Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Working Papers / University of Sydney Business School, Discipline of Business Analytics

0.4

Impact Factor

0.14

5-Years IF

2

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.11
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.16
20000.37000 (%)0.14
20010.37000 (%)0.17
20020.37000 (%)0.18
20030.4000 (%)0.19
20040.41000 (%)0.18
20050.43000 (%)0.21
20060.44000 (%)0.19
20070.37000 (%)0.17
20080.39000 (%)0.17
20090.3655200 (%)0.17
20100.20.340.261110.095151 (%)0.15
20110.41233450.1591111 (%)30.130.2
20120.45114512934 (%)0.21
20130.030.50.0275210.023341451 (%)0.2
20140.110.550.175950.082182525 (%)0.25
20150.070.570.0286730.045141541 (%)10.130.26
20160.40.660.1477480.11156568 (%)0.34
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:

#YearTitleCited
12011Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis. (2011). Lin, Edward ; Chen, Cathy W. S. ; Chen, Cathy W. S, ; Gerlach, Richard ; Lin, Edward M. H., ; Lee, Wcw, . In: Working Papers. RePEc:syb:wpbsba:2123/8156.

Full description at Econpapers || Download paper

3
22011Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis. (2011). Cathy WS Chen, ; Wcw Lee, ; Gerlach, Richard ; Edward MH Lin, . In: Working Papers. RePEc:syb:wpbsba:03/2011.

Full description at Econpapers || Download paper

2
32009Mixed strategies in discriminatory divisible-good auctions. (2009). Holmberg, Pär ; Philpott, A. B. ; Anderson, E. J.. In: Working Papers. RePEc:syb:wpbsba:2123/8162.

Full description at Econpapers || Download paper

2
42013Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty. (2013). Prokhorov, Artem ; Murtazashvili, Irina ; Liu, DI. In: Working Papers. RePEc:syb:wpbsba:2123/9293.

Full description at Econpapers || Download paper

2
52011Forecast combination for discrete choice models: predicting FOMC monetary policy decisions. (2011). Vasnev, Andrey ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/8158.

Full description at Econpapers || Download paper

2
62015Endogeneity in Stochastic Frontier Models. (2015). Prokhorov, Artem ; Amsler, Christine ; Schmidt, Peter . In: Working Papers. RePEc:syb:wpbsba:2123/12755.

Full description at Econpapers || Download paper

2
72011Does the Box-Cox transformation help in forecasting macroeconomic time series?. (2011). Proietti, Tommaso ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Working Papers. RePEc:syb:wpbsba:2123/8167.

Full description at Econpapers || Download paper

2
82014Confidence Levels for CVaR Risk Measures and Minimax Limits*. (2014). Zhang, Dali ; Xu, Huifu ; Anderson, Edward. In: Working Papers. RePEc:syb:wpbsba:2123/9943.

Full description at Econpapers || Download paper

2
92015Fat tails and copulas: limits of diversification revisited. (2015). Prokhorov, Artem ; Ibragimov, Rustam . In: Working Papers. RePEc:syb:wpbsba:2123/13799.

Full description at Econpapers || Download paper

1
102015Generalized Information Matrix Tests for Copulas. (2015). Prokhorov, Artem ; Zhu, Yajing ; Schepsmeier, Ulf . In: Working Papers. RePEc:syb:wpbsba:2123/13798.

Full description at Econpapers || Download paper

1
112013Practical considerations for optimal weights in density forecast combi nation. (2013). Vasnev, Andrey ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/8932.

Full description at Econpapers || Download paper

1
122011Supply Function Equilibria Always Exist. (2011). Anderson, Edward. In: Working Papers. RePEc:syb:wpbsba:2123/8157.

Full description at Econpapers || Download paper

1
132015GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference. (2015). Prokhorov, Artem ; Hill, Jonathan B. In: Working Papers. RePEc:syb:wpbsba:2123/13795.

Full description at Econpapers || Download paper

1
142012Bayesian Semi-parametric Expected Shortfall Forecasting in Financial M arkets. (2012). Chen, Cathy W. S. ; Chen, Cathy W. S, ; Gerlach, Richard ; Lin, Liou-Yan . In: Working Papers. RePEc:syb:wpbsba:2123/8169.

Full description at Econpapers || Download paper

1
152011Australian Residential Housing Market & Hedonic Construction of House Price Indices for Metropolitan. (2011). Knight, Eva ; Cottet, Remy . In: Working Papers. RePEc:syb:wpbsba:2123/8155.

Full description at Econpapers || Download paper

1

50 most relevant documents in this series (papers most cited in the last two years)

#YearTitleCited
12015Endogeneity in Stochastic Frontier Models. (2015). Prokhorov, Artem ; Amsler, Christine ; Schmidt, Peter . In: Working Papers. RePEc:syb:wpbsba:2123/12755.

Full description at Econpapers || Download paper

2
22014Confidence Levels for CVaR Risk Measures and Minimax Limits*. (2014). Zhang, Dali ; Xu, Huifu ; Anderson, Edward. In: Working Papers. RePEc:syb:wpbsba:2123/9943.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 6:

YearTitle
2016Optimal product bundling with dependent valuations: The price of independence. (2016). Banciu, M ; Odegaard, F. In: European Journal of Operational Research. RePEc:eee:ejores:v:255:y:2016:i:2:p:481-495.

Full description at Econpapers || Download paper

2016Generalized Information Matrix Tests for Detecting Model Misspecification. (2016). Henley, Steven S ; White, Halbert ; Kashner, Michael T ; Golden, Richard M. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:46-:d:82838.

Full description at Econpapers || Download paper

2016Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models. (2016). Toda, Alexis Akira ; Walsh, Kieran James . In: MPRA Paper. RePEc:pra:mprapa:78980.

Full description at Econpapers || Download paper

2016Estimating Multi-Product Production Functions and Productivity using Control Functions. (2016). Malikov, Emir. In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235108.

Full description at Econpapers || Download paper

2016Robust unit commitment with $$n-1$$ n - 1 security criteria. (2016). Pozo, David ; Nguyen, Tri-Dung ; Xu, Huifu ; Gourtani, Arash . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:83:y:2016:i:3:d:10.1007_s00186-016-0532-6.

Full description at Econpapers || Download paper

2016Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system. (2016). Xu, Haiqing ; Tong, X J ; Zhao, Z ; Wu, F F. In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:3:d:10.1007_s10287-016-0251-8.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015Endogeneity in stochastic frontier models: Copula approach without external instruments. (2015). Tsionas, Mike ; Tran, Kien. In: Economics Letters. RePEc:eee:ecolet:v:133:y:2015:i:c:p:85-88.

Full description at Econpapers || Download paper

Recent citations received in 2014
YearCiting document

Recent citations received in 2013
YearCiting document

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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1st 2017. Contact: CitEc Team