| 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 |
0 |
1 |
973 |
1 |
2 |
7 |
1,820 |
| A Framework for Exploring the Macroeconomic Determinants of Systematic Risk |
0 |
0 |
0 |
187 |
0 |
0 |
5 |
486 |
| A Framework for Exploring the Macroeconomic Determinants of Systematic Risk |
0 |
0 |
0 |
207 |
0 |
2 |
5 |
579 |
| A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation |
0 |
0 |
0 |
20 |
4 |
4 |
8 |
114 |
| A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation |
0 |
0 |
0 |
57 |
0 |
0 |
1 |
148 |
| A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures |
0 |
0 |
0 |
155 |
0 |
1 |
1 |
571 |
| A framework for exploring the macroeconomic determinants of systematic risk |
0 |
0 |
1 |
184 |
0 |
0 |
3 |
530 |
| A robust neighborhood truncation approach to estimation of integrated quarticity |
0 |
0 |
1 |
51 |
0 |
0 |
4 |
100 |
| An Empirical Investigation of Continuous-Time Equity Return Models |
0 |
0 |
0 |
497 |
0 |
1 |
2 |
1,274 |
| Analytic Evaluation of Volatility Forecasts |
0 |
0 |
0 |
815 |
0 |
0 |
2 |
1,881 |
| Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts |
0 |
1 |
2 |
1,580 |
0 |
3 |
9 |
3,580 |
| Assessing Measures of Order Flow Toxicity via Perfect Trade Classification |
0 |
0 |
1 |
104 |
0 |
2 |
5 |
354 |
| CORRECTING THE ERRORS: A NOTE ON VOLATILITY FORECAST EVALUATION BASED ON HIGH-FREQUENCY DATA AND REALIZED VOLATILITIES |
0 |
0 |
0 |
119 |
0 |
1 |
2 |
446 |
| Coherent Model-Free Implied Volatility: A Corridor Fix for High-Frequency VIX |
0 |
0 |
2 |
151 |
0 |
0 |
9 |
512 |
| Consistent Inference for Predictive Regressions in Persistent Economic Systems |
0 |
0 |
1 |
28 |
0 |
0 |
2 |
30 |
| Consistent Inference for Predictive Regressions in Persistent VAR Economies |
0 |
0 |
0 |
56 |
0 |
1 |
3 |
241 |
| 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 |
1 |
2 |
278 |
1 |
3 |
9 |
950 |
| Construction and Interpretation of Model-Free Implied Volatility |
0 |
0 |
0 |
119 |
0 |
0 |
1 |
344 |
| Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns |
0 |
0 |
0 |
61 |
0 |
3 |
4 |
300 |
| Continuous-time Models, Realized Volatilities, And Testable Distributional Implications For Daily Stock Returns |
0 |
0 |
0 |
373 |
0 |
1 |
5 |
929 |
| Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities |
0 |
0 |
0 |
171 |
0 |
0 |
1 |
491 |
| Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities |
0 |
0 |
0 |
421 |
1 |
2 |
3 |
953 |
| 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 |
1 |
3 |
1,947 |
| Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
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 |
0 |
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 |
390 |
| Duration-Based Volatility Estimation |
0 |
0 |
4 |
295 |
0 |
0 |
9 |
681 |
| EMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study |
0 |
0 |
0 |
499 |
0 |
1 |
3 |
1,067 |
| Exchange Rate Returns Standardized by Realized Volatility Are (Nearly) Gaussian |
0 |
0 |
0 |
303 |
0 |
0 |
1 |
1,114 |
| Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian |
0 |
0 |
1 |
495 |
0 |
3 |
5 |
1,607 |
| 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 |
0 |
0 |
247 |
1 |
2 |
6 |
554 |
| Financial Risk Measurement for Financial Risk Management |
0 |
0 |
1 |
207 |
2 |
2 |
5 |
587 |
| Financial Risk Measurement for Financial Risk Management |
1 |
1 |
4 |
182 |
3 |
5 |
17 |
547 |
| GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
1,303 |
| Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns |
0 |
0 |
1 |
549 |
1 |
3 |
6 |
1,669 |
| Intraday Trading Invariance in the E-mini S&P 500 Futures Market |
0 |
0 |
0 |
6 |
2 |
2 |
4 |
69 |
| Intraday Trading Invariance in the E-mini S&P 500 Futures Market |
0 |
1 |
1 |
38 |
3 |
17 |
36 |
187 |
| Intraday Trading Invariance in the E-mini S&P 500 Futures Market |
0 |
2 |
3 |
56 |
0 |
6 |
18 |
198 |
