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Forecasting exchange rate volatility: GARCH models versus implied volatility forecasts

Overview of attention for article published in International Economics and Economic Policy, May 2014
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  • Average Attention Score compared to outputs of the same age

Mentioned by

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1 X user

Citations

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42 Dimensions

Readers on

mendeley
78 Mendeley
Title
Forecasting exchange rate volatility: GARCH models versus implied volatility forecasts
Published in
International Economics and Economic Policy, May 2014
DOI 10.1007/s10368-014-0289-4
Authors

Keith Pilbeam, Kjell Noralf Langeland

X Demographics

X Demographics

The data shown below were collected from the profile of 1 X user who shared this research output. Click here to find out more about how the information was compiled.
Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 78 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Turkey 1 1%
Indonesia 1 1%
Pakistan 1 1%
Brazil 1 1%
South Africa 1 1%
Belgium 1 1%
Greece 1 1%
Unknown 71 91%

Demographic breakdown

Readers by professional status Count As %
Student > Master 20 26%
Student > Ph. D. Student 12 15%
Student > Bachelor 8 10%
Lecturer 5 6%
Researcher 4 5%
Other 11 14%
Unknown 18 23%
Readers by discipline Count As %
Economics, Econometrics and Finance 32 41%
Business, Management and Accounting 10 13%
Mathematics 8 10%
Unspecified 2 3%
Computer Science 2 3%
Other 4 5%
Unknown 20 26%
Attention Score in Context

Attention Score in Context

This research output has an Altmetric Attention Score of 1. This is our high-level measure of the quality and quantity of online attention that it has received. This Attention Score, as well as the ranking and number of research outputs shown below, was calculated when the research output was last mentioned on 25 July 2014.
All research outputs
#16,069,695
of 23,849,058 outputs
Outputs from International Economics and Economic Policy
#95
of 136 outputs
Outputs of similar age
#136,491
of 229,256 outputs
Outputs of similar age from International Economics and Economic Policy
#2
of 3 outputs
Altmetric has tracked 23,849,058 research outputs across all sources so far. This one is in the 22nd percentile – i.e., 22% of other outputs scored the same or lower than it.
So far Altmetric has tracked 136 research outputs from this source. They receive a mean Attention Score of 4.2. This one is in the 15th percentile – i.e., 15% of its peers scored the same or lower than it.
Older research outputs will score higher simply because they've had more time to accumulate mentions. To account for age we can compare this Altmetric Attention Score to the 229,256 tracked outputs that were published within six weeks on either side of this one in any source. This one is in the 30th percentile – i.e., 30% of its contemporaries scored the same or lower than it.
We're also able to compare this research output to 3 others from the same source and published within six weeks on either side of this one.