Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Mathematics and Computers in Simulation (MATCOM) / Elsevier


[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data:


IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.090.096666470.7121908100100.150.04
19910.010.09279320.02110411000.04
19920.080.0970163140.09179371000.04
19930.010.140203160.08109711000.05
19940.030.118228580.0311110366.710.010.05
19950.2134419120.033712200.08
19960.24166585100.0211216020.010.1
19970.010.394679120.022330025010.010.11
19980.29151830102026000.11
19990.341069364052245010.010.15
20000.010.4212510614032257200.16
200100.441361197120.0125231100.17
20020.45110130790.015726100.2
20030.471441451605024600.2
20040.020.531681619200.011562544020.010.22
20050.040.561081727510.0389312125010.010.23
20060.050.551171844350.02442761323.110.010.22
20070.050.471111955580.03512251136.40.19
20080.090.52202175980.051322282070100.21
20090.140.5124324181610.071403314751.160.020.21
20100.110.4718226001440.06554635230.80.17
20110.120.5517827781480.05424255143.120.010.22
20120.090.6714129191990.074360325030.020.26
20130.050.929630151580.05123191729.4120.130.34
20140.68503065530.02023700.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:


YearTitleCited
2004Modelling the causal relationship between energy consumption and GDP in New Zealand, Australia, India, Indonesia, The Philippines and Thailand. (2004). Oxley, Les ; Fatai, K ; Scrimgeour, F. G, . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:64:y:2004:i:3:p:431-445.

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47
2008Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach. (2008). McAleer, Michael ; Shareef, Riaz . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:78:y:2008:i:2:p:459-468.

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17
2006The behaviour of US stock prices: Evidence from a threshold autoregressive model. (2006). Narayan, Paresh Kumar . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:71:y:2006:i:2:p:103-108.

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14
2004Stability analysis of T–S fuzzy models for nonlinear multiple time-delay interconnected systems. (2004). Chen, C. W. ; Hsiao, F. H. ; Chiang, W. L.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:66:y:2004:i:6:p:523-537.

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14
2005Challenges of trending time series econometrics. (2005). Phillips, Peter ; Phillips, Peter C. B., . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:68:y:2005:i:5:p:401-416.

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14
2009Optimal dynamic hedging via copula-threshold-GARCH models. (2009). Chen, Cathy W. S. ; Lai, YiHao ; Gerlach, Richard ; Chen, Cathy W. S., . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:8:p:2609-2624.

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13
2008How has volatility in metals markets changed?. (2008). McAleer, Michael ; Watkins, Clinton . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:78:y:2008:i:2:p:237-249.

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13
2010A simple expected volatility (SEV) index: Application to SET50 index options. (2010). McAleer, Michael ; Wiphatthanananthakul, Chatayan . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:80:y:2010:i:10:p:2079-2090.

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12
1999Time-varying estimates of CAPM betas. (1999). Groenewold, Nicolaas ; Fraser, Patricia . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:48:y:1999:i:4:p:531-539.

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12
1978New methods for evaluating the validity of the results of mathematical computations. (1978). Vignes, J.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:20:y:1978:i:4:p:227-249.

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12
2009A generalized Dynamic Conditional Correlation model for portfolio risk evaluation. (2009). Caporin, Massimiliano ; Billio, Monica. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:8:p:2566-2578.

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11
2005Some global bifurcations related to the appearance of closed invariant curves. (2005). Gardini, Laura ; Agliari, Anna ; Puu, Tonu . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:68:y:2005:i:3:p:201-219.

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10
2002Complex dynamics and synchronization of a duopoly game with bounded rationality. (2002). Agiza, H. N. ; Elsadany, A. A. ; Hegazi, A. S.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:58:y:2002:i:2:p:133-146.

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10
2009Mapping the Presidential Election Cycle in US stock markets. (2009). Wong, Wing-Keung ; McAleer, Michael. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:11:p:3267-3277.

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10
1990Fast and robust algorithm to compute exact polytope parameter bounds. (1990). Mo, S. H. ; Norton, J. P.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:32:y:1990:i:5:p:481-493.

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9
1999Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China. (1999). Tsui, Albert K. ; Yu, Qiao . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:48:y:1999:i:4:p:503-509.

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9
2009Bayesian analysis of stochastic volatility models with mixture-of-normal distributions. (2009). Asai, Manabu. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:8:p:2579-2596.

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9
2005Estimation of Chinese agricultural production efficiencies with panel data. (2005). McAleer, Michael ; Hu, Baiding . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:68:y:2005:i:5:p:474-483.

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8
2004Fat tails and asymmetry in financial volatility models. (2004). McAleer, Michael ; Verhoeven, Peter . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:64:y:2004:i:3:p:351-361.

