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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Mathematics and Computers in Simulation (MATCOM) / Elsevier


0.06

Impact Factor

0.08

5-Years IF

12

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.090.090.076666480.73229082181520 (90.9%)110.170.03
19910.010.090.01279320.021104122621 (100%)0.04
19920.080.090.0570163140.0918937216115 (27.8%)0.04
19930.010.10.0240203170.081097125364 (40%)0.05
19940.030.110.038228580.0311110324177 (63.6%)10.010.05
19950.190.02134419110.034312228578 (18.6%)0.07
199600.230.01166585110.0212216135337 (58.3%)20.010.09
19970.010.270.0294679130.0228300249286 (21.4%)10.010.09
19980.2701518301028260516114 (50%)0.1
19990.31010693650.0165245627110 (15.4%)10.010.13
20000.010.390125106130402573651322 (55%)0.15
20010.010.410.011361197140.01272313642515 (55.6%)0.16
20020.430110130790.0180261612222 (27.5%)0.19
20030.45014414517049246628132 (65.3%)0.19
200400.510.011681619180.012292541621641 (17.9%)20.010.21
20050.040.540.051081727520.03104312126833131 (29.8%)10.010.22
20060.050.520.031171844370.0254276156662125 (46.3%)10.010.21
20070.050.450.061111955670.0353225116473739 (73.6%)0.18
20080.090.480.122021751020.05164228206486254 (32.9%)100.2
20090.150.480.1324324181720.07185331497249456 (30.3%)100.040.19
20100.120.440.0918226001480.0674463547997433 (44.6%)0.16
20110.120.530.117827781640.0681425538739127 (33.3%)20.010.21
20120.090.580.1214129192280.0819360339341088 (42.1%)30.020.22
20130.060.710.099630152040.074131920964836 (14.6%)140.150.25
20140.060.810.087130861510.05823715840672 (25%)10.010.28
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:


[Click on heading to sort table]

YearTitleCited
2004Modelling the causal relationship between energy consumption and GDP in New Zealand, Australia, India, Indonesia, The Philippines and Thailand. (2004). 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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99
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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19
2009Optimal dynamic hedging via copula-threshold-GARCH models. (2009). Chen, Cathy W. S., ; Lai, YiHao ; Gerlach, Richard . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:8:p:2609-2624.

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18
2008Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach. (2008). 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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18
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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16
2005Challenges of trending time series econometrics. (2005). 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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16
2004Stability analysis of T–S fuzzy models for nonlinear multiple time-delay interconnected systems. (2004). Chen, C. W. ; Chiang, W. L. ; Hsiao, F. H.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:66:y:2004:i:6:p:523-537.

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14
2008How has volatility in metals markets changed?. (2008). 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). 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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13
2002Complex dynamics and synchronization of a duopoly game with bounded rationality. (2002). Elsadany, A. A. ; Agiza, H. N. ; 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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13
2009Mapping the Presidential Election Cycle in US stock markets. (2009). Wong, Wing-Keung . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:11:p:3267-3277.

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13
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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13
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
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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11
2005Some global bifurcations related to the appearance of closed invariant curves. (2005). Agliari, Anna ; Puu, Tonu ; Gardini, Laura . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:68:y:2005:i:3:p:201-219.

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11
2004MULINO-DSS: a computer tool for sustainable use of water resources at the catchment scale. (2004). Fassio, A ; Cogan, V ; Mysiak, J ; Giupponi, C. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:64:y:2004:i:1:p:13-24.

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10
2004Asian monetary integration: a structural VAR approach. (2004). Sato, Kiyotaka ; Zhang, Zhaoyong . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:64:y:2004:i:3:p:447-458.

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9
2009Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market. (2009). Allen, David ; Lazarov, Zdravetz ; Peiris, Shelton . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:8:p:2535-2555.

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

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9
1998Synchronization, intermittency and critical curves in a duopoly game. (1998). Bischi, Gian-Italo ; Stefanini, Luciano ; Gardini, Laura . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:44:y:1998:i:6:p:559-585.

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9
2013Coercive journal self citations, impact factor, Journal Influence and Article Influence. (2013). . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:93:y:2013:i:c:p:190-197.

