| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Diagnostic Criterion for Approximate Factor Structure |
0 |
0 |
0 |
4 |
0 |
2 |
8 |
30 |
| A Fast Subsampling Method for Nonlinear Dynamic Models |
0 |
0 |
0 |
10 |
3 |
4 |
7 |
397 |
| A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data |
0 |
0 |
3 |
3 |
0 |
2 |
10 |
10 |
| A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data |
0 |
0 |
26 |
26 |
1 |
3 |
9 |
9 |
| A Kolmogorov-Smirnov Type Test for Positive Quadrant Dependence |
0 |
0 |
1 |
164 |
0 |
0 |
8 |
787 |
| A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives |
0 |
0 |
1 |
48 |
0 |
1 |
6 |
343 |
| A New Index of Belgian Shares |
0 |
0 |
0 |
56 |
2 |
2 |
4 |
533 |
| A Simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics |
0 |
2 |
4 |
844 |
4 |
6 |
15 |
1,869 |
| A Specification Test For Nonparametric Instrumental Variable Regression |
0 |
0 |
1 |
62 |
0 |
0 |
5 |
187 |
| A diagnostic criterion for approximate factor structure |
0 |
1 |
1 |
16 |
0 |
1 |
8 |
32 |
| A fast Subsampling Method for Nonlinear Dynamic Models |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
237 |
| A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements |
0 |
0 |
0 |
233 |
0 |
0 |
4 |
793 |
| An Autoregressive Conditional Binomial Option Pricing Model |
1 |
1 |
1 |
76 |
2 |
2 |
9 |
219 |
| An Autoregressive Conditional Binomial Option Pricing Model |
0 |
0 |
0 |
441 |
1 |
2 |
13 |
1,087 |
| An Empirical Estimation in Credit Spread Indices |
0 |
0 |
0 |
115 |
0 |
1 |
3 |
262 |
| An Empirical Investigation in Credit Spread Indices |
0 |
0 |
0 |
12 |
2 |
4 |
8 |
406 |
| An Empirical Investigation in Credit Spread Indices |
0 |
2 |
2 |
338 |
0 |
3 |
10 |
714 |
| An Empirical Investigation in Credit Spread Indices |
0 |
1 |
1 |
703 |
1 |
3 |
6 |
1,617 |
| An autoregressive conditional binomial option pricing model under stochastic rates |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
253 |
| Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility |
1 |
1 |
1 |
75 |
2 |
3 |
5 |
202 |
| Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data |
0 |
0 |
0 |
17 |
1 |
1 |
6 |
90 |
| Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures |
0 |
0 |
37 |
37 |
1 |
4 |
26 |
26 |
| Bartlett Identities Tests |
0 |
0 |
0 |
20 |
0 |
0 |
5 |
120 |
| Bartlett Identities Tests |
0 |
0 |
0 |
162 |
1 |
1 |
8 |
744 |
| Bartlett identities tests |
0 |
0 |
1 |
11 |
3 |
3 |
7 |
306 |
| Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy |
0 |
0 |
0 |
33 |
0 |
1 |
4 |
42 |
| Convergence of Discrete Time Option Pricing Models Under Stochastic Interest Rates |
0 |
0 |
0 |
29 |
1 |
1 |
4 |
92 |
| Convergence of Discrete Time Options Pricing Models under Stochastic Rates |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
1,240 |
| Convergence of discrete time options pricing models under stochastic |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
104 |
| Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets |
0 |
2 |
6 |
6 |
0 |
4 |
7 |
7 |
| Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets |
0 |
0 |
5 |
5 |
3 |
5 |
8 |
8 |
| Density Estimation Using Inverse and Reciprocal Inverse Gaussian Kernels |
0 |
1 |
1 |
172 |
1 |
6 |
12 |
611 |
| Density Estimation Using Inverse and Reciprocal Inverse Guassian Kernels |
0 |
0 |
1 |
254 |
1 |
2 |
5 |
1,317 |
| Early Exercise Decision in American Options with Dividends, Stochastic Volatility and Jumps |
