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Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
8
Impact Factor (IF)
0.16
5 Years IF
0.15
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
2015 0 0.55 0.1 0 31 31 79 2 3 0 0 0 2 0.06 0.23
2016 0.29 0.53 0.15 0.29 31 62 53 9 12 31 9 31 9 1 11.1 0 0.21
2017 0.29 0.54 0.2 0.29 36 98 72 20 32 62 18 62 18 4 20 2 0.06 0.22
2018 0.37 0.55 0.41 0.46 41 139 48 57 89 67 25 98 45 9 15.8 5 0.12 0.24
2019 0.34 0.57 0.31 0.29 34 173 31 53 142 77 26 139 41 5 9.4 4 0.12 0.23
2020 0.15 0.68 0.17 0.19 53 226 28 39 181 75 11 173 33 8 20.5 1 0.02 0.32
2021 0.14 0.81 0.16 0.16 36 262 19 41 222 87 12 195 31 0 1 0.03 0.3
2022 0.16 0.86 0.18 0.18 56 318 16 56 278 89 14 200 35 0 2 0.04 0.26
2023 0.16 0.92 0.14 0.15 33 351 4 49 327 92 15 220 32 0 0 0.27
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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
12015An asymptotic expansion of forward-backward SDEs with a perturbed driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500206.

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22
22016Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets. (2016). Habtemicael, Semere ; Sengupta, Indranil. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s2424786316500274.

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16
32017Do market competition and development indicators matter for banks’ risk, capital, and efficiency relationship?. (2017). Zheng, Changjun ; Moudud-Ul, Syed ; Gupta, Anupam Das. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s242478631750027x.

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11
42015Static models of central counterparty risk. (2015). Ghamami, Samim. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500115.

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11
52018Optimal dynamic pairs trading of futures under a two-factor mean-reverting model. (2018). Leung, Tim ; Yan, Raphael. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:03:n:s2424786318500275.

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10
62017Style analysis with particle filtering and generalized simulated annealing. (2017). Fukui, Takaya ; Takahashi, Akihiko ; Sato, Seisho. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500372.

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10
72017Dynamic mean variance asset allocation: Tests for robustness. (2017). Forsyth, Peter A ; Vetzal, Kenneth R. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500219.

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9
82015Local risk-minimization for Lévy markets. (2015). Arai, Takuji ; Suzuki, Ryoichi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500152.

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8
92017Performance of banking industry in Bangladesh: Insights of CAMEL rating. (2017). Moudud-Ul, Syed. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500062.

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8
102019A stochastic control approach to managed futures portfolios. (2019). Leung, Tim ; Yan, Raphael. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500051.

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7
112015Revisiting variance gamma pricing: An application to S&P500 index options. (2015). Mozumder, Sharif ; Dowd, Kevin ; Sorwar, Ghulam. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s242478631550022x.

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7
122018Factors affecting investment decision-making in Pakistan stock exchange. (2018). Ramzan, M ; Saeed, Tahir ; Mumtaz, Adeel. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:04:n:s2424786318500330.

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6
132016Pricing European options and currency options by time changed mixed fractional Brownian motion with transaction costs. (2016). Shokrollahi, Foad ; Magdziarz, Marcin ; Kiliman, Adem. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:01:n:s2424786316500031.

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6
142020An acceleration scheme for deep learning-based BSDE solver using weak expansions. (2020). Yamada, Toshihiro ; Naito, Riu. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:02:n:s2424786320500127.

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6
152016Co-movement analysis of Asian stock markets against FTSE100 and S&P 500: Wavelet-based approach. (2016). Yilmaz, Adil ; Unal, Gazanfer. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s242478631650033x.

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5
162018Financial management and forecasting using business intelligence and big data analytic tools. (2018). Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:02:n:s2424786318500111.

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5
172021Fintech firms and banks sustainability: Why cybersecurity risk matters?. (2021). Najaf, Rabia ; Mostafiz, Md Imtiaz. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:02:n:s2424786321500195.

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5
182015Program trading and its risk analysis based on agent-based computational finance. (2015). Xiong, Xiong ; Zhang, Yongjie ; Yuan, Hailiang. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500140.

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5
192017Optimal execution of limit and market orders with trade director, speed limiter, and fill uncertainty. (2017). Leung, Tim ; Ward, Brian ; Concha, Julio ; Bulthuis, Brian. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500207.

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5
202020Bilateral multiple gamma returns: Their risks and rewards. (2020). Wang, King ; Schoutens, Wim ; Madan, Dilip B. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:01:n:s2424786320500085.

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4
212017Banks’ capital regulation and risk: Does bank vary in size? Empirical evidence from Bangladesh. (2017). Zheng, Changjun ; Moudud-Ul, Syed. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500256.

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4
222018Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change. (2018). Tong, Zhigang ; Liu, Allen. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:01:n:s2424786318500020.