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9
1990Fast and robust algorithm to compute exact polytope parameter bounds. (1990). Norton, J. P. ; Mo, S. H.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:32:y:1990:i:5:p:481-493.

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9
2002Pareto-optimality approach for flexible job-shop scheduling problems: hybridization of evolutionary algorithms and fuzzy logic. (2002). Kacem, Imed ; Hammadi, Slim ; Borne, Pierre . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:60:y:2002:i:3:p:245-276.

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8
Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk. (2008). da Veiga, Bernardo ; Chan, Felix . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:78:y:2008:i:2:p:155-171.

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8
2005Estimation of Chinese agricultural production efficiencies with panel data. (2005). 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
2008The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions. (2008). Lean, Hooi-Hooi ; Zhang, Xibin ; Wong, Wing-Keung . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2008:i:1:p:30-48.

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8
2011The impact of oil price shocks on stock market activities: Asymmetric effect with quantile regression. (2011). Lee, Chien-Chiang ; Zeng, Jhih-Hong . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2011:i:9:p:1910-1920.

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8
2004Fat tails and asymmetry in financial volatility models. (2004). 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
2000Strong discrete time approximation of stochastic differential equations with time delay. (2000). Platen, Eckhard ; Kuchler, Uwe . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:54:y:2000:i:1:p:189-205.

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8
2005The rescaled variance statistic and the determination of the Hurst exponent. (2005). Tabak, Benjamin M. ; Cajueiro, Daniel O.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:70:y:2005:i:3:p:172-179.

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

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7
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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7
2002A hybrid chaotic genetic algorithm for short-term hydro system scheduling. (2002). Yuan, Xiaohui ; Zhang, Yongchuan . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:59:y:2002:i:4:p:319-327.

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7
2005Testing for contagion in ASEAN exchange rates. (2005). Nam, Jason Chee Wei, . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:68:y:2005:i:5:p:517-525.

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7
2013Extreme market risk and extreme value theory. (2013). Singh, Abhay K. ; Robert, Powell J. ; Allen, David E.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:94:y:2013:i:c:p:310-328.

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7
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
2003Control based on fuzzy logic of a flywheel energy storage system associated with wind and diesel generators. (2003). Robyns, Benoit ; Leclercq, Ludovic ; Grave, Jean-Michel . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:63:y:2003:i:3:p:271-280.

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7
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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7
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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7
2004Operation of storage reservoir for water quality by using optimization and artificial intelligence techniques. (2004). Chaves, Paulo ; Tsukatani, Tsuneo ; Kojiri, Toshiharu . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:67:y:2004:i:4:p:419-432.

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7
2008Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation. (2008). Lee, C. F. ; Hsu, Y. L. ; Lin, T. I.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2008:i:1:p:60-71.

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6
1999A seasonal analysis of Malaysian tourist arrivals to Australia. (1999). 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
2013A detailed comparison of value at risk estimates. (2013). Abad, Pilar ; Benito, Sonia . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:94:y:2013:i:c:p:258-276.

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6
2004Further towards a taxonomy of agent-based simulation models in environmental management. (2004). Hare, M ; Deadman, P. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:64:y:2004:i:1:p:25-40.

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6
2011Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO. (2011). Huang, Biing-Wen ; Chen, Meng-Gu . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2011:i:7:p:1491-1506.

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6
2010A methodology to design a fuzzy logic based supervision of Hybrid Renewable Energy Systems. (2010). Robyns, Benoit ; Courtecuisse, Vincent ; Petit, Marc ; Sprooten, Jonathan ; 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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6
2008A double-threshold GARCH model of stock market and currency shocks on stock returns. (2008). Yang, Yung-Lieh . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2008:i:3:p:458-474.

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6
2009ARMAX modelling of international tourism demand. (2009). 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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6

50 most relevant documents in this series:


Papers most cited in the last two years. [Click on heading to sort table]

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

Full description at Econpapers || Download paper

41
2013Coercive journal self citations, impact factor, Journal Influence and Article Influence. (2013). . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:93:y:2013:i:c:p:190-197.

Full description at Econpapers || Download paper

9
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.

Full description at Econpapers || Download paper

8
2004Stability analysis of T–S fuzzy models for nonlinear multiple time-delay interconnected systems. (2004). Chen, C. W. ; Chiang, W. L. ; Hsiao, F. H.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:66:y:2004:i:6:p:523-537.

