| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| (Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation |
0 |
1 |
2 |
973 |
1 |
2 |
6 |
1,816 |
| A Framework for Exploring the Macroeconomic Determinants of Systematic Risk |
0 |
0 |
0 |
207 |
1 |
1 |
2 |
575 |
| A Framework for Exploring the Macroeconomic Determinants of Systematic Risk |
0 |
0 |
0 |
187 |
1 |
1 |
1 |
482 |
| A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation |
0 |
0 |
0 |
20 |
1 |
2 |
2 |
108 |
| A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation |
0 |
0 |
0 |
57 |
0 |
1 |
1 |
148 |
| A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures |
0 |
0 |
0 |
155 |
0 |
0 |
0 |
570 |
| A framework for exploring the macroeconomic determinants of systematic risk |
0 |
0 |
0 |
183 |
1 |
1 |
2 |
529 |
| A robust neighborhood truncation approach to estimation of integrated quarticity |
0 |
0 |
0 |
50 |
0 |
1 |
6 |
98 |
| An Empirical Investigation of Continuous-Time Equity Return Models |
0 |
0 |
0 |
497 |
0 |
1 |
2 |
1,273 |
| Analytic Evaluation of Volatility Forecasts |
0 |
0 |
0 |
815 |
0 |
0 |
3 |
1,880 |
| Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts |
0 |
0 |
0 |
1,578 |
1 |
1 |
7 |
3,574 |
| Assessing Measures of Order Flow Toxicity via Perfect Trade Classification |
0 |
1 |
2 |
104 |
0 |
1 |
5 |
351 |
| CORRECTING THE ERRORS: A NOTE ON VOLATILITY FORECAST EVALUATION BASED ON HIGH-FREQUENCY DATA AND REALIZED VOLATILITIES |
0 |
0 |
1 |
119 |
1 |
1 |
7 |
445 |
| Coherent Model-Free Implied Volatility: A Corridor Fix for High-Frequency VIX |
0 |
0 |
7 |
150 |
1 |
1 |
12 |
508 |
| Consistent Inference for Predictive Regressions in Persistent Economic Systems |
0 |
1 |
1 |
28 |
0 |
1 |
1 |
29 |
| Consistent Inference for Predictive Regressions in Persistent VAR Economies |
0 |
0 |
0 |
56 |
1 |
2 |
3 |
240 |
| Consistent Local Spectrum (LCM) Inference for Predictive Return Regressions |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
25 |
| Construction and Interpretation of Model-Free Implied Volatility |
0 |
0 |
2 |
119 |
0 |
0 |
5 |
344 |
| Construction and Interpretation of Model-Free Implied Volatility |
0 |
0 |
0 |
276 |
0 |
2 |
7 |
945 |
| Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
296 |
| Continuous-time Models, Realized Volatilities, And Testable Distributional Implications For Daily Stock Returns |
0 |
0 |
0 |
373 |
1 |
2 |
3 |
926 |
| Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities |
0 |
0 |
0 |
171 |
0 |
1 |
1 |
491 |
| Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities |
0 |
0 |
0 |
421 |
1 |
1 |
2 |
951 |
| Cross-Sectional Dispersion of Risk in Trading Time |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
29 |
| DM-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies |
0 |
0 |
0 |
552 |
0 |
0 |
3 |
1,944 |
| Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models |
0 |
0 |
0 |
32 |
1 |
1 |
2 |
217 |
| Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models |
0 |
0 |
0 |
34 |
0 |
0 |
3 |
270 |
| Do bonds span volatility risk in the U.S. Treasury market? a specification test for affine term structure models |
0 |
0 |
0 |
70 |
0 |
0 |
1 |
389 |
| Duration-Based Volatility Estimation |
0 |
1 |
8 |
294 |
1 |
3 |
12 |
677 |
| EMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study |
0 |
