0.13
Impact Factor
0.1
5-Years IF
5
5-Years H index
Annals of Financial Economics (AFE) / World Scientific Publishing Co. Pte. Ltd.
[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 | |
| 1990 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1991 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1992 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1993 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1994 | 0.12 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1995 | 0.19 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
| 1996 | 0.23 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.26 | 0 | 1 | 0 | 0 | (%) | 0.09 | |||||||||
| 1998 | 0.28 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1999 | 0.32 | 0 | 0 | 0 | (%) | 0.13 | ||||||||||
| 2000 | 0.39 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2001 | 0.39 | 0 | 0 | 0 | (%) | 0.14 | ||||||||||
| 2002 | 0.4 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
| 2003 | 0.43 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2004 | 0.48 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2005 | 0.52 | 10 | 10 | 2 | 0 | 0 | 1 (50%) | 0.2 | ||||||||
| 2006 | 0.51 | 10 | 20 | 1 | 10 | 10 | (%) | 0.2 | ||||||||
| 2007 | 0.45 | 10 | 30 | 2 | 20 | 20 | (%) | 0.18 | ||||||||
| 2008 | 0.48 | 8 | 38 | 1 | 0.03 | 20 | 30 | (%) | 0.2 | |||||||
| 2009 | 0.49 | 10 | 48 | 4 | 18 | 38 | (%) | 0.19 | ||||||||
| 2010 | 0.46 | 48 | 18 | 48 | (%) | 0.17 | ||||||||||
| 2011 | 0.49 | 8 | 56 | 3 | 10 | 38 | (%) | 0.19 | ||||||||
| 2012 | 0.52 | 20 | 76 | 14 | 8 | 36 | 1 (7.1%) | 0.19 | ||||||||
| 2013 | 0.58 | 26 | 102 | 1 | 0.01 | 7 | 28 | 46 | (%) | 0.2 | ||||||
| 2014 | 0.6 | 40 | 142 | 2 | 0.01 | 7 | 46 | 64 | 1 (14.3%) | 2 | 0.05 | 0.2 | ||||
| 2015 | 0.61 | 0.03 | 43 | 185 | 7 | 0.04 | 22 | 66 | 94 | 3 | 3 (13.6%) | 4 | 0.09 | 0.19 | ||
| 2016 |  0.08 | 0.68 | 0.07 | 59 | 244 | 14 | 0.06 | 17 | 83 | 7 | 137 | 9 | (%) | 0.2 | ||
| 2017 | 0.13 | 0.73 | 0.1 | 20 | 264 | 20 | 0.08 | 3 | 102 | 13 | 188 | 18 | (%) | 0.22 |
| 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:
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2015 | IS BITCOIN BUSINESS INCOME OR SPECULATIVE FOOLERY? NEW IDEAS THROUGH AN IMPROVED FREQUENCY DOMAIN ANALYSIS. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:01:n:s2010495215500025. Full description at Econpapers || Download paper | 15 |
| 2 | 2016 | A GENERAL OPTIMAL INVESTMENT MODEL IN THE PRESENCE OF BACKGROUND RISK. (2016). Wong, Wing-Keung ; Guo, Xu ; Zhu, Lixing ; Alghalith, Moawia. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500019. Full description at Econpapers || Download paper | 12 |
| 3 | 2012 | STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES. (2012). Wong, Wing-Keung ; Zumwalt, Kenton J ; Gasbarro, Dominic. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500054. Full description at Econpapers || Download paper | 7 |
| 4 | 2013 | ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL. (2013). Wong, Wing-Keung ; McAleer, Michael ; Bian, Guorui . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:02:n:s2010495213500073. Full description at Econpapers || Download paper | 6 |
| 5 | 2015 | APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS. (2015). Platen, Eckhard ; Fergusson, K. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s2010495215500098. Full description at Econpapers || Download paper | 5 |
| 6 | 2014 | TESTING PRICE PRESSURE, INFORMATION, FEEDBACK TRADING, AND SMOOTHING EFFECTS FOR ENERGY EXCHANGE TRADED FUNDS. (2014). Chang, Chia-Lin ; Ke, Yu-Pei . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:02:n:s2010495214400065. Full description at Econpapers || Download paper | 3 |
