| Pontos | Posição | |
|---|---|---|
| CEF.UP+NIPE (average of all rankings) (2012) | 25.03 | 174/501 |
| ABS (2010) | 75.0 | 129/288 |
| Australian RC (2010) | 75.0 | 184/479 |
| CNRS (2008) | 40.0 | 210/336 |
| Combes and Linnemer (2003) | 17.0 | 136/253 |
| ISI, JCR SSE, Article Influence Score (2010) | 2.52 | 267/316 |
| ISI, JCR SSE, Impact Factor (2010) | 6.28 | 305/388 |
| Lubrano et al (2003) | 20.0 | 165/211 |
| Schneider and Ursprung (2008) | 20.0 | 267/278 |
| Source Normalized Impact per Paper (SNIP) (2011) | 12.32 | 186/476 |
| Article Influence Score (2021) | 0.5 | 313/409 |
| Article Influence Score (2019) | 0.41 | 303/428 |
| Impact Factor (2021) | 2.35 | 205/409 |
| Impact Factor (2019) | 1.36 | 256/440 |
| Impact Factor (5 year) (2021) | 2.32 | 228/409 |
| Impact Factor (5 year) (2019) | 1.5 | 253/428 |
| SJR - Scimago (2021) | 0.99 | 204/558 |
| SJR - Scimago (2019) | 0.69 | 277/549 |
| Count (2021) | 1.0 | 390/662 |
Short-Term Market Impact of Black Sea Grain Initiative on Four Grain Markets
Antonio Miguel Martins
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Option Prices for Risk-Neutral Density Estimation Using Nonparametric Methods through Big Data and Large-Scale Problems
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António Santos
vol. 42, 2022, p. 152-171.
Semivariance and Semiskew Risk Premiums in Currency Markets
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Edem Dawui
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Correlation and Lead-Lag Relationships in a Hawkes Microstructure Model
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The Binomial CEV Model and the Greeks
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vol. 37, 2017, p. 90-104.
Clustering and Mean Reversion in a Hawkes Microstructure Model
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Riadh Zaatour
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Implied Risk Neutral Densities from Option Prices: Hypergeometric, Spline, Lognormal, and Edgeworth Functions
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Joao Guerra
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Hawkes Process: Fast Calibration, Application to Trade Clustering, and Diffusive Limit
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A Joint Analysis of the Term Structure of Credit Default Swap Spreads and the Implied Volatility Surface
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vol. 33, 2013, p. 494-517.
Pricing Real Options under the Constant Elasticity of Variance Diffusion
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João Pedro Vidal Nunes
vol. 31, 2011, p. 230-250.
Closed-Form Option Pricing Formulas with Extreme Events
Antonio Camara,
Steven Heston
vol. 28, 2008, p. 213-230.
Multifactor and Analytical Valuation of Treasury Bond Futures with an Embedded Quality Option
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Luís Alberto Ferreira de Oliveira
vol. 27, 2007, p. 275-303.
Option Pricing for the Transformed-Binomial Class
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San-Lin Chung
vol. 26, 2006, p. 759-787.
A Contango-Constrained Model for Storable Commodity Prices
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Stewart Hodges
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The Realized Volatility of FTSE-100 Futures Prices
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Stephen Taylor
vol. 22, 2002, p. 627-648.
The Valuation of Options with Restrictions on Preferences and Distributions
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vol. 12, 2001, p. 1091-1117.
Memory in Returns and Volatilities of Futures' Contracts
Nuno Crato,
Bonnie Ray
vol. 20, 2000, p. 525-543.
Reliability of Soybean and Corn Option-Based Probability Assessments
Elvira Silva,
Kandice Kahl
vol. 13, 1993, p. 765-779.