: Discussion paper series. A. RePEc:hok:dpaper:273.

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2014Trade Structure and Growth Effects of Taxation in a Two-Country World. (2014). Amano, Daisuke ; Mino, Kazuo ; Itaya, Jun-ichi . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4882.

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2014Econometric Analysis of Financial Derivatives: An Overview. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1431.

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2014Econometric Analysis of Financial Derivatives: An Overview. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/29.

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2014Panel Data Analysis with Heterogeneous Dynamics. (2014). Okui, Ryo ; Yanagi, Takahide . In: KIER Working Papers. RePEc:kyo:wpaper:906.

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2014A Tourism Conditions Index. (2014). Chang, Chia-Lin ; McAleer, Michael ; Hsu, Hui-Kuang . In: Working Papers in Economics. RePEc:cbt:econwp:14/03.

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2014A Tourism Conditions Index. (2014). Chang, C-L., ; Hsu, H-K., . In: Econometric Institute Research Papers. RePEc:ems:eureir:50640.

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2014A Tourism Conditions Index. (2014). Hsu, Hui-Kuang . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1401.

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2014On the stationarity of Dynamic Conditional Correlation models. (2014). Malongo, Hassan ; Fermanian, Jean-David . In: Papers. RePEc:arx:papers:1405.6905.

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2014Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1418.

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2014A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). Hafner, Christian M.. In: Working Papers in Economics. RePEc:cbt:econwp:14/19.

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2014A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1429.

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2014A Tourism Conditions Index. (2014). Chang, Chia-Lin ; McAleer, Michael ; Hsu, Hui-Kuang . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140007.

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2014Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay. (2014). McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140025.

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2014A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). McAleer, and Michael ; Hafner, Christian M.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140087.

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2014The Divergent Effects of Long-Term and Short-Term Entry Investments on Home Market Cartels. (2014). Sadrieh, Abdolkarim ; Cracau, Daniel . In: FEMM Working Papers. RePEc:mag:wpaper:140003.

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2014An experimental test of the mixed strategy equilibrium in price-quantity oligopolies. (2014). Franz, Benjamin ; Cracau, Daniel . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00393.

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2014Buhlmann’s Economic Premium Principle in The Presence of Transaction Costs. (2014). Tamura, Akihisa ; Kijima, Masaaki . In: KIER Working Papers. RePEc:kyo:wpaper:893.

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2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:50643.

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2014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:50641.

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2014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/08.

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[Citation Analysis]
2014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140023.

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2014Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140062.

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2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140026.

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2014Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/01.

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2014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1406.

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2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1403.

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2014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1410.

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2014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/14.

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2014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:51744.

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2014Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks. (2014). Audrino, Francesco . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:43-60.

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2014The direct and indirect e ects of oil shocks on energy related stocks. (2014). Broadstock, David C ; Wang, Rui . In: Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS). RePEc:sur:seedps:146.

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2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory. (2014). Nguyen, Duc Khuong ; Chkili, Walid ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-325.

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2014The influence of biofuels, economic and financial factors on daily returns of commodity futures prices. (2014). Algieri, Bernardina . In: Energy Policy. RePEc:eee:enepol:v:69:y:2014:i:c:p:227-247.

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2014A Stochastic Dominance Approach to Financial Risk Management Strategies. (2014). Maasoumi, Esfandiar ; Jimenez-Martin, Juan-Angel . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1408.

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2014The Performance of Predictions Based on the Dobrescu Macromodel for the Romanian Economy. (2014). Simionescu, Mihaela . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2014:i:3:p:179-195.

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2014How do financial institutions forecast sovereign spreads?. (2014). Claeys, Peter . In: Working Paper Series. RePEc:ecb:ecbwps:20141750.

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2014International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches. (2014). Abid, Fathi ; Wong, Wing Keung ; Leung, Pui Lam ; Mroua, Mourad . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:45-66:d:35901.

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2014Capital Accumulation and Structural Change in a Small-Open Economy. (2014). Kazuo　Mino, ; Hu, Yunfang . In: KIER Working Papers. RePEc:kyo:wpaper:900.

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Cites in year: CiY

Recent citations received in: 2014

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2014Optimal taxation and debt with uninsurable risks to human capital accumulation. (2014). Kajii, Atsushi ; Nakajima, Tomoyuki . In: CIGS Working Paper Series. RePEc:cnn:wpaper:14-007e.