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4
232018An analytical solution for the HJB equation arising from the Merton problem. (2018). Zhu, Song-Ping ; Ma, Guiyuan. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:01:n:s2424786318500081.

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4
242019Platforms oriented business and data analytics in digital ecosystem. (2019). Triptahi, A R ; Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:04:n:s2424786319500361.

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4
252020IoT Platform Business Model for Innovative Management Systems. (2020). Tripathi, A R ; Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:03:n:s2424786320500309.

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4
262017Contingent conversion convertible bond: New avenue to raise bank capital. (2017). Campolongo, Francesca ; Schoutens, Wim ; de Spiegeleer, Jan ; di Girolamo, Francesca Erica. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500013.

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4
272015Fast numerical method for pricing of variable annuities with guaranteed minimum withdrawal benefit under optimal withdrawal strategy. (2015). Luo, Xiaolin ; Shevchenko, Pavel V. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:03:n:s2424786315500243.

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4
282021Informal institution and corporate innovation: From the perspective of social trust. (2021). Hao, Huang ; Zhao, Ling. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:03:n:s2424786321420056.

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4
292015Analytical valuation of autocallable notes. (2015). Guillaume, Tristan. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500164.

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3
302017Co-movement of precious metals and forecasting using scale by scale wavelet transform. (2017). Oral, Emrah ; Unal, Gazanfer. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500074.

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3
312022A state space modeling for proactive management in equity investment. (2022). Takahashi, Soichiro. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:09:y:2022:i:04:n:s2424786322500256.

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3
322017Approximate pricing of European and Barrier claims in a local-stochastic volatility setting. (2017). Barger, Weston ; Lorig, Matthew. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500189.

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3
332017Pricing currency options in the Heston/CIR double exponential jump-diffusion model. (2017). Ahlip, Rehez ; Prodan, Ante. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s242478631750013x.

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3
342016Optimal pairs trading with time-varying volatility. (2016). Li, Thomas Nanfeng ; Tourin, Agnes . In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500237.

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3
352020Platform business model on state-of-the-art business learning use case. (2020). Tripathi, A R ; Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:02:n:s2424786320500152.

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3
362015Risk-return trade-off, information diffusion, and U.S. stock market predictability. (2015). Xie, Haibin ; Wang, Shouyang. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:04:n:s2424786315500383.

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3
372017Pólya-based approximation for the ATM-forward implied volatility. (2017). Mati, Ivan ; Stefanica, Dan ; Radoii, Rado. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500323.

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3
382019Pricing S&P500 barrier put option of American type under Heston–CIR model with regime-switching. (2019). Noorani, Idin ; Mehrdoust, Farshid. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:02:n:s2424786319500142.

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3
392016Modeling liquidation risk with occupation times. (2016). Makarov, Roman N. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s2424786316500286.

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3
402019The general dynamic risk assessment for the enterprise by the hologram approach in financial technology. (2019). Wang, Huiqi ; Yuan, George Xianzhi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500014.

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3
412021Calibration of the Heston stochastic local volatility model: A finite volume scheme. (2021). Oeltz, Daniel ; Koster, Frank ; Engelmann, Bernd. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:01:n:s2424786320500486.

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3
422016Trading VIX futures under mean reversion with regime switching. (2016). Li, Jiao. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500213.

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3
432015Stochastic simulation framework for the limit order book using liquidity-motivated agents. (2015). Peters, Gareth W ; Panayi, Efstathios. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500139.

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3
442017Analytical pricing formulas for discretely sampled generalized variance swaps under stochastic time change. (2017). Tong, Zhigang ; Liu, Allen. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500281.

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3
452016Pricing corporate bonds with interest rates following double square-root process. (2016). Lo, Chi-Fai ; Hui, Cho-Hoi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500158.

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3
462015Self-financing strategy expression in general shape limit order book with market impacts in continuous time. (2015). Saito, Taiga. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:03:n:s2424786315500346.

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2
472020On the consistency of jump-diffusion dynamics for FX rates under inversion. (2020). Pallavicini, Andrea ; Brigo, Damiano ; Graceffa, Federico. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:04:n:s2424786320500462.

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2
482018Exact solutions for time-fractional Fokker–Planck–Kolmogorov equation of Geometric Brownian motion via Lie point symmetries. (2018). Naderifard, Azadeh ; Hejazi, Reza S ; Dastranj, Elham. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:02:n:s2424786318500093.

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2
4920232
502021Empirical performance of stochastic volatility option pricing models. (2021). Nguyen, Tri Minh ; Anh, Ngoc Quynh ; Stilger, Przemyslaw S. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:01:n:s2424786320500565.

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2
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12021Fintech firms and banks sustainability: Why cybersecurity risk matters?. (2021). Najaf, Rabia ; Mostafiz, Md Imtiaz. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:02:n:s2424786321500195.