0 |
1 |
499 |
0 |
0 |
3 |
1,064 |
| Exchange Rate Returns Standardized by Realized Volatility Are (Nearly) Gaussian |
0 |
0 |
0 |
303 |
0 |
0 |
4 |
1,113 |
| Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian |
0 |
0 |
2 |
495 |
0 |
0 |
4 |
1,604 |
| Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian |
0 |
0 |
0 |
304 |
0 |
0 |
0 |
840 |
| Financial Risk Measurement for Financial Risk Management |
0 |
1 |
3 |
207 |
0 |
1 |
7 |
583 |
| Financial Risk Measurement for Financial Risk Management |
0 |
1 |
1 |
179 |
2 |
7 |
11 |
538 |
| Financial Risk Measurement for Financial Risk Management |
0 |
0 |
2 |
247 |
0 |
3 |
18 |
552 |
| GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
1,302 |
| Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns |
0 |
0 |
0 |
548 |
0 |
0 |
1 |
1,664 |
| Intraday Trading Invariance in the E-mini S&P 500 Futures Market |
0 |
0 |
8 |
53 |
1 |
2 |
22 |
183 |
| Intraday Trading Invariance in the E-mini S&P 500 Futures Market |
0 |
0 |
0 |
37 |
0 |
2 |
10 |
156 |
| Intraday Trading Invariance in the E-mini S&P 500 Futures Market |
0 |
0 |
1 |
6 |
0 |
0 |
4 |
66 |
| Jump-Robust Volatility Estimation using Nearest Neighbor Truncation |
0 |
0 |
0 |
77 |
1 |
1 |
2 |
290 |
| Jump-Robust Volatility Estimation using Nearest Neighbor Truncation |
0 |
0 |
1 |
74 |
0 |
0 |
3 |
346 |
| Jump-robust volatility estimation using nearest neighbor truncation |
0 |
0 |
0 |
63 |
1 |
1 |
4 |
336 |
| Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange |
1 |
1 |
1 |
288 |
1 |
1 |
2 |
1,034 |
| Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange |
0 |
0 |
1 |
478 |
1 |
1 |
5 |
2,259 |
| Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange? |
0 |
0 |
0 |
354 |
1 |
1 |
4 |
1,262 |
| Modeling and Forecasting Realized Volatility |
0 |
0 |
1 |
992 |
1 |
2 |
8 |
2,170 |
| Modeling and Forecasting Realized Volatility |
1 |
1 |
5 |
1,261 |
3 |
7 |
20 |
2,988 |
| No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications |
0 |
0 |
0 |
233 |
0 |
1 |
1 |
683 |
| Option Panels in Pure-Jump Settings |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
71 |
| Parametric Inference and Dynamic State Recovery from Option Panels |
0 |
0 |
0 |
35 |
0 |
1 |
2 |
150 |
| Parametric Inference and Dynamic State Recovery from Option Panels |
0 |
0 |
0 |
7 |
0 |
2 |
2 |
66 |
| Parametric Inference and Dynamic State Recovery from Option Panels |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
201 |
| Parametric and Nonparametric Volatility Measurement |
0 |
3 |
7 |
830 |
0 |
4 |
11 |
2,110 |
| Parametric and Nonparametric Volatility Measurement |
0 |
0 |
0 |
692 |
1 |
2 |
6 |
1,605 |
| Practical Volatility and Correlation Modeling for Financial Market Risk Management |
0 |
0 |
0 |
569 |
0 |
0 |
6 |
1,190 |
| Practical Volatility and Correlation Modeling for Financial Market Risk Management |
0 |
1 |
2 |
420 |
1 |
3 |
7 |
897 |
| Practical volatility and correlation modeling for financial market risk management |
0 |
0 |
0 |
395 |
0 |
2 |
2 |
851 |
| Real-Time Detection of Local No-Arbitrage Violations |
0 |
0 |
2 |
12 |
3 |
3 |
14 |
21 |
| Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets |
0 |
0 |
1 |
149 |
0 |
0 |
8 |
507 |
| Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets |
0 |
0 |
1 |
218 |
1 |
2 |
6 |
673 |
| Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets |
0 |
0 |
1 |
181 |
0 |
0 |
2 |
801 |
| Real-time price discovery in global stock, bond and foreign exchange markets |
0 |
1 |
3 |
278 |
1 |
2 |
6 |
1,001 |
| Real-time price discovery in stock, bond and foreign exchange markets |
0 |
0 |
0 |
143 |
0 |
0 |
0 |
556 |
| Realized Beta: Persistence and Predictability |
0 |
0 |
3 |
516 |
1 |
2 |
7 |
915 |
| Realized Volatility and Multipower Variation |
0 |
0 |
0 |
115 |
0 |
1 |
1 |
274 |
| Realized beta: Persistence and predictability |
0 |
0 |
1 |
219 |
1 |
1 |
9 |
636 |
| Realized volatility |
0 |
0 |
3 |
326 |
0 |
2 |
28 |
1,183 |
| Reflecting on the VPIN Dispute |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
132 |
| Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility |
0 |
0 |
5 |
167 |
4 |
7 |
22 |
558 |
| Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility |
0 |
0 |
0 |
354 |
0 |
1 |
6 |
985 |
| Short-Term Market Risks Implied by Weekly Options |
0 |
0 |
1 |
33 |
0 |
1 |
8 |
135 |
| Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility |
0 |
1 |
1 |
163 |
0 |
1 |
4 |
529 |
| Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility |
0 |
0 |
0 |
354 |
1 |
1 |
3 |
1,022 |
| Stochastic Volatility |
0 |
0 |
0 |
213 |
0 |
2 |
3 |
297 |
| Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature |
0 |
0 |
0 |
7 |
1 |
3 |
10 |
1,376 |
| Stochastic Volatility: Origins and Overview |
0 |
0 |
0 |
341 |
0 |
0 |
1 |
693 |
| Stochastic Volatility: Origins and Overview |
0 |
0 |
0 |
247 |
1 |
1 |
1 |
312 |
| Stochastic Volatility: Origins and Overview |
0 |
0 |
0 |
111 |
0 |
0 |
0 |
224 |
| Stochastic volatility |
0 |
0 |
0 |
163 |
2 |
3 |
5 |
354 |
| Testing for Parameter Instability and Structural Change in Persistent Predictive Regressions |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
30 |
| The Distribution of Exchange Rate Volatility |
1 |
1 |
1 |
323 |
1 |
2 |
2 |
860 |
| The Distribution of Exchange Rate Volatility |
0 |
0 |
0 |
551 |
0 |
2 |
6 |
1,443 |
| The Distribution of Exchange Rate Volatility |
0 |
0 |
1 |
530 |
0 |
0 |
2 |
1,313 |
| The Distribution of Stock Return Volatility |
0 |
0 |
0 |
839 |
1 |
1 |
2 |
2,236 |
| The Distribution of Stock Return Volatility |
0 |
0 |
0 |
906 |
0 |
1 |
9 |
2,400 |
| The Fine Structure of Equity-Index Option Dynamics |
0 |
0 |
0 |
45 |
0 |
1 |
1 |
114 |
| The Pricing of Short-Term market Risk: Evidence from Weekly Options |
1 |
1 |
1 |
45 |
1 |
1 |
5 |
149 |
| The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets |
0 |
0 |
1 |
53 |
2 |
3 |
6 |
178 |
| The Risk Premia Embedded in Index Options |
0 |
0 |
0 |
109 |
0 |
0 |
1 |
253 |
| The Risk Premia Embedded in Index Options |
0 |
0 |
1 |
35 |
0 |
0 |
4 |
169 |
| Time-Varying Periodicity in Intraday Volatility |
0 |
0 |
0 |
45 |
0 |
1 |
5 |
91 |
| Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span |
0 |
0 |
0 |
37 |
0 |
1 |
2 |
122 |
| VPIN and the Flash Crash |
0 |
0 |
0 |
131 |
0 |
0 |
2 |
432 |
| Volatility Forecasting |
0 |
0 |
2 |
950 |
1 |
1 |
6 |
1,272 |
| Volatility Forecasting |
0 |
0 |
4 |
561 |
0 |
1 |
15 |
1,000 |
| Volatility forecasting |
0 |
0 |
3 |
337 |
0 |
1 |
9 |
733 |
| Volatility, information feedback and market microstructure noise: A tale of two regimes |
0 |
0 |
1 |
65 |
1 |
1 |
10 |
112 |