1 |
1 |
4 |
7 |
2 |
6 |
23 |
56 |
| Early exercise decision in American options with dividends, stochastic volatility and jumps |
0 |
0 |
2 |
10 |
0 |
0 |
24 |
38 |
| Econométrie de la Finance: approches historiques |
0 |
0 |
0 |
0 |
1 |
3 |
13 |
99 |
| Estimation of Large Dimensional Conditional Factor Models in Finance |
0 |
0 |
36 |
36 |
0 |
2 |
42 |
42 |
| Estimation of the term structure from bond data |
0 |
0 |
2 |
11 |
2 |
2 |
8 |
464 |
| False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas |
0 |
0 |
1 |
150 |
4 |
4 |
21 |
542 |
| False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas |
0 |
1 |
4 |
584 |
4 |
13 |
40 |
2,039 |
| False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas |
0 |
0 |
0 |
126 |
2 |
2 |
15 |
418 |
| False discoveries in mutual fund performance: Measuring luck in estimated alphas |
0 |
1 |
6 |
39 |
2 |
3 |
19 |
170 |
| Forecast Intervals in ARCH Exponential Smoothing |
0 |
0 |
0 |
11 |
0 |
1 |
6 |
94 |
| High-Frequency Jump Analysis of the Bitcoin Market |
0 |
1 |
1 |
27 |
2 |
3 |
17 |
51 |
| High-Frequency Jump Analysis of the Bitcoin Market |
0 |
0 |
7 |
29 |
5 |
7 |
38 |
71 |
| Indirect Inference, Nuisance Parameter and Threshold Moving Average |
0 |
0 |
0 |
187 |
0 |
1 |
8 |
1,570 |
| Kernel Based Goodness-of-Fit Tests for Copulas with Fixed Smoothing Parameters |
0 |
0 |
0 |
231 |
1 |
1 |
7 |
608 |
| Linear-Quadratic Jump-Diffusion Modeling with Application to Stochastic Volatility |
0 |
0 |
0 |
238 |
0 |
0 |
11 |
758 |
| Linear-Quadratic Jump-Diffusion Modelling with Application to Stochastic Volatility |
0 |
0 |
0 |
116 |
1 |
1 |
4 |
353 |
| Local Multiplicative Bias Correction For Asymmetric Kernel Density Estimators |
0 |
0 |
0 |
39 |
2 |
5 |
10 |
189 |
| Local Multiplicative Bias Correction for Asymmetric Kernel Density Estimators |
0 |
0 |
1 |
79 |
0 |
0 |
9 |
380 |
| Local Transformation Kernel Density Estimation of Loss Distributions |
0 |
0 |
1 |
74 |
0 |
0 |
5 |
279 |
| Mortality Risk and Real Optimal Asset Allocation for Pension Funds |
0 |
0 |
2 |
284 |
3 |
3 |
10 |
722 |
| Multiariate Wavelet-based sahpe preserving estimation for dependant observation |
0 |
0 |
0 |
42 |
1 |
1 |
6 |
227 |
| Multiregime Term Structure Models |
0 |
0 |
0 |
5 |
1 |
1 |
3 |
45 |
| Multiregime Term Structure Models |
0 |
0 |
0 |
131 |
0 |
0 |
1 |
422 |
| Nonparametric Estimation of Conditional Expected Shortfall |
0 |
0 |
1 |
524 |
0 |
2 |
11 |
1,130 |
| Nonparametric Estimation of Copulas for Time Series |
0 |
0 |
3 |
455 |
2 |
3 |
13 |
863 |
| Nonparametric Instrumental Variable Estimators of Structural Quantile Effects |
0 |
1 |
1 |
59 |
1 |
2 |
6 |
158 |
| Nonparametric Tests Dependence For Positive Quadrant |
0 |
0 |
1 |
35 |
0 |
0 |
3 |
184 |
| Nonparametric Tests for Positive Quadrant Dependence |
0 |
0 |
0 |
249 |
0 |
0 |
0 |
936 |
| On Ill-Posedness of Nonparametric Instrumental Variable Regression With Convexity Constraints |
0 |
0 |
0 |
2 |
0 |
1 |
5 |
19 |
| On ill-posedness of nonparametric instrumental variable regression with convexity constraints |
0 |
0 |
0 |
20 |
0 |
1 |
9 |
34 |
| On the Way to Recovery: A Nonparametric Bias Free Estimation of Recovery Rate Densities |
0 |
0 |
3 |
244 |
0 |
0 |
18 |
652 |
| Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases |
0 |
0 |
0 |
98 |
1 |
2 |
10 |
263 |
| Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases |
0 |
0 |
1 |
321 |
0 |
1 |
6 |
1,246 |
| Optimal asset allocation for pension funds under mortality risk during the accumulation and ecumulation phases |
0 |
0 |
0 |
255 |
0 |
3 |
13 |
1,154 |
| Option Pricing with Discrete Rebalancing |
0 |
0 |
0 |
10 |
0 |
0 |
5 |
52 |
| Option Pricing with Discrete Rebalancing |
0 |
0 |
0 |
136 |
0 |
2 |
9 |
403 |
| Option Pricing with Discrete Rebalancing |
0 |
0 |
0 |
311 |
3 |
3 |
8 |
676 |
| Option pricing with discrete rebalancing |
0 |
0 |
0 |
0 |
2 |
3 |
7 |
145 |
| Predictability Hidden by Anomalous Observations |
0 |
0 |
0 |
19 |
0 |
1 |
6 |
18 |
| Predictability Hidden by Anomalous Observations |
0 |
0 |
0 |
1 |
1 |
2 |
13 |
18 |
| Predictability Hidden by Anomalous Observations |
0 |
0 |
1 |
1 |
0 |
1 |
6 |
7 |
| Quasi Indirect Inference for Diffusion Processes |
0 |
0 |
1 |
8 |
3 |
3 |
8 |
44 |
| Quasi-indirect inference for diffusion processes |
0 |
0 |
0 |
0 |
3 |
6 |
7 |
16 |
| Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
| Reversed Score and Likelihood Ratio Tests |
0 |
0 |
1 |
48 |
0 |
0 |
3 |
327 |
| Reversed Score and Likelihood Ratio Tests |
0 |
1 |
1 |
89 |
0 |
2 |
9 |
602 |
| Reversed Score and Likelihood Ratio Tests |
0 |
0 |
0 |
7 |
0 |
2 |
6 |
142 |
| Robust Resampling Methods for Time Series |
0 |
1 |
5 |
60 |
1 |
12 |
32 |
180 |
| Robust Subsampling |
0 |
0 |
0 |
49 |
1 |
2 |
5 |
198 |
| SOME STATISTICAL PITFALLS IN COPULA MODELING FOR FINANCIAL APPLICATIONS |
1 |
1 |
2 |
538 |
1 |
1 |
6 |
1,048 |
| Saddlepoint Approximations for Spatial Panel Data Models |
0 |
0 |
1 |
14 |
1 |
1 |
8 |
11 |
| Saddlepoint approximations for spatial panel data models |
0 |
0 |
2 |
2 |
2 |
3 |
6 |
6 |
| Sensitivity Analysis of VaR Expected Shortfall for Portfolios Under Netting Agreements |
0 |
4 |
5 |
354 |
3 |
9 |
22 |
1,362 |
| Sensitivity Analysis of Values at Risk |
0 |
1 |
6 |
69 |
1 |
5 |
24 |
2,413 |
| Sensitivity Analysis of Values at Risk |
1 |
1 |
4 |
1,591 |
5 |
23 |
42 |
4,247 |
| Sensitivity Analysis of Values at Risk |
0 |
0 |
3 |
761 |
0 |
2 |
13 |
1,433 |
| Sensitivity Analysis of Var and Expected Shortfall for Portfolios under Netting Agreements |
0 |
0 |
0 |
16 |
1 |
2 |
5 |
68 |
| Sensitivity analysis of values at risk |
0 |
0 |
0 |
1 |
0 |
0 |
11 |
453 |
| Spanning Tests for Markowitz Stochastic Dominance |
0 |
0 |
0 |
15 |
0 |
2 |
14 |
31 |
| Spanning Tests for Markowitz Stochastic Dominance |
0 |
0 |
2 |
9 |
1 |
3 |
17 |
26 |
| Spanning analysis of stock market anomalies under Prospect Stochastic Dominance |
0 |
0 |
5 |
5 |
1 |
5 |
9 |
9 |
| Spanning analysis of stock market anomalies under Prospect Stochastic Dominance |
0 |
0 |
0 |
0 |
1 |
5 |
7 |
7 |
| Swag: A Wrapper Method for Sparse Learning |
4 |
11 |
11 |
11 |
7 |
14 |
14 |
14 |
| Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs |
0 |
0 |
1 |
103 |
4 |
7 |
22 |
354 |
| Testing For Equality Between Two Copulas |
0 |
0 |
0 |
59 |
1 |
3 |
6 |
179 |
| Testing foe Stochastic Dominance Efficiency |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
113 |
| Testing for Concordance Ordering |
0 |
0 |
1 |
66 |
2 |
3 |
14 |
311 |
| Testing for Continuous-Time Models of the Short-Term Interest Rate |
0 |
0 |
0 |
9 |
2 |
3 |
12 |
318 |
| Testing for Stochastic Dominance Efficiency |
0 |
0 |
0 |
153 |
0 |
0 |
4 |
440 |
| Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels |
0 |
0 |
0 |
10 |
1 |
1 |
9 |
50 |
| Testing for continuous-time models of the short-term interest rate |
0 |
0 |
0 |
2 |
2 |
4 |
14 |
27 |
| Testing for threshold effect in ARFIMA models: Application to US unemployment rate data |
0 |
0 |
0 |
80 |
1 |
2 |
3 |
284 |
| The Cross-Sectional Distribution of Fund Skill Measures |
0 |
0 |
0 |
2 |
1 |
1 |
5 |
9 |
| Theory and Calibration of Swap Market Models |
0 |
0 |
0 |
1,595 |
0 |
1 |
9 |
3,500 |
| Tikhonov Regularization for Functional Minimum Distance Estimators |
0 |
0 |
0 |
105 |
0 |
0 |
2 |
397 |
| Time-Varying Risk Premia in Large International Equity Markets |
0 |
1 |
11 |
54 |
0 |
6 |
29 |
216 |
| Time-Varying Risk Premia in Large International Equity Markets |
0 |
0 |
2 |
11 |
5 |
9 |
25 |
40 |
| Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets |
1 |
1 |
2 |
13 |
1 |
3 |
15 |
107 |
| Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets |
0 |
0 |
0 |
8 |
3 |
5 |
14 |
70 |
| Time-varying risk premium in large cross-sectional equity datasets |
1 |
1 |
4 |
59 |
2 |
3 |
13 |
76 |
| Valuing American Options Using Fast Recursive Projections |
0 |
0 |
0 |
7 |
0 |
0 |
6 |
7 |
| Valuing American options using fast recursive projections |
0 |
0 |
1 |
18 |
1 |
2 |
12 |
50 |
| Variance Optimal Cap Pricing Models |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
31 |
| Variance Optimal Cap Pricing Models |
0 |
0 |
0 |
346 |
0 |
0 |
2 |
1,240 |
| We propose a technique to avoid spurious detections of jumps in highfrequency data via an explicit thresholding on available test statistics |
0 |
0 |
0 |
28 |
4 |
4 |
8 |
77 |
| Weak Convergence of Hedging Strategies of Contingent Claims |
0 |
0 |
0 |
48 |
0 |
1 |
6 |
159 |
| Weak Convergence of Hedging Strategies of Contingent Claims |
0 |
0 |
0 |
82 |
1 |
1 |
5 |
244 |
| Total Working Papers |
11 |
39 |
242 |
15,680 |
138 |
321 |
1,247 |
53,228 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Specification Test for Nonparametric Instrumental Variable Regression |
0 |
0 |
1 |
2 |
0 |
1 |
10 |
34 |
| A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary |
0 |
0 |
0 |
758 |
1 |
2 |
4 |
2,054 |
| A diagnostic criterion for approximate factor structure |
0 |
1 |
2 |
2 |
0 |
3 |
16 |
16 |
| A fast subsampling method for nonlinear dynamic models |
0 |
0 |
0 |
47 |
0 |
0 |
3 |
136 |
| Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility |
0 |
0 |
1 |
1 |
0 |
0 |
5 |
6 |
| CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA |
0 |
0 |
0 |
30 |
0 |
1 |
6 |
116 |
| Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy |
1 |
2 |
2 |
6 |
1 |
3 |
6 |
22 |
| Compound and exchange options in the affine term structure model |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
30 |
| Convergence of discrete time option pricing models under stochastic interest rates |
0 |
0 |
0 |
285 |
0 |
0 |
3 |
1,216 |
| Early Exercise Decision in American Options with Dividends, Stochastic Volatility, and Jumps |
2 |
2 |
2 |
2 |
2 |
4 |
11 |
11 |
| Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
14 |
| Estimation de modèles de la structure par terme des taux d'intérêt |
0 |
0 |
0 |
16 |
0 |
0 |
3 |
66 |
| False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas |
1 |
1 |
16 |
187 |
6 |
13 |
66 |
591 |
| Hedge Fund Managers: Luck and Dynamic Assessment |
0 |
2 |
5 |
17 |
0 |
4 |
17 |