| Jump-Robust Volatility Estimation using Nearest Neighbor Truncation |
0 |
0 |
0 |
77 |
0 |
0 |
3 |
292 |
| Jump-Robust Volatility Estimation using Nearest Neighbor Truncation |
0 |
0 |
1 |
75 |
0 |
1 |
3 |
349 |
| Jump-robust volatility estimation using nearest neighbor truncation |
0 |
0 |
0 |
63 |
0 |
0 |
2 |
337 |
| Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange |
1 |
1 |
3 |
290 |
2 |
2 |
5 |
1,038 |
| Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange |
0 |
0 |
0 |
478 |
1 |
1 |
5 |
2,263 |
| Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange? |
0 |
0 |
2 |
356 |
0 |
0 |
5 |
1,266 |
| Modeling and Forecasting Realized Volatility |
0 |
1 |
4 |
995 |
0 |
3 |
13 |
2,180 |
| Modeling and Forecasting Realized Volatility |
0 |
0 |
1 |
1,261 |
3 |
4 |
22 |
2,999 |
| 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 |
3 |
685 |
| Option Panels in Pure-Jump Settings |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
71 |
| Parametric Inference and Dynamic State Recovery from Option Panels |
1 |
1 |
1 |
30 |
1 |
1 |
2 |
202 |
| Parametric Inference and Dynamic State Recovery from Option Panels |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
66 |
| Parametric Inference and Dynamic State Recovery from Option Panels |
0 |
0 |
0 |
35 |
0 |
0 |
3 |
152 |
| Parametric and Nonparametric Volatility Measurement |
0 |
0 |
3 |
830 |
0 |
1 |
5 |
2,111 |
| Parametric and Nonparametric Volatility Measurement |
0 |
0 |
0 |
692 |
1 |
1 |
5 |
1,606 |
| Practical Volatility and Correlation Modeling for Financial Market Risk Management |
0 |
0 |
2 |
421 |
1 |
1 |
6 |
899 |
| Practical Volatility and Correlation Modeling for Financial Market Risk Management |
0 |
0 |
0 |
569 |
1 |
1 |
1 |
1,191 |
| Practical volatility and correlation modeling for financial market risk management |
0 |
0 |
2 |
397 |
1 |
1 |
6 |
855 |
| Real-Time Detection of Local No-Arbitrage Violations |
0 |
0 |
1 |
13 |
1 |
1 |
12 |
29 |
| Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets |
0 |
0 |
0 |
149 |
0 |
0 |
1 |
508 |
| Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets |
0 |
0 |
0 |
181 |
1 |
2 |
2 |
803 |
| Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets |
0 |
0 |
0 |
218 |
0 |
3 |
7 |
678 |
| Real-time price discovery in global stock, bond and foreign exchange markets |
0 |
0 |
2 |
278 |
1 |
1 |
6 |
1,004 |
| Real-time price discovery in stock, bond and foreign exchange markets |
0 |
0 |
1 |
144 |
0 |
0 |
3 |
559 |
| Realized Beta: Persistence and Predictability |
0 |
0 |
1 |
516 |
0 |
0 |
7 |
919 |
| Realized Volatility and Multipower Variation |
0 |
0 |
1 |
116 |
0 |
1 |
4 |
277 |
| Realized beta: Persistence and predictability |
0 |
0 |
2 |
221 |
1 |
1 |
6 |
640 |
| Realized volatility |
0 |
0 |
3 |
327 |
3 |
7 |
34 |
1,200 |
| Reflecting on the VPIN Dispute |
0 |
0 |
0 |
53 |
1 |
1 |
2 |
133 |
| Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility |
1 |
1 |
4 |
170 |
1 |
3 |
16 |
563 |
| Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility |
0 |
0 |
2 |
356 |
0 |
2 |
9 |
991 |
| Short-Term Market Risks Implied by Weekly Options |
0 |
0 |
0 |
33 |
0 |
2 |
8 |
138 |
| 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 |
0 |
2 |
5 |
1,024 |
| Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility |
0 |
0 |
1 |
163 |
0 |
3 |
6 |
534 |
| Stochastic Volatility |
0 |
0 |
0 |
213 |
0 |
1 |
4 |
299 |
| Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature |
0 |
0 |
0 |
7 |
4 |
5 |
9 |
1,382 |
| Stochastic Volatility: Origins and Overview |
0 |
0 |
0 |
111 |
1 |
3 |
4 |
228 |
| Stochastic Volatility: Origins and Overview |
0 |
0 |
0 |
341 |
0 |
0 |
1 |
693 |
| Stochastic Volatility: Origins and Overview |
0 |
0 |
0 |
247 |
0 |
2 |
4 |
315 |
| Stochastic volatility |
0 |
0 |
0 |
163 |
0 |
2 |
7 |
358 |