| Total Working Papers |
4 |
16 |
96 |
27,250 |
50 |
122 |
508 |
74,395 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Descriptive Study of High-Frequency Trade and Quote Option Data* |
0 |
0 |
3 |
6 |
1 |
1 |
6 |
14 |
| A Framework for Exploring the Macroeconomic Determinants of Systematic Risk |
0 |
0 |
0 |
106 |
0 |
0 |
1 |
487 |
| A ROBUST NEIGHBORHOOD TRUNCATION APPROACH TO ESTIMATION OF INTEGRATED QUARTICITY |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
82 |
| A reduced form framework for modeling volatility of speculative prices based on realized variation measures |
0 |
0 |
1 |
98 |
1 |
3 |
7 |
382 |
| ANALYTICAL EVALUATION OF VOLATILITY FORECASTS |
0 |
0 |
0 |
360 |
2 |
2 |
7 |
999 |
| An Empirical Investigation of Continuous‐Time Equity Return Models |
0 |
0 |
1 |
109 |
1 |
2 |
8 |
383 |
| Announcement: Call for Papers for Special Issue in Honour of Stephen J. Taylor |
0 |
1 |
3 |
9 |
0 |
1 |
5 |
20 |
| Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts |
0 |
0 |
0 |
3 |
7 |
18 |
102 |
4,802 |
| Assessing Measures of Order Flow Toxicity and Early Warning Signals for Market Turbulence |
0 |
0 |
1 |
19 |
0 |
0 |
2 |
140 |
| Bayesian Analysis of Stochastic Volatility Models: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
115 |
| CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
1 |
| Comment |
0 |
0 |
0 |
29 |
1 |
1 |
2 |
145 |
| Consistent inference for predictive regressions in persistent economic systems |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
18 |
| Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns |
0 |
0 |
0 |
169 |
1 |
2 |
9 |
577 |
| Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities |
0 |
0 |
3 |
231 |
0 |
0 |
6 |
678 |
| Discussion |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
89 |
| Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models |
0 |
0 |
0 |
51 |
0 |
0 |
10 |
342 |
| Editor Report 2005 |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
87 |
| Editor's Report 2004 |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
48 |
| Editorial Announcement |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
186 |
| Editors' Report 2006 |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
53 |
| Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study |
0 |
0 |
0 |
363 |
0 |
0 |
3 |
786 |
| Estimating continuous-time stochastic volatility models of the short-term interest rate |
2 |
2 |
9 |
784 |
3 |
5 |
26 |
1,566 |
| Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian |
0 |
0 |
3 |
17 |
2 |
4 |
16 |
131 |
| Exploring Return Dynamics via Corridor Implied Volatility |
0 |
0 |
0 |
14 |
1 |
1 |
2 |
85 |
| Forecasting financial market volatility: Sample frequency vis-a-vis forecast horizon |
1 |
1 |
6 |
556 |
1 |
2 |
12 |
1,385 |
| GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study |
0 |
0 |
0 |
0 |
2 |
4 |
15 |
1,282 |
| GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994) |
0 |
0 |
1 |
71 |
1 |
1 |
2 |
251 |
| Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns |
0 |
0 |
0 |
196 |
0 |
0 |
5 |
653 |
| INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
11 |
| Intraday Periodic Volatility Curves |
1 |
1 |
4 |
4 |
2 |
3 |
8 |
8 |
| Intraday and interday volatility in the Japanese stock market |
0 |
1 |
4 |
227 |
0 |
3 |
10 |
903 |
