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

Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico

0.59

Impact Factor

0.44

5-Years IF

10

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
19950.15000 (%)0.1
19960.19000 (%)0.09
19970.2000 (%)0.08
19980.21000 (%)0.12
19990.27000 (%)0.15
20000.36000 (%)0.14
20010.36111110.09200 (%)0.17
20020.090.370.09283930.08101111113 (30%)20.070.18
20030.030.390.03115010.025391391 (%)0.18
20040.050.410.04136330.052392502 (%)10.080.18
20050.040.430.03127520.0322416322 (100%)0.22
20060.453782575 (%)0.19
20070.38781567 (%)0.17
20080.387810.01339 (%)0.17
20090.350.071896360.3879028210 (12.7%)231.280.17
20100.890.320.484100270.2712181633164 (33.3%)0.15
20110.770.410.6839139270.19552217251718 (32.7%)50.130.2
20120.190.460.2130169180.113443861139 (26.5%)20.070.21
20130.420.490.4436205550.27436929914011 (25.6%)50.140.22
20140.590.560.4432237870.374266391275612 (28.6%)220.690.3
 
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
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0904.

Full description at Econpapers || Download paper

33
2014A One Line Derivation of EGARCH. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1415.

Full description at Econpapers || Download paper

19
2009A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0907.

Full description at Econpapers || Download paper

17
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.

Full description at Econpapers || Download paper

12
2011Risk Management of Precious Metals. (2011). Malik, Farooq . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1104.

Full description at Econpapers || Download paper

12
2009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0910.

Full description at Econpapers || Download paper

12
2013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1321.

Full description at Econpapers || Download paper

12
2014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1406.

Full description at Econpapers || Download paper

12
2011Great Expectatrics: Great Papers, Great Journals, Great Econometrics. (2011). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1114.

Full description at Econpapers || Download paper

11
GFC-Robust Risk Management Strategies under the Basel Accord. (2010). Juan Angel Jimenez Martin, ; Perez-Amaral, Teodosio ; JimenezMartin, Juanangel . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1001.

Full description at Econpapers || Download paper

10
2013Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. (2013). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1310.

Full description at Econpapers || Download paper

10
2009What Happened to Risk Management During the 2008-09 Financial Crisis?. (2009). Juan Angel Jimenez Martin, ; Perez-Amaral, Teodosio ; JimenezMartin, Juanangel . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0919.

Full description at Econpapers || Download paper

10
2013What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance. (2013). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1309.

Full description at Econpapers || Download paper

9
2009Modelling International Tourist Arrivals and Volatility: An Application to Taiwan. (2009). Slottje, Dan . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0906.

Full description at Econpapers || Download paper

9
2012Costs for conventional and renewable fuels and electricity in the worldwide transport sector: a mean-variance portfolio approach. (2012). Guerrero-Lemus, Ricardo . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1218.

Full description at Econpapers || Download paper

8
2011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1102.

Full description at Econpapers || Download paper

8
2009Modelling the Growth and Volatility in Daily International Mass Tourism to Peru. (2009). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0915.

Full description at Econpapers || Download paper

8
2009Modelling Sustainable International Tourism Demand to the Brazilian Amazon. (2009). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0913.

Full description at Econpapers || Download paper

7
2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1403.

Full description at Econpapers || Download paper

7
2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). Jimenez-Martin, Juan-Angel . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1132.

Full description at Econpapers || Download paper

6
2009Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?. (2009). Juan Angel Jimenez Martin, ; Perez-Amaral, Teodosio ; JimenezMartin, Juanangel . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0918.

Full description at Econpapers || Download paper

6
2013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1334.

Full description at Econpapers || Download paper

4
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.

Full description at Econpapers || Download paper

4
2011Volatility Spillovers from the Chinese Stock Market to Economic Neighbours. (2011). Amram, Ron . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1138.

Full description at Econpapers || Download paper

4
2015Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1508.

Full description at Econpapers || Download paper

4
2011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord. (2011). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1101.

Full description at Econpapers || Download paper

4
2012Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments. (2012). Legerstee, Rianne . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1214.