84 |
| High-Frequency Jump Analysis of the Bitcoin Market* |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
251 |
| Instrumental Models and Indirect Encompassing |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
254 |
| Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News |
1 |
5 |
14 |
30 |
7 |
21 |
65 |
122 |
| Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
83 |
| LINEAR‐QUADRATIC JUMP‐DIFFUSION MODELING |
0 |
0 |
0 |
17 |
1 |
1 |
6 |
57 |
| Local Transformation Kernel Density Estimation of Loss Distributions |
0 |
0 |
0 |
32 |
0 |
0 |
6 |
104 |
| Local multiplicative bias correction for asymmetric kernel density estimators |
0 |
0 |
0 |
32 |
1 |
2 |
7 |
154 |
| Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall |
1 |
1 |
4 |
103 |
2 |
3 |
12 |
233 |
| Nonparametric Instrumental Variable Estimation of Structural Quantile Effects |
0 |
0 |
0 |
23 |
1 |
2 |
11 |
155 |
| On ill‐posedness of nonparametric instrumental variable regression with convexity constraints |
0 |
0 |
0 |
3 |
0 |
1 |
7 |
25 |
| On the way to recovery: A nonparametric bias free estimation of recovery rate densities |
0 |
1 |
10 |
188 |
1 |
3 |
27 |
448 |
| Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases |
0 |
0 |
0 |
7 |
0 |
1 |
10 |
27 |
| Option pricing with discrete rebalancing |
0 |
0 |
0 |
85 |
0 |
0 |
5 |
242 |
| Path dependent options on yields in the affine term structure model |
0 |
1 |
2 |
364 |
0 |
1 |
4 |
1,195 |
| Pricing American options under stochastic volatility and stochastic interest rates |
0 |
0 |
0 |
53 |
0 |
0 |
15 |
178 |
| QUASI-INDIRECT INFERENCE FOR DIFFUSION PROCESSES |
0 |
0 |
0 |
22 |
0 |
0 |
4 |
74 |
| Robust subsampling |
0 |
1 |
1 |
25 |
0 |
2 |
2 |
94 |
| Semiparametric methods in econometrics |
0 |
0 |
1 |
108 |
0 |
0 |
3 |
226 |
| Sensitivity analysis of VaR and Expected Shortfall for portfolios under netting agreements |
0 |
0 |
0 |
63 |
1 |
3 |
8 |
201 |
| Sensitivity analysis of Values at Risk |
1 |
3 |
11 |
420 |
1 |
7 |
32 |
937 |
| Spanning tests for Markowitz stochastic dominance |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
3 |
| THEORY AND CALIBRATION OF SWAP MARKET MODELS |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
142 |
| Technical trading revisited: False discoveries, persistence tests, and transaction costs |
1 |
3 |
16 |
64 |
2 |
10 |
48 |
307 |
| Testing for Concordance Ordering |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
19 |
| Testing for Stochastic Dominance Efficiency |
0 |
0 |
2 |
57 |
0 |
0 |
6 |
163 |
| Testing for continuous-time models of the short-term interest rate |
0 |
0 |
1 |
131 |
0 |
1 |
14 |
280 |
| Testing for equality between two copulas |
0 |
1 |
3 |
68 |
1 |
3 |
10 |
167 |
| Testing for symmetry and conditional symmetry using asymmetric kernels |
0 |
0 |
1 |
3 |
0 |
1 |
6 |
29 |
| Testing for threshold effect in ARFIMA models: Application to US unemployment rate data |
0 |
0 |
0 |
48 |
1 |
1 |
3 |
159 |
| Tikhonov regularization for nonparametric instrumental variable estimators |
0 |
0 |
1 |
22 |
0 |
1 |
7 |
124 |
| Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets |
2 |
2 |
7 |
25 |
3 |
5 |
32 |
103 |
| Unemployment insurance and mortgages |
0 |
0 |
0 |
17 |
0 |
0 |
6 |
101 |
| Total Journal Articles |
10 |
26 |
103 |
3,432 |
32 |
108 |
529 |
11,054 |
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