| Intraday cross-sectional distributions of systematic risk |
0 |
0 |
0 |
1 |
2 |
3 |
7 |
9 |
| Intraday periodicity and volatility persistence in financial markets |
1 |
3 |
21 |
1,287 |
2 |
5 |
44 |
2,594 |
| Jump-robust volatility estimation using nearest neighbor truncation |
0 |
0 |
0 |
134 |
1 |
2 |
15 |
556 |
| Local mispricing and microstructural noise: A parametric perspective |
0 |
0 |
0 |
3 |
1 |
1 |
4 |
12 |
| Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange |
0 |
0 |
6 |
582 |
3 |
9 |
36 |
1,913 |
| Modeling and Forecasting Realized Volatility |
0 |
0 |
0 |
1,158 |
5 |
7 |
32 |
3,640 |
| No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications |
0 |
1 |
4 |
141 |
0 |
1 |
10 |
509 |
| Parametric Inference and Dynamic State Recovery From Option Panels |
0 |
0 |
1 |
8 |
0 |
0 |
2 |
133 |
| Real-time price discovery in global stock, bond and foreign exchange markets |
0 |
0 |
1 |
355 |
1 |
4 |
20 |
1,206 |
| Realized volatility forecasting and market microstructure noise |
1 |
1 |
4 |
139 |
1 |
1 |
16 |
530 |
| Recalcitrant betas: Intraday variation in the cross‐sectional dispersion of systematic risk |
0 |
0 |
1 |
1 |
0 |
2 |
13 |
27 |
| Reflecting on the VPIN dispute |
0 |
0 |
1 |
22 |
1 |
1 |
6 |
116 |
| Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility |
2 |
3 |
8 |
758 |
3 |
4 |
11 |
1,757 |
| Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility |
2 |
3 |
24 |
680 |
4 |
9 |
73 |
1,863 |
| SIMULATION-BASED ECONOMETRIC METHODS |
0 |
0 |
0 |
67 |
0 |
0 |
0 |
184 |
| Short-Term Market Risks Implied by Weekly Options |
0 |
0 |
4 |
16 |
1 |
1 |
9 |
105 |
| Some Reflections on Analysis of High-Frequency Data |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
730 |
| THE ECONOMETRICS OF FINANCIAL MARKETS |
0 |
1 |
3 |
61 |
0 |
4 |
7 |
253 |
| Tail risk and return predictability for the Japanese equity market |
1 |
1 |
4 |
14 |
1 |
3 |
15 |
47 |
| Testing for parameter instability and structural change in persistent predictive regressions |
1 |
1 |
1 |
3 |
1 |
1 |
3 |
11 |
| The Distribution of Realized Exchange Rate Volatility |
1 |
1 |
4 |
209 |
1 |
3 |
12 |
663 |
| The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets |
0 |
1 |
2 |
19 |
2 |
3 |
11 |
70 |
| The distribution of realized stock return volatility |
0 |
1 |
4 |
858 |
2 |
9 |
26 |
2,208 |
| The fine structure of equity-index option dynamics |
0 |
0 |
0 |
19 |
0 |
2 |
3 |
113 |
| The risk premia embedded in index options |
0 |
1 |
14 |
158 |
0 |
1 |
29 |
508 |
| Time-Varying Periodicity in Intraday Volatility |
0 |
0 |
1 |
4 |
0 |
1 |
5 |
20 |
| Towards a unified framework for high and low frequency return volatility modeling |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
8 |
| Unified inference for nonlinear factor models from panels with fixed and large time span |
0 |
0 |
0 |
8 |
1 |
2 |
3 |
106 |
| VPIN and the flash crash |
0 |
0 |
4 |
73 |
0 |
0 |
12 |
467 |
| Variance‐ratio Statistics and High‐frequency Data: Testing for Changes in Intraday Volatility Patterns |
0 |
0 |
1 |
167 |
0 |
0 |
3 |
646 |
| Volatility measurement with pockets of extreme return persistence |
0 |
0 |
0 |
0 |
1 |
2 |
10 |
10 |
| Total Journal Articles |
13 |
24 |
152 |
10,468 |
62 |
137 |
709 |
37,723 |
LogEc is hosted by the
Örebro University School of Business.