| 7 | 2012 | MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS. (2012). McAleer, Michael ; Chang, Chia-Lin ; Tansuchat, Roengchai. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500108. Full description at Econpapers || Download paper | 3 |
| 8 | 2011 | QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS. (2011). Powell, Robert ; Allen, David ; Singh, A K. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:06:y:2011:i:01:n:s2010495211500035. Full description at Econpapers || Download paper | 3 |
| 9 | 2017 | A STATISTICAL RISK ASSESSMENT OF BITCOIN AND ITS EXTREME TAIL BEHAVIOR. (2017). Osterrieder, Joerg ; Lorenz, Julian. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:01:n:s2010495217500038. Full description at Econpapers || Download paper | 3 |
| 10 | 2009 | GARCH AND VOLUME EFFECTS IN THE AUSTRALIAN STOCK MARKETS. (2009). Xiao, Jingliang ; Wong, Wing-Keung ; Brooks, Robert D. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:05:y:2009:i:01:n:s2010495209500055. Full description at Econpapers || Download paper | 3 |
| 11 | 2012 | EXECUTIVE SHORT-TERM INCENTIVE, RISK-TAKING AND LEVERAGE-NEUTRAL INCENTIVE SCHEME. (2012). Kaplanski, Guy ; Levy, Haim. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500030. Full description at Econpapers || Download paper | 2 |
| 12 | 2007 | THE CAUSAL RELATIONSHIP BETWEEN BANK CAPITAL AND PROFITABILITY. (2007). Cox, Raymond ; Hutchison, David E. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:03:y:2007:i:01:n:s2010495207500029. Full description at Econpapers || Download paper | 2 |
| 13 | 2012 | MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN. (2012). Markowitz, Harry. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500017. Full description at Econpapers || Download paper | 2 |
| 14 | 2016 | MODELING DEPENDENCY OF VOLATILITY ON SAMPLING FREQUENCY VIA DELAY EQUATIONS. (2016). LUONG, CHUONG ; Dokuchaev, Nikolai. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:02:n:s201049521650007x. Full description at Econpapers || Download paper | 2 |
| 15 | 2016 | SHORT RATE FORECASTING BASED ON THE INFERENCE FROM THE CIR MODEL FOR MULTIPLE YIELD CURVE DYNAMICS. (2016). Hin, Lin-Yee ; Dokuchaev, Nikolai. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500044. Full description at Econpapers || Download paper | 2 |
| 16 | 2012 | THE THIRD FUNDAMENTAL THEOREM OF ASSET PRICING. (2012). Jarrow, Robert. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500078. Full description at Econpapers || Download paper | 2 |
| 17 | 2005 | THE LOG-NORMAL ASSET PRICING MODEL (LAPM). (2005). COHEN, ALLON ; Levy, Haim. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:01:y:2005:i:01:n:s2010495205500028. Full description at Econpapers || Download paper | 1 |
| 18 | 2014 | CREDIT SPREADS AND BANKRUPTCY INFORMATION FROM OPTIONS DATA. (2014). Tzeng, Chi-Feng. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:02:n:s2010495214400089. Full description at Econpapers || Download paper | 1 |
| 19 | 2016 | A NOTE ON FERGUSSON AND PLATEN: âAPPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELSâ. (2016). Ballestra, Luca Vincenzo ; Radi, Davide ; Pacelli, Graziella. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:04:n:s2010495216500184. Full description at Econpapers || Download paper | 1 |
| 20 | 2009 | MONETARY POLICY AND ASSET PRICES IN A SMALL OPEN ECONOMY: A FACTOR-AUGMENTED VAR ANALYSIS FOR SINGAPORE. (2009). Chow, Hwee Kwan ; Choy, Keen Meng. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:05:y:2009:i:01:n:s2010495209500043. Full description at Econpapers || Download paper | 1 |