Full description at Econpapers || Download paper

4
2013Analyzing Fixed-event Forecast Revisions. (2013). de Bruijn, Bert . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1314.

Full description at Econpapers || Download paper

4
2011GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies. (2011). Jimenez-Martin, Juan-Angel ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1127.

Full description at Econpapers || Download paper

4
2011Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX. (2011). Oya, Kosuke . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1117.

Full description at Econpapers || Download paper

3
2012Robust Ranking of Journal Quality: An Application to Economics. (2012). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1205.

Full description at Econpapers || Download paper

3
2013Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism. (2013). Hsu, Hui-Kuang . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1301.

Full description at Econpapers || Download paper

3
2003Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA). (2003). White, Halbert ; Perez-Amaral, Teodosio . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0309.

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3
2002An ARMA Representation of Unobserved Component Models under Generalized Random Walk Specifications: New Algorithms and Examples. (2002). Ferrer, Antonio Garcia ; Young, Peter ; GarciaFerrer, Antonio . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0204.

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3
2012Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2012). Jimenez-Martin, Juan-Angel ; Gonzalez-Serrano, Lydia . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1207.

Full description at Econpapers || Download paper

3
2013Mean-variance portfolio methods for energy policy risk management. (2013). Ramos-Real, Francisco J. ; Marrero, Gustavo A.. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1341.

Full description at Econpapers || Download paper

3
2010From general State-Space to VARMAX models. (2010). Garcia-Hiernaux, Alfredo ; Carro, Jose Casals . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1002.

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2
2002Risk Premia in the Term Structure of Swaps in Pesetas. (2002). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0219.

Full description at Econpapers || Download paper

2
2014Deliberation, Leadership and Information Aggregation. (2014). Rodriguez-alvarez, Carmelo . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1404.

Full description at Econpapers || Download paper

2
2015Daily Market News Sentiment and Stock Prices. (2015). Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1511.

Full description at Econpapers || Download paper

2
2013Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital. (2013). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1323.

Full description at Econpapers || Download paper

2
2014A new approach to the unconditional measurement of default risk. (2014). Ferrer, Alex ; Sotoca, Sonia ; Casals, Jose . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1411.

Full description at Econpapers || Download paper

2
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.

Full description at Econpapers || Download paper

2
2012Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2012). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1210.

Full description at Econpapers || Download paper

2
A Note on the Pseudo-Spectra and the Pseudo-Covariance Generating Functions of ARMA Processes. (2002). Ferrer, Antonio Garcia ; GarciaFerrer, Antonio . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0203.

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2
2005Fast estimation methods for time series models in state-space form. (2005). Carro, Jose Casals . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0504.

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2
2011Determinants of trading activity after rating actions in the Corporate Debt Market. (2011). Diaz, Antonio ; Robles-Fernandez, Dolores M.. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1137.

Full description at Econpapers || Download paper

2
2002Can forward rates be used to improve interest rate forecasts?.. (2002). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0225.

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2
2004The Welfare Cost of Business Cycles in an Economy with Nonclearing Markets. (2004). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0403.

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2
2011Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence. (2011). Diaz, Antonio ; Robles-Fernandez, Dolores M.. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1136.

Full description at Econpapers || Download paper

2

50 most relevant documents in this series:

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

YearTitleCited
2014A One Line Derivation of EGARCH. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1415.

Full description at Econpapers || Download paper

19
2014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1406.

Full description at Econpapers || Download paper

12
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.

Full description at Econpapers || Download paper

12
2013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1321.

Full description at Econpapers || Download paper

12
2011Risk Management of Precious Metals. (2011). Malik, Farooq . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1104.

Full description at Econpapers || Download paper

11
2013Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. (2013). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1310.

Full description at Econpapers || Download paper

10
2013What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance. (2013). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1309.

Full description at Econpapers || Download paper

9
2012Costs for conventional and renewable fuels and electricity in the worldwide transport sector: a mean-variance portfolio approach. (2012). Guerrero-Lemus, Ricardo . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1218.

Full description at Econpapers || Download paper

8
2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1403.

Full description at Econpapers || Download paper

7
2009Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0904.

Full description at Econpapers || Download paper

7
2011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1102.