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2014City age and city size. (2014). . In: European Economic Review. RePEc:eee:eecrev:v:71:y:2014:i:c:p:193-208.

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2014Introduction to economic theory of bubbles. (2014). . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:53:y:2014:i:c:p:130-136.

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2014Public Debt Overhang in the Heterogeneous Agent Model. (2014). Keiichiro, KOBAYASHI . In: Discussion papers. RePEc:eti:dpaper:14044.

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2014Optimal taxation and debt with uninsurable risks to human capital accumulation. (2014). Gottardi, Piero ; Nakajima, Tomoyuki . In: Economics Working Papers. RePEc:eui:euiwps:eco2014/08.

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2014Debt-Overhang Banking Crises. (2014). . In: Working Paper. RePEc:fip:fedcwp:1425.

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2014Optimal taxation and debt with uninsurable risks to human capital accumulation. (2014). Gottardi, Piero ; Nakajima, Tomoyuki . In: KIER Working Papers. RePEc:kyo:wpaper:897.

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2014Welfare Analysis of Dynamic Voluntary Advertising in Covered Markets. (2014). Kamei, Keita ; Tenryu, Yohei . In: MPRA Paper. RePEc:pra:mprapa:60694.

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2014Reducing Government Debt in the Presence of Inequality. (2014). Winter, Christoph ; Roehrs, Sigrid . In: 2014 Meeting Papers. RePEc:red:sed014:176.

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2014Constrained Efficiency in a Risky Human Capital Model. (2014). Park, Yena . In: RCER Working Papers. RePEc:roc:rocher:585.

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2014Public versus Private Provision of Liquidity: Is There a Trade-Off?. (2014). Winter, Christoph ; Rohrs, Sigrid . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100419.

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Recent citations received in: 2013

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2013Modeling and Simulation: An Overview. (2013). Chan, Felix ; Oxley, Les . In: Working Papers in Economics. RePEc:cbt:econwp:13/18.

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2013Probabilistic Procurement Auctions. (2013). Schweinzer, Paul ; Giebe, Thomas . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4320.

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2013On the Stationarity of Dynamic Conditional Correlation Models. (2013). Malongo, Hassan ; Fermanian, Jean-David . In: Working Papers. RePEc:crs:wpaper:2013-26.

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2013Modelling and Simulation: An Overview. (2013). Chan, F. ; McAleer, M. J. ; Oxley, L.. In: Econometric Institute Research Papers. RePEc:ems:eureir:40237.

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2013A Fractionally Integrated Wishart Stochastic Volatility Model. (2013). Asai, Manabu . In: KIER Working Papers. RePEc:kyo:wpaper:848.

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2013Competition and the Bad News Principle in a Real Options Framework. (2013). Nishide, Katsumasa ; Yagi, Kyoko . In: KIER Working Papers. RePEc:kyo:wpaper:860.

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2013Modelling and Simulation: An Overview. (2013). Chan, Felix ; Oxley, Les . In: KIER Working Papers. RePEc:kyo:wpaper:865.

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2013Time Preference and Income Convergence in a Dynamic Heckscher-Ohlin Model. (2013). Kazuo　Mino, ; Taketo　Kawagishi, . In: KIER Working Papers. RePEc:kyo:wpaper:880.

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2013Free and open source software underpinning the european forest data centre. (2013). Camia, Andrea ; San-Miguel-Ayanz, Jesús, ; Corti, Paolo ; Di Leo, Margherita ; Aseretto, Dario Rodriguez ; McInerney, Daniel ; de Rigo, Daniele . In: MPRA Paper. RePEc:pra:mprapa:44121.

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2013The Role of the Private Sector under Insecure Property Rights. (2013). Tenryu, Yohei . In: MPRA Paper. RePEc:pra:mprapa:50727.

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2013A Fractionally Integrated Wishart Stochastic Volatility Model. (2013). Asai, Manabu ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130025.

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2013Modelling and Simulation: An Overview. (2013). Chan, Felix ; McAleer, Michael ; Oxley, Les . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130069.

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2013A Fractionally Integrated Wishart Stochastic Volatility Model. (2013). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1307.

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2013Modelling and Simulation: An Overview. (2013). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1316.

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2013.