Full description at Econpapers || Download paper

8
2013Extreme market risk and extreme value theory. (2013). Singh, Abhay K. ; Robert, Powell J. ; Allen, David E.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:94:y:2013:i:c:p:310-328.

Full description at Econpapers || Download paper

7
2011The impact of oil price shocks on stock market activities: Asymmetric effect with quantile regression. (2011). Lee, Chien-Chiang ; Zeng, Jhih-Hong . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2011:i:9:p:1910-1920.

Full description at Econpapers || Download paper

7
2009Mapping the Presidential Election Cycle in US stock markets. (2009). Wong, Wing-Keung . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:11:p:3267-3277.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

6
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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5
2013The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence. (2013). Chan, Felix ; Pauwels, Laurent L. ; 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
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
2013Fast clustering of GARCH processes via Gaussian mixture models. (2013). Aielli, Gian Piero ; Caporin, Massimiliano . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:94:y:2013:i:c:p:205-222.

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5
2013A detailed comparison of value at risk estimates. (2013). Abad, Pilar ; Benito, Sonia . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:94:y:2013:i:c:p:258-276.

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5
2014Life cycle cost, embodied energy and loss of power supply probability for the optimal design of hybrid power systems. (2014). Martinez, Andre ; Champenois, Gerard ; Abbes, Dhaker . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:98:y:2014:i:c:p:46-62.

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5
2013The matching of lead underwriters and issuing firms in the Japanese corporate bond market. (2013). McKenzie, C. R. ; Takaoka, Sumiko . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:93:y:2013:i:c:p:86-97.

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5
2009Industrial agglomeration, geographic innovation and total factor productivity: The case of Taiwan. (2009). . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:9:p:2787-2796.

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5
2013Modelling tail credit risk using transition matrices. (2013). Singh, A. K. ; Powell, R. J. ; Allen, D. E. ; Kramadibrata, A. R.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:93:y:2013:i:c:p:67-75.

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

Full description at Econpapers || Download paper

4
2010A methodology to design a fuzzy logic based supervision of Hybrid Renewable Energy Systems. (2010). Robyns, Benoit ; Courtecuisse, Vincent ; Petit, Marc ; Sprooten, Jonathan ; 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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4
2005Testing for contagion in ASEAN exchange rates. (2005). Nam, Jason Chee Wei, . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:68:y:2005:i:5:p:517-525.

Full description at Econpapers || Download paper

4
2009Optimal dynamic hedging via copula-threshold-GARCH models. (2009). Chen, Cathy W. S., ; Lai, YiHao ; Gerlach, Richard . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:8:p:2609-2624.

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4
2008The role of “leads” in the dynamic OLS estimation of cointegrating regression models. (2008). Kurozumi, Eiji . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2008:i:3:p:555-560.

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4
2011Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity. (2011). Sato, Kiyotaka ; Zhang, Zhaoyong . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2011:i:7:p:1353-1364.

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4
2011Analysis of environmental and economic efficiency using a farm population micro-simulation model. (2011). Marsh, Dan ; Ramilan, Thiagarajah ; Scrimgeour, Frank . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2011:i:7:p:1344-1352.

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4
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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4
2002Complex dynamics and synchronization of a duopoly game with bounded rationality. (2002). Elsadany, A. A. ; Agiza, H. N. ; 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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4
1998Synchronization, intermittency and critical curves in a duopoly game. (1998). Bischi, Gian-Italo ; Stefanini, Luciano ; Gardini, Laura . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:44:y:1998:i:6:p:559-585.

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4
2013Forecasting Value-at-Risk with a duration-based POT method. (2013). Santos, Araujo P. ; Fraga Alves, M. I., . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:94:y:2013:i:c:p:295-309.

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3
1999Wavelets and stochastic processes. (1999). Antoniou, I. ; Gustafson, K.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:49:y:1999:i:1:p:81-104.

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3
2013Comparison of maximum peak power tracking algorithms for a small wind turbine. (2013). Malinowski, M. ; Kot, R. ; Rolak, M.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:91:y:2013:i:c:p:29-40.