Full description at Econpapers || Download paper

7
2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). Jimenez-Martin, Juan-Angel . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1132.

Full description at Econpapers || Download paper

6
2009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0910.

Full description at Econpapers || Download paper

5
2009A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0907.

Full description at Econpapers || Download paper

5
2011Great Expectatrics: Great Papers, Great Journals, Great Econometrics. (2011). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1114.

Full description at Econpapers || Download paper

5
2011GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies. (2011). Jimenez-Martin, Juan-Angel ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1127.

Full description at Econpapers || Download paper

4
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.

Full description at Econpapers || Download paper

4
2013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1334.

Full description at Econpapers || Download paper

4
2013Analyzing Fixed-event Forecast Revisions. (2013). de Bruijn, Bert . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1314.

Full description at Econpapers || Download paper

4
2011Volatility Spillovers from the Chinese Stock Market to Economic Neighbours. (2011). Amram, Ron . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1138.

Full description at Econpapers || Download paper

4
2015Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1508.

Full description at Econpapers || Download paper

4
2013Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism. (2013). Hsu, Hui-Kuang . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1301.

Full description at Econpapers || Download paper

3
2012Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments. (2012). Legerstee, Rianne . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1214.

Full description at Econpapers || Download paper

3
2012Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2012). Jimenez-Martin, Juan-Angel ; Gonzalez-Serrano, Lydia . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1207.

Full description at Econpapers || Download paper

3
2010GFC-Robust Risk Management Strategies under the Basel Accord. (2010). Juan Angel Jimenez Martin, ; Perez-Amaral, Teodosio ; JimenezMartin, Juanangel . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1001.

Full description at Econpapers || Download paper

3
2013Mean-variance portfolio methods for energy policy risk management. (2013). Ramos-Real, Francisco J. ; Marrero, Gustavo A.. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1341.

Full description at Econpapers || Download paper

3
2014Deliberation, Leadership and Information Aggregation. (2014). Rodriguez-alvarez, Carmelo . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1404.

Full description at Econpapers || Download paper

2
2011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord. (2011). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1101.

Full description at Econpapers || Download paper

2
2011Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence. (2011). Diaz, Antonio ; Robles-Fernandez, Dolores M.. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1136.

Full description at Econpapers || Download paper

2
2012Robust Ranking of Journal Quality: An Application to Economics. (2012). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1205.

Full description at Econpapers || Download paper

2
2014A new approach to the unconditional measurement of default risk. (2014). Ferrer, Alex ; Sotoca, Sonia ; Casals, Jose . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1411.

Full description at Econpapers || Download paper

2
2015Daily Market News Sentiment and Stock Prices. (2015). Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1511.

Full description at Econpapers || Download paper

2
2013Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital. (2013). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1323.

Full description at Econpapers || Download paper

2
2009Modelling Sustainable International Tourism Demand to the Brazilian Amazon. (2009). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0913.

Full description at Econpapers || Download paper

2
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.

Full description at Econpapers || Download paper

2
2012Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2012). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1210.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 39:

[Click on heading to sort table]

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

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply. (2014). Ruiz, Jesus ; Perez, Rafaela . In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:398-412.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds. (2014). Ke, Yu-Pei . In: MPRA Paper. RePEc:pra:mprapa:57625.

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[Citation Analysis]
2014What Can We Learn From Revisions to the Greenbook Forecasts?. (2014). Stekler, Herman ; Sinclair, Tara M. ; Messina, Jeff . In: Working Papers. RePEc:gwi:wpaper:2014-14.

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2014WHAT CAN WE LEARN FROM REVISIONS TO THE GREENBOOK FORECASTS?. (2014). Messina, Jeff ; Stekler, Herman O. ; Sinclair, Tara M.. In: Working Papers. RePEc:gwc:wpaper:2014-003.

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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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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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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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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). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1410.

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2014The impact of China on stock returns and volatility in the Taiwan tourism industry. (2014). Hsu, Hui-Kuang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:381-401.

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

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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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2014Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview. (2014). Hammoudeh, Shawkat . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1417.