| 21 | 2015 | ASSET PRICING WITH NON-GEOMETRIC TYPE OF DIVIDENDS. (2015). Yamazaki, Akira. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s2010495215500165. Full description at Econpapers || Download paper | 1 |
| 22 | 2016 | PRICING COVARIANCE SWAPS FOR BARNDORFFâNIELSEN AND SHEPHARD PROCESS DRIVEN FINANCIAL MARKETS. (2016). Habtemicael, Semere ; Sengupta, Indranil. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:03:n:s2010495216500123. Full description at Econpapers || Download paper | 1 |
| 23 | 2013 | EFFICIENCY AND COMPETITION IN THE GHANAIAN BANKING INDUSTRY: A PANEL GRANGER CAUSALITY APPROACH. (2013). Hu, Baiding ; Gan, Christopher ; Adjei-Frimpong, Kofi . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:01:n:s2010495213500048. Full description at Econpapers || Download paper | 1 |
| 24 | 2015 | IMPROVED DETECTION OF RARE-EVENT RISK OF A PORTFOLIO WITH U.S. REITs. (2015). So, Leh-Chyan ; Yu, Jun-Yang . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s2010495215500153. Full description at Econpapers || Download paper | 1 |
| 25 | 2018 | TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS. (2018). Wong, Wing-Keung ; Lu, Richard ; Yang, Chen-Chen. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500112. Full description at Econpapers || Download paper | 1 |
| 26 | 2014 | FAST METHODS FOR LARGE-SCALE NON-ELLIPTICAL PORTFOLIO OPTIMIZATION. (2014). Paolella, Marc S. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:02:n:s2010495214400016. Full description at Econpapers || Download paper | 1 |
| 27 | 2006 | ARE STOCK PRICES AND ECONOMIC ACTIVITY COINTEGRATED? EVIDENCE FROM THE US, 1950â2005. (2006). Cook, Steven. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:02:y:2006:i:01:n:s2010495206500035. Full description at Econpapers || Download paper | 1 |
| 28 | 2018 | MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS. (2018). Yang, Lu ; Hamori, Shigeyuki. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500100. Full description at Econpapers || Download paper | 1 |
| 29 | 2014 | RECENT DEVELOPMENTS IN QUANTITATIVE FINANCE: AN OVERVIEW. (2014). Yu, Shih-Ti ; Chang, Chia-Lin ; Hu, Shing-yang . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:02:n:s2010495214020023. Full description at Econpapers || Download paper | 1 |
| 30 | 2005 | MOTIVES FOR CORPORATE HEDGING: EVIDENCE FROM THE UK. (2005). Clark, Ephraim ; Judge, Amrit . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:01:y:2005:i:01:n:s201049520550003x. Full description at Econpapers || Download paper | 1 |
| 31 | 2014 | AN ANALYSIS OF STOCK REPURCHASE TRANSACTION USING A PANEL DATA SAMPLE SELECTION MODEL. (2014). Yu, Shih-Ti ; Kuo, Chii-Shyan ; LIAO, CHE-CHING . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:01:n:s2010495214500031. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2016 | A GENERAL OPTIMAL INVESTMENT MODEL IN THE PRESENCE OF BACKGROUND RISK. (2016). Wong, Wing-Keung ; Guo, Xu ; Zhu, Lixing ; Alghalith, Moawia. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500019. Full description at Econpapers || Download paper | 12 |
| 2 | 2015 | IS BITCOIN BUSINESS INCOME OR SPECULATIVE FOOLERY? NEW IDEAS THROUGH AN IMPROVED FREQUENCY DOMAIN ANALYSIS. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:01:n:s2010495215500025. Full description at Econpapers || Download paper | 11 |
| 3 | 2012 | STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES. (2012). Wong, Wing-Keung ; Zumwalt, Kenton J ; Gasbarro, Dominic. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500054. Full description at Econpapers || Download paper | 7 |