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Recent citations received in: 2012

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2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Chang, Chia-Lin ; McAleer, Michael ; Oxley, Les . In: Working Papers in Economics. RePEc:cbt:econwp:12/13.

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2012Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2012). Lahiani, Amine ; Hammoudeh, Shawkat ; Nguyen, Duc Khuong ; Arouri, Mohamed El Hedi, . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:2:p:207-218.

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2012Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. (2012). Chang, C-L., ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:32529.

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2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Chang, C-L., ; McAleer, M. J. ; Oxley, L.. In: Econometric Institute Research Papers. RePEc:ems:eureir:37619.

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2012Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability. (2012). Chang, Chia-Lin ; McAleer, Michael . In: KIER Working Papers. RePEc:kyo:wpaper:819.

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2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Chang, Chia-Lin ; McAleer, Michael ; Oxley, Les . In: KIER Working Papers. RePEc:kyo:wpaper:822.

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2012Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model. (2012). . In: MPRA Paper. RePEc:pra:mprapa:42550.

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2012Endogenous Timing of Moves in Bertrand-Edgeworth Triopolies. (2012). Tasnadi, Attila . In: MPRA Paper. RePEc:pra:mprapa:47610.

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2012A Strategy to Improve the Survey of Professional Forecasters (SPF) Predictions Using Bias-Corrected-Accelerated (BCA) Bootstrap Forecast Intervals. (2012). Bratu, Mihaela . In: International Journal of Synergy and Research. RePEc:tkp:ijsrsy:v:1:y:2012:i:2:p:45-59.

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2012Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. (2012). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1212.

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2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1215.

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Recent citations received in: 2011

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2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). Jimenez-Martin, Juan-ngel ; Amaral, Teodosio Perez ; PerezAmaral, Teodosio ; Casarin, Roberto . In: Working Papers in Economics. RePEc:cbt:econwp:11/26.

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2011GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies. (2011). Jimenez-Martin, Juan-ngel ; Amaral, Teodosio Perez ; PerezAmaral, Teodosio ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: Working Papers in Economics. RePEc:cbt:econwp:11/28.

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2011The Rise and Fall of S&P500 Variance Futures. (2011). Jimenez-Martin, Juan-ngel ; Amaral, Teodosio Perez ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/32.

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2011How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics. (2011). Chang, Chia-Lin ; McAleer, Michael . In: Working Papers in Economics. RePEc:cbt:econwp:11/43.

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2011Cooperative fiscal policy at the zero lower bound. (2011). Cook, David ; Devereux, Michael B.. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:25:y:2011:i:4:p:465-486.

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2011Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range. (2011). Chen, C. W. S., ; Gerlach, R. ; McAleer, M. J. ; Hwang, B. B. K., . In: Econometric Institute Research Papers. RePEc:ems:eureir:23795.

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2011GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies. (2011). Jimenez-Martin, J-A., ; Perez-Amaral, T. ; Santos, P. A. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:25610.

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2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). Chang, C-L., ; Perez-Amaral, T. ; Casarin, R. ; McAleer, M. J. ; Jimenez-Martin, J-A., . In: Econometric Institute Research Papers. RePEc:ems:eureir:25614.

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2011The Rise and Fall of S&P500 Variance Futures. (2011). Chang, C-L., ; Perez-Amaral, T. ; McAleer, M. J. ; Jimenez-Martin, J-A., . In: Econometric Institute Research Papers. RePEc:ems:eureir:26880.

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2011How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environment and Resource Economics. (2011). Chang, C-L., ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:31230.

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2011The Rise and Fall of S&P500 Variance Futures. (2011). Jimenez-Martin, Juan-ngel ; Perez-Amaral, Teodosio . In: KIER Working Papers. RePEc:kyo:wpaper:795.

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2011Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis. (2011). Cathy WS Chen, ; Wcw Lee, ; Gerlach, Richard ; Edward MH Lin, . In: Working Papers. RePEc:syb:wpbsba:03/2011.

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2011Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range. (2011). Bruce B. K. Hwang, ; Gerlach, Richard ; Cathy W. S. Chen, ; Cathy W. S. Chen, . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1116.

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2011Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2011). Jimenez-Martin, Juan-Angel ; Gonzalez-Serrano, Lydia . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1133.

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2011The Rise and Fall of S&P500 Variance Futures. (2011). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1135.

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2011How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics. (2011). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1139.

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[Citation Analysis]

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.