| Testing for Parameter Instability and Structural Change in Persistent Predictive Regressions |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
32 |
| The Distribution of Exchange Rate Volatility |
0 |
0 |
1 |
531 |
0 |
1 |
3 |
1,316 |
| The Distribution of Exchange Rate Volatility |
0 |
0 |
1 |
323 |
0 |
3 |
9 |
867 |
| The Distribution of Exchange Rate Volatility |
0 |
0 |
1 |
552 |
0 |
0 |
4 |
1,445 |
| The Distribution of Stock Return Volatility |
0 |
0 |
0 |
906 |
0 |
0 |
4 |
2,401 |
| The Distribution of Stock Return Volatility |
0 |
0 |
0 |
839 |
1 |
1 |
5 |
2,239 |
| The Fine Structure of Equity-Index Option Dynamics |
0 |
0 |
0 |
45 |
0 |
0 |
1 |
114 |
| The Pricing of Short-Term market Risk: Evidence from Weekly Options |
0 |
0 |
1 |
45 |
0 |
1 |
5 |
151 |
| The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets |
0 |
0 |
1 |
54 |
0 |
1 |
7 |
182 |
| The Risk Premia Embedded in Index Options |
0 |
0 |
0 |
109 |
0 |
0 |
2 |
255 |
| The Risk Premia Embedded in Index Options |
1 |
1 |
2 |
37 |
2 |
3 |
8 |
176 |
| Time-Varying Periodicity in Intraday Volatility |
0 |
0 |
1 |
46 |
0 |
0 |
4 |
94 |
| Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span |
0 |
0 |
0 |
37 |
0 |
0 |
3 |
123 |
| VPIN and the Flash Crash |
1 |
1 |
1 |
132 |
1 |
2 |
3 |
434 |
| Volatility Forecasting |
0 |
0 |
0 |
950 |
0 |
3 |
9 |
1,277 |
| Volatility Forecasting |
0 |
0 |
2 |
561 |
1 |
2 |
7 |
1,002 |
| Volatility forecasting |
0 |
0 |
2 |
338 |
0 |
0 |
5 |
735 |
| Volatility, information feedback and market microstructure noise: A tale of two regimes |
0 |
0 |
1 |
66 |
1 |
2 |
6 |
116 |
| Total Working Papers |
6 |
12 |
77 |
27,298 |
50 |
148 |
544 |
74,730 |
| 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 |
1 |
6 |
0 |
0 |
4 |
15 |
| A Framework for Exploring the Macroeconomic Determinants of Systematic Risk |
0 |
0 |
0 |
106 |
1 |
4 |
5 |
492 |
| A ROBUST NEIGHBORHOOD TRUNCATION APPROACH TO ESTIMATION OF INTEGRATED QUARTICITY |
0 |
0 |
0 |
14 |
0 |
1 |
1 |
83 |
| A reduced form framework for modeling volatility of speculative prices based on realized variation measures |
0 |
0 |
0 |
98 |
0 |
1 |
6 |
384 |
| ANALYTICAL EVALUATION OF VOLATILITY FORECASTS |
0 |
0 |
0 |
360 |
1 |
2 |
5 |
1,001 |
| An Empirical Investigation of Continuous‐Time Equity Return Models |
0 |
0 |
3 |
111 |
0 |
0 |
8 |
387 |
| Announcement: Call for Papers for Special Issue in Honour of Stephen J. Taylor |
0 |
0 |
2 |
10 |
0 |
0 |
4 |
23 |
| Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts |
0 |
0 |
0 |
3 |
6 |
16 |
76 |
4,844 |
| Assessing Measures of Order Flow Toxicity and Early Warning Signals for Market Turbulence |
0 |
0 |
0 |
19 |
1 |
1 |
3 |
143 |
| 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 |
0 |
0 |
2 |
146 |
| Consistent inference for predictive regressions in persistent economic systems |
0 |
0 |
0 |
3 |
0 |
2 |
2 |
20 |
| Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns |
0 |
0 |
1 |
170 |
0 |
1 |
6 |
579 |
| Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities |
0 |
0 |
1 |
231 |
0 |
0 |
2 |
679 |
| Discussion |
0 |
0 |
0 |
13 |
0 |
1 |
1 |
90 |
| Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models |
1 |
1 |
1 |
52 |
1 |
1 |
4 |
343 |
| 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 |
1 |
1 |
1 |
187 |
| Editors' Report 2006 |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
53 |
| Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study |
0 |
0 |
0 |
363 |
1 |
3 |
3 |
789 |
| Estimating continuous-time stochastic volatility models of the short-term interest rate |
0 |
2 |
7 |
788 |
1 |
7 |
19 |
1,576 |
| Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian |
0 |
0 |
2 |
18 |
1 |
1 |
15 |
139 |
| Exploring Return Dynamics via Corridor Implied Volatility |
0 |
1 |
1 |
15 |
0 |
1 |
5 |
89 |
| Forecasting financial market volatility: Sample frequency vis-a-vis forecast horizon |