| 4 | 2013 | ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL. (2013). Wong, Wing-Keung ; McAleer, Michael ; Bian, Guorui . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:02:n:s2010495213500073. Full description at Econpapers || Download paper | 6 |
| 5 | 2015 | APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS. (2015). Platen, Eckhard ; Fergusson, K. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s2010495215500098. Full description at Econpapers || Download paper | 5 |
| 6 | 2014 | TESTING PRICE PRESSURE, INFORMATION, FEEDBACK TRADING, AND SMOOTHING EFFECTS FOR ENERGY EXCHANGE TRADED FUNDS. (2014). Chang, Chia-Lin ; Ke, Yu-Pei . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:02:n:s2010495214400065. Full description at Econpapers || Download paper | 3 |
| 7 | 2012 | MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS. (2012). McAleer, Michael ; Chang, Chia-Lin ; Tansuchat, Roengchai. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500108. Full description at Econpapers || Download paper | 3 |
| 8 | 2009 | GARCH AND VOLUME EFFECTS IN THE AUSTRALIAN STOCK MARKETS. (2009). Xiao, Jingliang ; Wong, Wing-Keung ; Brooks, Robert D. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:05:y:2009:i:01:n:s2010495209500055. Full description at Econpapers || Download paper | 3 |
| 9 | 2017 | A STATISTICAL RISK ASSESSMENT OF BITCOIN AND ITS EXTREME TAIL BEHAVIOR. (2017). Osterrieder, Joerg ; Lorenz, Julian. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:01:n:s2010495217500038. Full description at Econpapers || Download paper | 3 |
| 10 | 2016 | SHORT RATE FORECASTING BASED ON THE INFERENCE FROM THE CIR MODEL FOR MULTIPLE YIELD CURVE DYNAMICS. (2016). Hin, Lin-Yee ; Dokuchaev, Nikolai. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500044. Full description at Econpapers || Download paper | 2 |
| 11 | 2012 | MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN. (2012). Markowitz, Harry. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500017. Full description at Econpapers || Download paper | 2 |
| 12 | 2012 | THE THIRD FUNDAMENTAL THEOREM OF ASSET PRICING. (2012). Jarrow, Robert. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500078. Full description at Econpapers || Download paper | 2 |
| 13 | 2016 | MODELING DEPENDENCY OF VOLATILITY ON SAMPLING FREQUENCY VIA DELAY EQUATIONS. (2016). LUONG, CHUONG ; Dokuchaev, Nikolai. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:02:n:s201049521650007x. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 13:
| Year | Title | |
|---|---|---|
| 2017 | Valuing investment projects under interest rate risk: empirical evidence from European firms. (2017). Ballestra, Luca Vincenzo ; Radi, Davide ; Pacelli, Graziella. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:56:p:5662-5672. Full description at Econpapers || Download paper | |
| 2017 | Variance and Volatility Swaps and Futures Pricing for Stochastic Volatility Models. (2017). Swishchuk, Anatoliy ; Wang, Zijia. In: Papers. RePEc:arx:papers:1712.02735. Full description at Econpapers || Download paper | |
| 2017 | A pathwise inference method for the parameters of diffusion terms. (2017). Dokuchaev, Nikolai. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:29:y:2017:i:4:p:731-743. Full description at Econpapers || Download paper | |
| 2017 | Input Demand Under Joint Energy and Output Prices Uncertainties. (2017). Wong, Wing-Keung ; Guo, Xu ; Niu, Cuizhen ; Alghalith, Moawia. In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:34:y:2017:i:04:n:s021759591750018x. Full description at Econpapers || Download paper | |
| 2017 | ASYMPTOTICS OF BOND YIELDS AND VOLATILITIES FOR EXTENDED VASICEK MODELS UNDER THE REAL-WORLD MEASURE. (2017). Fergusson, K. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:01:n:s2010495217500051. Full description at Econpapers || Download paper | |