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2014Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview. (2014). Hammoudeh, Shawkat . In: Working Papers in Economics. RePEc:cbt:econwp:14/17.

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2014Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview. (2014). McAleer, and Michael ; Hammoudeh, Shawkat . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140076.

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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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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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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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2014Dynamic spillovers among major energy and cereal commodity prices. (2014). Yoon, Seong-Min ; Mensi, Walid ; Hammoudeh, Shawkat . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:225-243.

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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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2014The Risk-Return binomial after rating changes. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1423.

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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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2014Risk implications of renewable support instruments: Comparative analysis of feed-in tariffs and premiums using a mean–variance approach. (2014). Kitzing, Lena . In: Energy. RePEc:eee:energy:v:64:y:2014:i:c:p:495-505.

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2014The technological and environmental efficiency of the EU-27 power mix: An evaluation based on MPT. (2014). Silvosa, Anxo Calvo ; Antelo, Susana Iglesias ; Soares, Isabel ; Paz, Fernando de-Llano . In: Energy. RePEc:eee:energy:v:69:y:2014:i:c:p:67-81.

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2014Producing transportation fuels from algae: In search of synergy. (2014). Kopeyka, Aleksandr K. ; Semenov, Vladimir G. ; Chernova, Nadezhda I. ; Raslaviius, Laurencas ; Kerys, Artras . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:40:y:2014:i:c:p:133-142.

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Cites in year: CiY

Recent citations received in: 2014

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YearTitleSee
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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2014On the Invertibility of EGARCH. (2014). Martinet, Guillaume Gaetan . In: Working Papers in Economics. RePEc:cbt:econwp:14/21.

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2014Asymmetry and Leverage in Conditional Volatility Models. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/24.

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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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2014The impact of China on stock returns and volatility in the Taiwan tourism industry. (2014). Hsu, Hui-Kuang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:381-401.

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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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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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2014On the Invertibility of EGARCH. (2014). Martinet, G. G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:51750.

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2014Asymmetry and Leverage in Conditional Volatility Models. (2014). . In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:3:p:145-150:d:40585.

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

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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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2014On the Invertibility of EGARCH. (2014). Martinet, Guillaume Gaetan ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140096.

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2014Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140125.

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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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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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2014Conditional coverage and its role in determining and assessing long-term capital requirements. (2014). Ferrer, Alex ; Sotoca, Sonia ; Casals, Jose . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1412.

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2014Linking the problems of estimating and allocating unconditional capital. (2014). Ferrer, Alex ; Sotoca, Sonia ; Casals, Jose . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1413.

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[Citation Analysis]
2014On the Invertibility of EGARCH. (2014). Martinet, Guillaume Gaetan . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1428.

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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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2014Hedge Fund Portfolio Diversification Strategies Across the GFC. (2014). Singh, Abhay K. ; Peiris, Shelton . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1432.

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2014Gathering support from rivals: the two rivals case. (2014). Bannikova, Marina . In: Working Papers. RePEc:urv:wpaper:2072/246960.

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Recent citations received in: 2013

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YearTitleSee
2013Recent Developments in Financial Economics and Econometrics: An Overview. (2013). Chang, Chia-Lin ; McAleer, Michael ; Allen, David . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130021.

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2013The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. (2013). Chang, Chia-Lin ; McAleer, Michael ; Hsu, Hui-Kuang . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130118.

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2013Ranking Leading Econometrics Journals using Citations Data from ISI and RePEc. (2013). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130173.

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2013Optimal time-consistent fiscal policy under endogenous growth with elastic labour supply. (2013). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1324.

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2013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1334.

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Recent citations received in: 2012

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2012A STRATEGY TO IMPROVE THE GDP INDEX FORCASTS IN ROMANIA USING MOVING AVERAGE MODELS OF HISTORICAL ERRORS OF THE DOBRESCU MACROMODEL. (2012). Bratu, Mihaela . In: Romanian Journal of Economics. RePEc:ine:journl:v:2:y:2012:i:44:p:128-138.

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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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2011How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience.. (2011). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1125.

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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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2011Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence. (2011). Diaz, Antonio ; Robles-Fernandez, Dolores M.. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1136.

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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.