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8
2009Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregation. (2009). Chang, Chia-Lin ; Sriboonchitta, Songsak ; Wiboonpongse, Aree . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:5:p:1730-1744.

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8
2004Asian monetary integration: a structural VAR approach. (2004). Zhang, Zhaoyong ; McAleer, Michael ; Sato, Kiyotaka . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:64:y:2004:i:3:p:447-458.

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8
2001Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates. (2001). Sobol′ , I. M, . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:55:y:2001:i:1:p:271-280.

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7
2002Pareto-optimality approach for flexible job-shop scheduling problems: hybridization of evolutionary algorithms and fuzzy logic. (2002). Kacem, Imed ; Borne, Pierre ; Hammadi, Slim . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:60:y:2002:i:3:p:245-276.

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7
1990A compact algorithm for the intersection and approximation of N-dimensional polytopes. (1990). Shensa, M. J. ; Broman, V.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:32:y:1990:i:5:p:469-480.

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7
2008Lindley distribution and its application. (2008). Ghitany, M. E. ; Nadarajah, S. ; Atieh, B.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:78:y:2008:i:4:p:493-506.

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6
1999Multistability in a dynamic Cournot game with three oligopolists. (1999). Agiza, Hamdy Nabih ; Kopel, Michael ; Bischi, Gian Italo . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:51:y:1999:i:1:p:63-90.

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6
2008Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk. (2008). McAleer, Michael ; Chan, Felix ; da Veiga, Bernardo . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:78:y:2008:i:2:p:155-171.

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6
2009Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market. (2009). McAleer, Michael ; Allen, David ; Peiris, Shelton ; Lazarov, Zdravetz . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:8:p:2535-2555.

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6
1988Optimization of discrete variable stochastic systems by computer simulation. (1988). Azadivar, Farhad ; Lee, Young-Hae . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:30:y:1988:i:4:p:331-345.

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6
1992Sensitivity analysis of simulation experiments: regression analysis and statistical design. (1992). Kleijnen, Jack ; Kleijnen, Jack P. C., . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:34:y:1992:i:3:p:297-315.

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6
1999A seasonal analysis of Malaysian tourist arrivals to Australia. (1999). McAleer, Michael ; Lim, Christine . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:48:y:1999:i:4:p:573-583.

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6
2003On the long-time behaviour of soliton ensembles. (2003). Engelbrecht, J. ; Salupere, A. ; Peterson, P.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:62:y:2003:i:1:p:137-147.

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5
1990Estimation of parameter bounds from bounded-error data: a survey. (1990). Walter, Eric ; Piet-Lahanier, Helene . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:32:y:1990:i:5:p:449-468.

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5
2000Maximum likelihood parameter estimation by model augmentation with applications to the extended four-parameter generalized gamma distribution. (2000). Hirose, Hideo . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:54:y:2000:i:1:p:81-97.

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5
2009On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity. (2009). Neudecker, Heinz ; Liu, Shuangzhe . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:8:p:2556-2565.

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5
1988Reformulation of parameter identification with unknown-but-bounded errors. (1988). Clement, Thierry ; Gentil, Sylviane . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:30:y:1988:i:3:p:257-270.

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5
1997Common trends and generalized purchasing power parity. (1997). Hurn, Stan ; Enders, Walter. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:43:y:1997:i:3:p:437-443.

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5
2009ARMAX modelling of international tourism demand. (2009). McAleer, Michael ; Lim, Christine ; Min, Jennifer C. H., . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:9:p:2879-2888.

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5
2011Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO. (2011). McAleer, Michael ; Chang, Chia-Lin ; Chen, Meng-Gu ; Huang, Biing-Wen . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2011:i:7:p:1491-1506.

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5
2013The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence. (2013). Pauwels, Laurent ; Chan, Felix ; Wongsosaputro, Johnathan . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:93:y:2013:i:c:p:175-189.

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5
2005The rescaled variance statistic and the determination of the Hurst exponent. (2005). Tabak, Benjamin ; Cajueiro, Daniel. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:70:y:2005:i:3:p:172-179.

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5
2007Quasiperiodicity and torus breakdown in a power electronic dc/dc converter. (2007). Zhusubaliyev, Zhanybai T. ; Mosekilde, Erik ; Soukhoterin, Evgeniy . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:73:y:2007:i:6:p:364-377.

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5
2004MULINO-DSS: a computer tool for sustainable use of water resources at the catchment scale. (2004). Giupponi, C ; Cogan, V ; Fassio, A ; Mysiak, J. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:64:y:2004:i:1:p:13-24.

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5
2010A methodology to design a fuzzy logic based supervision of Hybrid Renewable Energy Systems. (2010). Courtecuisse, Vincent ; Robyns, Benoit ; Sprooten, Jonathan ; Petit, Marc ; Deuse, Jacques ; Francois, Bruno . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2010:i:2:p:208-224.