Full description at Econpapers || Download paper

5
22015Revisiting variance gamma pricing: An application to S&P500 index options. (2015). Mozumder, Sharif ; Dowd, Kevin ; Sorwar, Ghulam. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s242478631550022x.

Full description at Econpapers || Download paper

5
32017Dynamic mean variance asset allocation: Tests for robustness. (2017). Forsyth, Peter A ; Vetzal, Kenneth R. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500219.

Full description at Econpapers || Download paper

4
42021Informal institution and corporate innovation: From the perspective of social trust. (2021). Hao, Huang ; Zhao, Ling. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:03:n:s2424786321420056.

Full description at Econpapers || Download paper

4
52016Pricing European options and currency options by time changed mixed fractional Brownian motion with transaction costs. (2016). Shokrollahi, Foad ; Magdziarz, Marcin ; Kiliman, Adem. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:01:n:s2424786316500031.

Full description at Econpapers || Download paper

4
62020An acceleration scheme for deep learning-based BSDE solver using weak expansions. (2020). Yamada, Toshihiro ; Naito, Riu. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:02:n:s2424786320500127.

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4
72022A state space modeling for proactive management in equity investment. (2022). Takahashi, Soichiro. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:09:y:2022:i:04:n:s2424786322500256.

Full description at Econpapers || Download paper

3
82017Do market competition and development indicators matter for banks’ risk, capital, and efficiency relationship?. (2017). Zheng, Changjun ; Moudud-Ul, Syed ; Gupta, Anupam Das. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s242478631750027x.

Full description at Econpapers || Download paper

3
92019The general dynamic risk assessment for the enterprise by the hologram approach in financial technology. (2019). Wang, Huiqi ; Yuan, George Xianzhi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500014.

Full description at Econpapers || Download paper

3
102015An asymptotic expansion of forward-backward SDEs with a perturbed driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500206.

Full description at Econpapers || Download paper

3
112020Bilateral multiple gamma returns: Their risks and rewards. (2020). Wang, King ; Schoutens, Wim ; Madan, Dilip B. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:01:n:s2424786320500085.

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3
122018Factors affecting investment decision-making in Pakistan stock exchange. (2018). Ramzan, M ; Saeed, Tahir ; Mumtaz, Adeel. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:04:n:s2424786318500330.

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2
132021Calibration of the Heston stochastic local volatility model: A finite volume scheme. (2021). Oeltz, Daniel ; Koster, Frank ; Engelmann, Bernd. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:01:n:s2424786320500486.

Full description at Econpapers || Download paper

2
142015Analytical valuation of autocallable notes. (2015). Guillaume, Tristan. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500164.

Full description at Econpapers || Download paper

2
152021Empirical performance of stochastic volatility option pricing models. (2021). Nguyen, Tri Minh ; Anh, Ngoc Quynh ; Stilger, Przemyslaw S. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:01:n:s2424786320500565.

Full description at Econpapers || Download paper

2
162016Optimal pairs trading with time-varying volatility. (2016). Li, Thomas Nanfeng ; Tourin, Agnes . In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500237.

Full description at Econpapers || Download paper

2
172017Approximate pricing of European and Barrier claims in a local-stochastic volatility setting. (2017). Barger, Weston ; Lorig, Matthew. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500189.

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2
182022Dynamic links between renewable energy, commodities, and financial stock markets: Implications for portfolio diversification. (2022). Naifar, Nader ; Mroua, Mourad ; Bouattour, Hejer. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:09:y:2022:i:01:n:s2424786321500237.

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2
192019Testing of binary regime switching models using squeeze duration analysis. (2019). Goswami, Anindya ; Das, Milan Kumar. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500063.

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2
202019Platforms oriented business and data analytics in digital ecosystem. (2019). Triptahi, A R ; Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:04:n:s2424786319500361.

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2
212016Modeling liquidation risk with occupation times. (2016). Makarov, Roman N. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s2424786316500286.

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2
222017Optimal execution of limit and market orders with trade director, speed limiter, and fill uncertainty. (2017). Leung, Tim ; Ward, Brian ; Concha, Julio ; Bulthuis, Brian. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500207.

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2
2320232
242019Optimal dynamic futures portfolio in a regime-switching market framework. (2019). Leung, Tim ; Zhou, Yang. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:04:n:s2424786319500348.

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2
252020Financial inclusion and bank stability controversy: Evidence from South Asian region. (2020). Shehzad, Khurram ; Rafique, Amir ; Alvi, Muhammad Amir. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:04:n:s2424786320500383.

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2
262018An analytical solution for the HJB equation arising from the Merton problem. (2018). Zhu, Song-Ping ; Ma, Guiyuan. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:01:n:s2424786318500081.

