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An arbitrage‐free generalized Nelson–Siegel term structure model

Overview of attention for article published in Econometrics Journal, November 2009
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About this Attention Score

  • In the top 25% of all research outputs scored by Altmetric
  • One of the highest-scoring outputs from this source (#1 of 162)
  • High Attention Score compared to outputs of the same age (92nd percentile)
  • High Attention Score compared to outputs of the same age and source (88th percentile)

Mentioned by

blogs
2 blogs

Citations

dimensions_citation
45 Dimensions

Readers on

mendeley
65 Mendeley
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Title
An arbitrage‐free generalized Nelson–Siegel term structure model
Published in
Econometrics Journal, November 2009
DOI 10.1111/j.1368-423x.2008.00267.x
Authors

Jens H. E. Christensen, Francis X. Diebold, Glenn D. Rudebusch

Mendeley readers

The data shown below were compiled from readership statistics for 65 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
United Kingdom 2 3%
Indonesia 1 2%
United States 1 2%
Unknown 61 94%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 20 31%
Researcher 11 17%
Student > Master 11 17%
Professor > Associate Professor 7 11%
Student > Doctoral Student 6 9%
Other 10 15%
Readers by discipline Count As %
Economics, Econometrics and Finance 44 68%
Business, Management and Accounting 9 14%
Mathematics 6 9%
Computer Science 2 3%
Environmental Science 1 2%
Other 3 5%

Attention Score in Context

This research output has an Altmetric Attention Score of 17. 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 04 August 2014.
All research outputs
#790,732
of 12,354,744 outputs
Outputs from Econometrics Journal
#1
of 162 outputs
Outputs of similar age
#18,577
of 255,785 outputs
Outputs of similar age from Econometrics Journal
#1
of 9 outputs
Altmetric has tracked 12,354,744 research outputs across all sources so far. Compared to these this one has done particularly well and is in the 93rd percentile: it's in the top 10% of all research outputs ever tracked by Altmetric.
So far Altmetric has tracked 162 research outputs from this source. They receive a mean Attention Score of 2.3. This one has done particularly well, scoring higher than 99% of its peers.
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 255,785 tracked outputs that were published within six weeks on either side of this one in any source. This one has done particularly well, scoring higher than 92% of its contemporaries.
We're also able to compare this research output to 9 others from the same source and published within six weeks on either side of this one. This one has scored higher than all of them