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5
2002Computational study of state-of-the-art path-based traffic assignment algorithms. (2002). Chen, Anthony ; Jayakrishnan, R. ; Lee, Der-Horng . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:59:y:2002:i:6:p:509-518.

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5
2005Global stability analysis of a class of delayed cellular neural networks. (2005). Yuan, Zhao Hui ; Huang, Chuangxia . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:70:y:2005:i:3:p:133-148.

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5
2004Impulsive control and synchronization of Chua’s oscillators. (2004). Sun, Jitao ; Zhang, Yinping . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:66:y:2004:i:6:p:499-508.

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5
2008The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions. (2008). Wong, Wing-Keung ; Lean, Hooi Hooi ; Zhang, Xibin . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2008:i:1:p:30-48.

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5
2008Spatial interaction of crime incidents in Japan. (2008). Polasek, Wolfgang ; Wago, Hajime ; Kakamu, Kazuhiko . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:78:y:2008:i:2:p:276-282.

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5
2004Exponential periodicity and stability of delayed neural networks. (2004). Sun, Changyin ; Feng, Chun-Bo . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:66:y:2004:i:6:p:469-478.

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5

Citing documents used to compute impact factor 0:


YearTitleSee

Cites in year: CiY


Recent citations received in: 2013


YearTitleSee
2013Modeling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: Working Papers in Economics. RePEc:cbt:econwp:13/18.

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[Citation Analysis]
2013Risk Modeling and Management: An Overview. (2013). perez-amaral, teodosio ; McAleer, Michael ; Chang, Chia-Lin ; Allen, David ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:13/22.

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[Citation Analysis]
2013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20130069.

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[Citation Analysis]
2013Risk Modelling and Management: An Overview. (2013). perez-amaral, teodosio ; McAleer, Michael ; Chang, Chia-Lin ; Allen, David ; PerezAmaral, Teodosio . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20130085.

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[Citation Analysis]
2013Analytical calculation of the flux density distribution in a superconducting reluctance machine with HTS bulks rotor. (2013). Male, Gael ; Leveque, Jean ; Mezani, Smail ; Lubin, Thierry . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:90:y:2013:i:c:p:230-243.

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[Citation Analysis]
2013Methodologies for supervision of Hybrid Energy Sources based on Storage Systems – A survey. (2013). Davigny, Arnaud ; Saudemont, Christophe ; Robyns, Benoit . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:91:y:2013:i:c:p:52-71.

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[Citation Analysis]
2013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: Econometric Institute Research Papers. RePEc:ems:eureir:40237.

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[Citation Analysis]
2013Risk Modelling and Management: An Overview. (2013). perez-amaral, teodosio ; McAleer, Michael ; Chang, Chia-Lin ; Allen, David ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:40777.

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[Citation Analysis]
2013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:217-235:d:30522.

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[Citation Analysis]
2013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: KIER Working Papers. RePEc:kyo:wpaper:865.

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[Citation Analysis]
2013Risk Modelling and Management: An Overview. (2013). perez-amaral, teodosio ; McAleer, Michael ; Chang, Chia-Lin ; Allen, David. In: KIER Working Papers. RePEc:kyo:wpaper:872.

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[Citation Analysis]
2013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1316.

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[Citation Analysis]

Recent citations received in: 2012


YearTitleSee
2012Complex dynamic behavior of three-species ecological model with impulse perturbations and seasonal disturbances. (2012). Dai, Chuanjun ; CHEN, LANSUN ; Zhao, Min . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:84:y:2012:i:c:p:83-97.

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[Citation Analysis]
2012Global stability and bifurcation of time delayed prey–predator system incorporating prey refuge. (2012). Jana, Soovoojeet ; Kar, T. K. ; Chakraborty, Kunal . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:85:y:2012:i:c:p:57-77.

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[Citation Analysis]
2012A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model. (2012). Agustín, Hernández-Bastida ; Hernandez-Bastida, Agustin ; Fernandez-Sanchez, M.. In: Statistical Methods and Applications. RePEc:spr:stmapp:v:21:y:2012:i:4:p:391-409.

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[Citation Analysis]

Recent citations received in: 2011


YearTitleSee
2011Predicting future lifetime based on random number of three parameters Weibull distribution. (2011). El-Adll, Magdy E.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2011:i:9:p:1842-1854.

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[Citation Analysis]
2011Synchronization of coupled chaotic FitzHugh–Nagumo neurons via Lyapunov functions. (2011). Nguyen, Le Hoa ; Hong, Keum-Shik . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:82:y:2011:i:4:p:590-603.

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[Citation Analysis]

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.