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PhD Thesis / Finance Discipline Group, UTS Business School, University of Technology, Sydney

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
4
Impact Factor
0
5 Years IF
0
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0 0 0 0 0 0 0 0 0 0
1991 0 0 0 0 0 0 0 0 0 0 0
1992 0 0 0 0 0 0 0 0 0 0 0
1993 0 0 0 0 0 0 0 0 0 0 0
1994 0 0 0 0 0 0 0 0 0 0 0
1995 0 0 0 0 0 0 0 0 0 0 0
1996 0 0 0 0 0 0 0 0 0 0 0
1997 0 0 0 0 0 0 0 0 0 0 0
1998 0 0 0 0 0 0 0 0 0 0 0
1999 0 0 0 0 0 0 0 0 0 0 0
2000 0 0 0 0 0 0 0 0 0 0 0
2001 0 0 0 2 2 0 0 0 0 0 0
2002 0 0 0 0 2 0 0 2 2 0 0
2003 0.5 1.5 0.5 0 2 0 1 3 2 1 2 1 0 0
2004 0 0.5 0 2 4 0 5 0 2 0 0
2005 0 0.25 0 4 8 3 2 7 2 4 0 2 0.5
2006 0 0 0 0 8 0 7 6 8 0 0
2007 0.25 0.14 0.17 6 14 45 2 9 4 1 6 1 0 0
2008 0 0 0 0 14 0 9 6 12 0 0
2009 0 0.06 0 4 18 11 1 10 6 12 0 1 0.25
2010 0.25 0.08 0.14 8 26 0 2 12 4 1 14 2 0 0
2011 0 0.1 0.11 4 30 0 3 15 12 18 2 0 1 0.25
2012 0 0.32 0.32 8 38 0 12 27 12 22 7 0 0
2013 0 0.15 0.04 8 46 1 7 34 12 24 1 3 42.9 0
2014 0 0.29 0.09 6 52 5 15 49 16 32 3 0 0
2015 0.29 0.16 0.12 12 64 0 10 59 14 4 34 4 1 10 1 0.08
2016 0.11 0.09 0.08 6 70 0 6 65 18 2 38 3 0 0
2017 0 0.05 0 4 74 0 4 69 18 40 0 0
2018 0 0.18 0 8 82 0 15 84 10 36 3 20 0
2019 0 0.06 0 8 90 0 5 89 12 36 0 0
2020 0 0.05 0 5 95 0 5 94 16 38 0 0
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
50 most cited documents in this series
#YearTitleCited
12007Numerical Solution of Stochastic Differential Equations with Jumps in Finance. (2007). Bruti-Liberati, Nicola . In: PhD Thesis. RePEc:uts:finphd:1.

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36
22007Numerical Solution of Stochastic Differential Equations with Jumps in Finance. (2007). , Nicolabruti-Liberati ; Bruti-Liberati, Nicola . In: PhD Thesis. RePEc:uts:finphd:1-2007.

Full description at Econpapers || Download paper

28
32009Strict Local Martingales in Continuous Financial Market Models. (2009). Hulley, Hardy . In: PhD Thesis. RePEc:uts:finphd:19.

Full description at Econpapers || Download paper

12
42014Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai. In: PhD Thesis. RePEc:uts:finphd:13.

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6
52005A 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.

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4
62005A 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.

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4
72013Modeling Diversified Equity Indices. (2013). Rendek, Renata . In: PhD Thesis. RePEc:uts:finphd:23.

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2
82007Pricing of Contingent Claims Under the Real-World Measure. (2007). Miller, Shane . In: PhD Thesis. RePEc:uts:finphd:25.

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1
92014Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai. In: PhD Thesis. RePEc:uts:finphd:1-2014.

Full description at Econpapers || Download paper

1
102001Bankruptcy Probability: A Theoretical and Empirical Examination. (2001). Peat, Maurice. In: PhD Thesis. RePEc:uts:finphd:20.

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1
112011Credit Risk Modelling in Markovian HJM Term Structure Class of Models with Stochastic Volatility. (2011). Maina, Samuel Chege . In: PhD Thesis. RePEc:uts:finphd:5.

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1
122009Strict Local Martingales in Continuous Financial Market Models. (2009). Hulley, Hardy. In: PhD Thesis. RePEc:uts:finphd:2-2009.

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1
132015Price Discovery in US and Australian Stock and Options Markets. (2015). Patel, Vinay . In: PhD Thesis. RePEc:uts:finphd:27.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12007Numerical Solution of Stochastic Differential Equations with Jumps in Finance. (2007). , Nicolabruti-Liberati ; Bruti-Liberati, Nicola . In: PhD Thesis. RePEc:uts:finphd:1-2007.

Full description at Econpapers || Download paper

7
22007Numerical 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

2
Citing documents used to compute impact factor:
YearTitle
Recent citations