| 2017 | Valuing investment projects under interest rate risk: empirical evidence from European firms. (2017). Ballestra, Luca Vincenzo ; Radi, Davide ; Pacelli, Graziella. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:56:p:5662-5672. Full description at Econpapers || Download paper | |
| 2017 | A pathwise inference method for the parameters of diffusion terms. (2017). Dokuchaev, Nikolai. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:29:y:2017:i:4:p:731-743. Full description at Econpapers || Download paper | |
| 2017 | Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity. (2017). Platen, Eckhard ; Fergusson, Kevin. In: Papers. RePEc:arx:papers:1711.02808. Full description at Econpapers || Download paper | |
| 2017 | EQUILIBRIUM EQUITY PRICE WITH OPTIMAL DIVIDEND POLICY. (2017). Yamazaki, Akira. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:02:n:s0219024917500121. Full description at Econpapers || Download paper | |
| 2017 | Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches. (2017). Masih, Abul ; Lim, Siok Jin. In: MPRA Paper. RePEc:pra:mprapa:79752. Full description at Econpapers || Download paper | |
| 2017 | Are Trump and Bitcoin Good Partners?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1703.00308. Full description at Econpapers || Download paper | |
| 2017 | Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2. (2017). Fantazzini, Dean ; Nigmatullin, Erik ; Ivliev, Sergey ; Sukhanovskaya, Vera . In: Applied Econometrics. RePEc:ris:apltrx:0308. Full description at Econpapers || Download paper | |
| 2017 | Are Trump and Bitcoin Good Partners?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01480031. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2017
| Year | Citing document |
|---|
Recent citations received in 2016
| Year | Citing document |
|---|
Recent citations received in 2015
| Year | Citing document | |
|---|---|---|
| 2015 | What Does Bitcoin Look Like?. (2015). Selmi, Refk ; bouoiyour, jamal. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2015:v:16:i:2:bouoiyour. Full description at Econpapers || Download paper | |
| 2015 | Conversation with Mark Mizruchi:âThere is Very Little Organizational Theory Left in Sociology Departmentsâ. (2015). Mizraki, Mark . In: Journal of Economic Sociology. RePEc:hig:ecosoc:v:16:y:2015:i:3:p:14-25. Full description at Econpapers || Download paper | |
| 2015 | Greece withdraws from Euro and runs on Bitcoin; April Fools Prank or Serious Possibility?. (2015). Selmi, Refk ; bouoiyour, jamal. In: MPRA Paper. RePEc:pra:mprapa:65317. Full description at Econpapers || Download paper | |
| 2015 | Bitcoin Price: Is it really that New Round of Volatility can be on way?. (2015). Selmi, Refk ; bouoiyour, jamal. In: MPRA Paper. RePEc:pra:mprapa:65580. Full description at Econpapers || Download paper |
Recent citations received in 2014
| Year | Citing document | |
|---|---|---|
| 2014 | Recent Developments in Quantitative Finance: An Overview. (2014). Yu, Shih-Ti ; Chang, Chia-Lin ; Hu, Shing-yang . In: MPRA Paper. RePEc:pra:mprapa:58307. Full description at Econpapers || Download paper | |
| 2014 | USING TWO-PART QUANTILE REGRESSION TO ANALYZE HOW EARNINGS SHOCKS AFFECT STOCK REPURCHASES. (2014). Yu, Shih-Ti ; Lu, Yu-Lung ; Tzu, YI ; Chi, Chih-Yi. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:02:n:s2010495214400107. Full description at Econpapers || Download paper |
10 most frequent citing series
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.
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team