| Pontos | Posição | |
|---|---|---|
| CEF.UP+NIPE (average of all rankings) (2012) | 16.92 | 272/501 |
| ABS (2010) | 50.0 | 186/288 |
| Australian RC (2010) | 50.0 | 314/479 |
| Ideas discounted recursive impact factor (2012) | 0.34 | 318/396 |
| Qualis (2008) | 50.0 | 154/200 |
| Source Normalized Impact per Paper (SNIP) (2011) | 7.57 | 326/476 |
| SJR - Scimago (2021) | 0.36 | 430/558 |
| SJR - Scimago (2019) | 0.39 | 392/549 |
| Count (2021) | 1.0 | 44/662 |
The Fractional Volatility Model and Rough Volatility
Rui Vilela Mendes
vol. 26, 2023, p. .
Pricing Double Barrier Options on Homogeneous Diffusions: A Neumann Series of Bessel Functions Representation
Igor V. Kravchenko,
Vladislav V. Kravchenko,
Sergii M. Torba,
José Carlos Dias
vol. 22, 2019, p. 1-24.
A Liquidation Risk Adjustment for Value at Risk and Expected Shortfall
Lakshithe Wagalath ,
Jorge P. Zubelli
vol. 21, 2018, p. 1-21.
Out-of-Sample Stock Return Prediction Using Higher-Order Moments
José Afonso Faias,
Tiago Castel-Branco
vol. 21, 2018, p. 1-27.
Hedging (Co)variance Risk with Variance Swaps
José da Fonseca,
Martino Grasselli,
Florian Ielpo
vol. 14, 2011, p. 899-943.
A Process-Reconstruction Analysis of Market Fluctuations
Rui Vilela Mendes,
Ricardo Lima,
Tanya Araújo
vol. 5, 2002, p. 797-821.
Market Power and Feedback Effects from Hedging Derivatives
João Amaro de Matos,
João Sobral do Rosário
vol. 5, 2002, p. 845-875.