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3
2003Control based on fuzzy logic of a flywheel energy storage system associated with wind and diesel generators. (2003). Robyns, Benoit ; Leclercq, Ludovic ; Grave, Jean-Michel . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:63:y:2003:i:3:p:271-280.

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3
2011GARCH dependence in extreme value models with Bayesian inference. (2011). Scarrott, Carl John ; Zhao, Xin ; Reale, Marco . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2011:i:7:p:1430-1440.

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3
2008Estimation of cost efficiency of Australian universities. (2008). Hu, Baiding ; Horne, Jocelyn . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:78:y:2008:i:2:p:266-275.

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

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

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3
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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3
2009Forecasting conditional correlations in stock, bond and foreign exchange markets. (2009). Hakim, Abdul . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:9:p:2830-2846.

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3
2011Wavelet-based multi-resolution GARCH model for financial spillover effects. (2011). Huang, Shian-Chang . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2011:i:11:p:2529-2539.

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3
2006Optimization of power management in an hybrid electric vehicle using dynamic programming. (2006). Moitre, Diego ; Perez, Laura V. ; Bossio, Guillermo R. ; Garcia, Guillermo O.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:73:y:2006:i:1:p:244-254.

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3
2010Optimal design of a high-speed slotless permanent magnet synchronous generator with soft magnetic composite stator yoke and rectifier load. (2010). Chebak, Ahmed ; Viarouge, Philippe ; Cros, Jerome . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2010:i:2:p:239-251.

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3
2008The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions. (2008). Lean, Hooi-Hooi ; Zhang, Xibin ; Wong, Wing-Keung . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2008:i:1:p:30-48.

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3
2002A hybrid chaotic genetic algorithm for short-term hydro system scheduling. (2002). Yuan, Xiaohui ; Zhang, Yongchuan . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:59:y:2002:i:4:p:319-327.

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

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2
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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2
2009Derivative based global sensitivity measures and their link with global sensitivity indices. (2009). Sobol, I. M. ; Kucherenko, S.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:10:p:3009-3017.

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2
2011Model specification in panel data unit root tests with an unknown break. (2011). Chan, Felix ; Pauwels, Laurent . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2011:i:7:p:1299-1309.

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2
2002Application of system dynamics and fuzzy logic to forecasting of municipal solid waste. (2002). Timpe, Klaus-Peter ; Karavezyris, Vassilios ; Marzi, Ruth . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:60:y:2002:i:3:p:149-158.

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2
2011Endogenous cycles in discontinuous growth models. (2011). Agliari, Anna ; Gardini, Laura ; Tramontana, Fabio . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2011:i:8:p:1625-1639.

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2
2010Comparison of different DC voltage supervision strategies in a local Power Distribution System of More Electric Aircraft. (2010). Robyns, Benoit ; Meuret, Regis ; Zhang, HE ; Saudemont, Christophe . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2010:i:2:p:263-276.

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2

Citing documents used to compute impact factor 15:


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YearTitleSee
2014Downside risk, portfolio diversification and the financial crisis in the euro-zone. (2014). AraujoSantos, Paulo ; Sarafrazi, Soodabeh ; Hammoudeh, Shawkat . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:368-396.

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[Citation Analysis]
2014Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period. (2014). AraujoSantos, Paulo ; Liu, Tengdong ; Hammoudeh, Shawkat . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:44:y:2014:i:c:p:47-68.

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[Citation Analysis]
2014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:51744.

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[Citation Analysis]
2014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140023.

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[Citation Analysis]
2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140026.

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[Citation Analysis]
2014Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140062.

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[Citation Analysis]
2014Improving efficiency of two-type maximum power point tracking methods of tip-speed ratio and optimum torque in wind turbine system using a quantum neural network. (2014). Ghassemi, Ali Akbar ; Ganjefar, Soheil ; Ahmadi, Mohamad Mehdi . In: Energy. RePEc:eee:energy:v:67:y:2014:i:c:p:444-453.

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[Citation Analysis]
2014A novel-strategy controller design for maximum power extraction in stand-alone windmill systems. (2014). Ghasemi, Ali Akbar ; Ganjefar, Soheil . In: Energy. RePEc:eee:energy:v:76:y:2014:i:c:p:326-335.

