PhD Thesis / Finance Discipline Group, UTS Business School, University of Technology, Sydney
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[50 most relevant papers]
[cites used to compute IF]
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0.5| IF: | Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until 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: | selft citations in y to articles published in y-1 plus y-2 |
| %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 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2007 | Numerical Solution of Stochastic Differential Equations with Jumps in Finance. (2007). Bruti-Liberati, Nicola . In: PhD Thesis. RePEc:uts:finphd:1. Full description at Econpapers || Download paper | 36 |
| 2 | 2009 | Strict Local Martingales in Continuous Financial Market Models. (2009). Hulley, Hardy . In: PhD Thesis. RePEc:uts:finphd:19. Full description at Econpapers || Download paper | 11 |
| 3 | 2014 | Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai. In: PhD Thesis. RePEc:uts:finphd:13. Full description at Econpapers || Download paper | 5 |
| 4 | 2005 | A Class of Markovian Models for the Term Structure of Interest Rates Under Jump-Diffusions. (2005). Nikitopoulos-Sklibosios, Christina . In: PhD Thesis. RePEc:uts:finphd:1-2005. Full description at Econpapers || Download paper | 4 |
| 5 | 2005 | A Class of Markovian Models for the Term Structure of Interest Rates Under Jump-Diffusions. (2005). Nikitopoulos-Sklibosios, Christina . In: PhD Thesis. RePEc:uts:finphd:6. Full description at Econpapers || Download paper | 4 |
| 6 | 2013 | Modeling Diversified Equity Indices. (2013). Rendek, Renata . In: PhD Thesis. RePEc:uts:finphd:23. Full description at Econpapers || Download paper | 2 |
| 7 | 2007 | Pricing of Contingent Claims Under the Real-World Measure. (2007). Miller, Shane . In: PhD Thesis. RePEc:uts:finphd:25. Full description at Econpapers || Download paper | 1 |
| 8 | 2001 | Bankruptcy Probability: A Theoretical and Empirical Examination. (2001). Peat, Maurice. In: PhD Thesis. RePEc:uts:finphd:20. Full description at Econpapers || Download paper | 1 |
| 9 | 2011 | Credit Risk Modelling in Markovian HJM Term Structure Class of Models with Stochastic Volatility. (2011). Maina, Samuel Chege . In: PhD Thesis. RePEc:uts:finphd:5. Full description at Econpapers || Download paper | 1 |
| 10 | 2015 | Price Discovery in US and Australian Stock and Options Markets. (2015). Patel, Vinay . In: PhD Thesis. RePEc:uts:finphd:27. Full description at Econpapers || Download paper | 1 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2007 | Numerical Solution of Stochastic Differential Equations with Jumps in Finance. (2007). Bruti-Liberati, Nicola . In: PhD Thesis. RePEc:uts:finphd:1. Full description at Econpapers || Download paper | 11 |
| 2 | 2009 | Strict Local Martingales in Continuous Financial Market Models. (2009). Hulley, Hardy . In: PhD Thesis. RePEc:uts:finphd:19. Full description at Econpapers || Download paper | 2 |
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