1 |
1 |
8 |
561 |
1 |
6 |
16 |
1,396 |
| GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
1,286 |
| GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994) |
0 |
3 |
3 |
74 |
0 |
6 |
10 |
260 |
| Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns |
0 |
0 |
2 |
198 |
2 |
4 |
13 |
663 |
| INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
12 |
| Intraday Periodic Volatility Curves |
1 |
2 |
6 |
7 |
2 |
3 |
11 |
12 |
| Intraday and interday volatility in the Japanese stock market |
2 |
2 |
4 |
229 |
2 |
4 |
9 |
908 |
| Intraday cross-sectional distributions of systematic risk |
0 |
0 |
3 |
4 |
0 |
1 |
11 |
15 |
| Intraday periodicity and volatility persistence in financial markets |
0 |
2 |
17 |
1,296 |
2 |
11 |
44 |
2,623 |
| Jump-robust volatility estimation using nearest neighbor truncation |
0 |
0 |
0 |
134 |
2 |
4 |
7 |
561 |
| Local mispricing and microstructural noise: A parametric perspective |
0 |
0 |
3 |
6 |
0 |
0 |
6 |
17 |
| Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange |
1 |
4 |
10 |
592 |
9 |
19 |
61 |
1,959 |
| Modeling and Forecasting Realized Volatility |
0 |
0 |
0 |
1,158 |
6 |
14 |
44 |
3,664 |
| 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 |
4 |
143 |
0 |
1 |
6 |
513 |
| Parametric Inference and Dynamic State Recovery From Option Panels |
0 |
0 |
1 |
9 |
1 |
1 |
2 |
135 |
| Real-time price discovery in global stock, bond and foreign exchange markets |
1 |
2 |
4 |
359 |
4 |
10 |
33 |
1,230 |
| Realized volatility forecasting and market microstructure noise |
0 |
1 |
3 |
141 |
1 |
2 |
7 |
535 |
| Recalcitrant betas: Intraday variation in the cross‐sectional dispersion of systematic risk |
0 |
0 |
0 |
1 |
0 |
0 |
10 |
29 |
| Reflecting on the VPIN dispute |
0 |
0 |
0 |
22 |
0 |
0 |
3 |
117 |
| Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility |
0 |
1 |
6 |
760 |
1 |
6 |
14 |
1,766 |
| Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility |
0 |
2 |
15 |
688 |
1 |
9 |
41 |
1,885 |
| SIMULATION-BASED ECONOMETRIC METHODS |
0 |
0 |
1 |
68 |
0 |
1 |
3 |
187 |
| Short-Term Market Risks Implied by Weekly Options |
0 |
0 |
2 |
16 |
1 |
5 |
12 |
112 |
| Some Reflections on Analysis of High-Frequency Data |
0 |
0 |
0 |
0 |
4 |
4 |
7 |
737 |
| THE ECONOMETRICS OF FINANCIAL MARKETS |
0 |
0 |
1 |
61 |
0 |
0 |
4 |
253 |
| Tail risk and return predictability for the Japanese equity market |
0 |
0 |
4 |
16 |
0 |
7 |
23 |
65 |
| Testing for parameter instability and structural change in persistent predictive regressions |
0 |
0 |
3 |
5 |
0 |
1 |
7 |
16 |
| The Distribution of Realized Exchange Rate Volatility |
1 |
1 |
4 |
212 |
1 |
4 |
13 |
672 |
| The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets |
0 |
0 |
2 |
19 |
1 |
5 |
17 |
81 |
| The distribution of realized stock return volatility |
1 |
2 |
8 |
864 |
2 |
6 |
30 |
2,225 |
| The fine structure of equity-index option dynamics |
0 |
0 |
0 |
19 |
0 |
3 |
6 |
116 |
| The risk premia embedded in index options |
0 |
3 |
8 |
164 |
3 |
11 |
23 |
527 |
| Time-Varying Periodicity in Intraday Volatility |
0 |
0 |
1 |
4 |
1 |
1 |
5 |
23 |
| Towards a unified framework for high and low frequency return volatility modeling |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
9 |
| Unified inference for nonlinear factor models from panels with fixed and large time span |
0 |
0 |
0 |
8 |
1 |
2 |
4 |
108 |
| VPIN and the flash crash |
0 |
0 |
1 |
74 |
0 |
1 |
5 |
471 |
| Variance‐ratio Statistics and High‐frequency Data: Testing for Changes in Intraday Volatility Patterns |
0 |
0 |
2 |
169 |
0 |
3 |
7 |
652 |
| Volatility measurement with pockets of extreme return persistence |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
10 |
| Total Journal Articles |
9 |
30 |
145 |
10,561 |
63 |
201 |
708 |
38,163 |
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