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[Citation Analysis]
2014Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory. (2014). Giles, David E. ; Chen, Qinlu . In: Econometrics Working Papers. RePEc:vic:vicewp:1402.

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[Citation Analysis]
2014Heterogeneous effect of coinsurance rate on healthcare costs: generalized finite mixtures and matching estimators. (2014). . In: Discussion Papers. RePEc:sip:dpaper:14-014.

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[Citation Analysis]
2014Crossed-derivative based sensitivity measures for interaction screening. (2014). Iooss, B. ; Kuhnt, S. ; Roustant, O. ; Fruth, J.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:105:y:2014:i:c:p:105-118.

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[Citation Analysis]
2014No-Arbitrage ROM simulation. (2014). Weissensteiner, Alex ; Hanke, Michael . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:45:y:2014:i:c:p:66-79.

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[Citation Analysis]
2014What predicts financial (in)stability? A Bayesian approach. (2014). Neudorfer, Benjamin ; Sigmund, Michael ; Eidenberger, Judith ; Stein, Ingrid . In: Discussion Papers. RePEc:zbw:bubdps:362014.

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[Citation Analysis]
2014A mathematical proof of how fast the diameters of a triangle mesh tend to zero after repeated trisection. (2014). Plaza, angel ; Suarez, Jose P. ; Perdomo, Francisco ; Quevedo, Eduardo . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:106:y:2014:i:c:p:95-108.

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2014Predictive control and synchronization of chaotic and hyperchaotic systems based on a T–S fuzzy model. (2014). Senouci, Abdelkader ; Boukabou, Abdelkrim . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:105:y:2014:i:c:p:62-78.

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[Citation Analysis]

Cites in year: CiY


Recent citations received in: 2014


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YearTitleSee
2014A review on Integrated Renewable Energy System based power generation for stand-alone applications: Configurations, storage options, sizing methodologies and control. (2014). Chauhan, Anurag ; Saini, R. P.. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:38:y:2014:i:c:p:99-120.

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[Citation Analysis]

Recent citations received in: 2013


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

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2013Risk Modeling and Management: An Overview. (2013). Allen, David E. ; Amaral, Teodosio Perez ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:13/22.

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

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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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2013Modelling and Simulation: An Overview. (2013). Chan, F. ; McAleer, M. J. ; Oxley, L.. In: Econometric Institute Research Papers. RePEc:ems:eureir:40237.

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[Citation Analysis]
2013Risk Modelling and Management: An Overview. (2013). Chang, C-L., ; Perez-Amaral, T. ; McAleer, M. J. ; Allen, D. E.. 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). . 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). Chan, Felix ; Oxley, Les . In: KIER Working Papers. RePEc:kyo:wpaper:865.

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[Citation Analysis]
2013Risk Modelling and Management: An Overview. (2013). Allen, David E.. In: KIER Working Papers. RePEc:kyo:wpaper:872.

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

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[Citation Analysis]
2013Risk Modelling and Management: An Overview. (2013). Chang, Chia-Lin ; Amaral, Teodosio Perez ; PerezAmaral, Teodosio ; McAleer, Michael ; Allen, David E.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130085.

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[Citation Analysis]
2013Modelling and Simulation: An Overview. (2013). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1316.

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[Citation Analysis]
2013Risk Modelling and Management: An Overview. (2013). Tang, Ju-Ting ; Amaral, Teodosio Perez ; PerezAmaral, Teodosio . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1322.

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[Citation Analysis]
2013A Capital Adequacy Buffer Model. (2013). Lopez, Carmen ; Benito, Sonia ; Miguel Angel Sanchez Granero, . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1340.

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[Citation Analysis]

Recent citations received in: 2012


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YearTitleSee
2012Complex dynamic behavior of three-species ecological model with impulse perturbations and seasonal disturbances. (2012). Dai, Chuanjun ; Zhao, Min ; CHEN, LANSUN. 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). Chakraborty, Kunal ; Kar, T. K. ; Jana, Soovoojeet . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:85:y:2012:i:c:p:57-77.

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2012A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model. (2012). 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


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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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2011Synchronization of coupled chaotic FitzHugh–Nagumo neurons via Lyapunov functions. (2011). Hong, Keum-Shik ; Nguyen, Le Hoa . 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.