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2
272018Financial management and forecasting using business intelligence and big data analytic tools. (2018). Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:02:n:s2424786318500111.

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2
282020Platform business model on state-of-the-art business learning use case. (2020). Tripathi, A R ; Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:02:n:s2424786320500152.

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2
292019Pricing S&P500 barrier put option of American type under Heston–CIR model with regime-switching. (2019). Noorani, Idin ; Mehrdoust, Farshid. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:02:n:s2424786319500142.

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302018Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change. (2018). Tong, Zhigang ; Liu, Allen. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:01:n:s2424786318500020.

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312020IoT Platform Business Model for Innovative Management Systems. (2020). Tripathi, A R ; Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:03:n:s2424786320500309.

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Citing documents used to compute impact factor: 15
YearTitle
2023Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure. (2023). Lin, Sha ; He, Xinjiang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:951-967.

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2023Deep learning techniques for financial time series forecasting: A review of recent advancements: 2020-2022. (2023). Ibrahim, Roslina Binti ; Amir, Nilam Nur ; Zhang, Cheng. In: Papers. RePEc:arx:papers:2305.04811.

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2023Zero-day and zero-click attacks on digital banking: a comprehensive review of double trouble. (2023). Adnan, Muhammad ; Yasmeen, Kausar. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:4:d:10.1057_s41283-023-00130-4.

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2023The Impact of ICT on the Profitability of Indian Banks: The Moderating Role of NPA. (2023). Kappal, Jyoti Mehndiratta ; Tejasmayee, Pracheta ; Parashar, Neha ; Rastogi, Shailesh ; Thakur, Swapnilsingh. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:211-:d:1106851.

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2023Social trust and firm innovation: Evidence from China. (2023). Niu, Geng ; Kuai, Yicheng ; Guo, Mengmeng ; Ding, Xiaoya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:474-493.

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2023Do informal institutions matter for the economic resilience of European regions? A study of the post-2008 shock. (2023). Ghinoi, Stefano ; Silvestri, Francesco ; Rubini, Lauretta ; Prodi, Elena. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:40:y:2023:i:1:d:10.1007_s40888-022-00293-5.

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2023
2023Multiscale Volatility Analysis for Noisy High-Frequency Prices. (2023). Leung, Tim ; Zhao, Theodore. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:7:p:117-:d:1179658.

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2023Investing in the Future: A Systematic Literature Review on Renewable Energy and its Impact on Financial Returns. (2023). Azam, Sardor ; Sharipova, Zebo ; Odilova, Shoirahon. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-34.

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2023On the feasibility of a debt redemption fund. (2023). Marazzina, Daniele ; Brachetta, Matteo ; Barucci, Emilio. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003789.

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2023THE SELECTION OF CONTROL VARIABLES IN CAPITAL STRUCTURE RESEARCH WITH MACHINE LEARNING. (2023). Bilgin, Rumeysa. In: SocArXiv. RePEc:osf:socarx:e26qf.

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2023Discovering Capital Structure Determinants for SAARC Energy Firms. (2023). Adnan, Qazi Muhammad ; Salahuddin, Sultan ; Rehan, Raja ; Ghani, Erlane K. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-18.

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2023Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation. (2023). Yamamoto, Rei ; Tanaka, Katsuhiro. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00450-6.

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2023Investigating the Spatial Spillover Effect of Transportation Infrastructure on Green Total Factor Productivity. (2023). Kumari, Sonia ; Yang, Xuying ; Wang, Jian. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:6:p:2733-:d:1097827.

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2023Be greedy when others are fearful: Evidence from a two-decade assessment of the NDX 100 and S&P 500 indexes. (2023). Ni, Yensen ; Day, Min-Yuh. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003721.

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Recent citations
Recent citations received in 2023

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Recent citations received in 2022

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2022Multi-Agent Model Based Proactive Risk Management For Equity Investment. (2022). Takahashi, Akihiko ; Mita, Daiya. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1207.

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2022COVID-19 pandemic impact on investment prospective in selected CEE stock markets: A stochastic dominance approach. (2022). Gardijan, Kedo Margareta. In: Croatian Review of Economic, Business and Social Statistics. RePEc:vrs:crebss:v:8:y:2022:i:2:p:28-42:n:3.

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Recent citations received in 2021

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2021Die österreichische Land- und Forstwirtschaft im Kontext der Bioökonomie. (2021). Sinabell, Franz. In: WIFO Monatsberichte (monthly reports). RePEc:wfo:monber:y:2021:i:9:p:651-664.

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Recent citations received in 2020

YearCiting document
2020Literature review on business prototypes for digital platform. (2020). Tripathi, A R ; Mishra, Shrutika. In: Journal of Innovation and Entrepreneurship. RePEc:spr:joiaen:v:9:y:2020:i:1:d:10.1186_s13731-020-00126-4.

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