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Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
4
Impact Factor (IF)
0
5 Years IF
0
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2000 0 0.54 0 0 7 7 1 0 0 0 0 0 0.25
2001 0 0.49 0 0 5 12 5 0 7 7 0 0 0.28
2002 0 0.54 0 0 4 16 2 0 12 12 0 0 0.31
2003 0 0.53 0 0 2 18 0 0 9 16 0 0 0.3
2004 0 0.6 0.3 0.06 9 27 36 8 8 6 18 1 6 75 7 0.78 0.36
2005 0.09 0.6 0.06 0.04 9 36 8 2 10 11 1 27 1 2 100 1 0.11 0.37
2006 0.17 0.59 0.1 0.1 13 49 1 5 15 18 3 29 3 2 40 1 0.08 0.34
2007 0.05 0.52 0.02 0.03 4 53 3 1 16 22 1 37 1 0 0 0.29
2008 0.06 0.59 0.05 0.05 3 56 4 3 19 17 1 37 2 1 33.3 1 0.33 0.29
2009 0.14 0.59 0.07 0.05 4 60 0 4 23 7 1 38 2 1 25 0 0.33
2010 0.14 0.53 0.08 0.06 2 62 0 5 28 7 1 33 2 0 0 0.3
2011 0 0.61 0.1 0.04 31 93 8 9 37 6 26 1 4 44.4 1 0.03 0.37
2012 0.06 0.68 0.05 0.05 3 96 0 5 42 33 2 44 2 2 40 0 0.36
2013 0.06 0.67 0.05 0.05 4 100 0 5 47 34 2 43 2 1 20 1 0.25 0.35
2014 0 0.67 0.03 0.05 4 104 0 3 50 7 44 2 0 0 0.34
2015 0 0.66 0.05 0.02 2 106 0 5 55 8 44 1 0 0 0.36
2016 0 0.65 0.01 0 1 107 0 1 56 6 44 0 0 0.35
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations 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
50 most cited documents in this series
#YearTitleCited
12004Sub-fractional Brownian motion and its relation to occupation times. (2004). Talarczyk, Anna ; Bojdecki, Tomasz ; Gorostiza, Luis G.. In: RePAd Working Paper Series. RePEc:pqs:wpaper:0132005.

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35
22001Superprocesses with Dependent Spatial Motion and General Branching Densities. (2001). Dawson, Donald A. ; Li, Zenghu ; Wang, Hao. In: RePAd Working Paper Series. RePEc:pqs:wpaper:0032005.

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6
32011Low-frequency components and the Weekend effect revisited: Evidence from Spectral Analysis. (2011). Racicot, François-Éric. In: RePAd Working Paper Series. RePEc:pqs:wpaper:052011.

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4
42007Techniques alternatives d’estimation et tests en présence d’erreurs de mesure sur les variables explicatives. (2007). Racicot, François-Éric. In: RePAd Working Paper Series. RePEc:pqs:wpaper:022007.

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4
52011The rise of shadow banking and the hidden benefits of diversification. (2011). Calmès, Christian ; Theoret, Raymond . In: RePAd Working Paper Series. RePEc:pqs:wpaper:042011.

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4
62005An Adaptive Version for the Metropolis Adjusted Langevin Algorithm with a Truncated Drift. (2005). Atchade, Yves. In: RePAd Working Paper Series. RePEc:pqs:wpaper:0272005.

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4
72005Quelques applications du filtre de Kalman en finance: estimation et prévision de la volatilité stochastique et du rapport cours-bénéfices. (2005). Racicot, François-Éric ; Theoret, Raymond . In: RePAd Working Paper Series. RePEc:pqs:wpaper:0312005.

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3
82002ANALYSIS OF INDICES OF ECONOMIC INEQUALITY FROM A MATHEMATICAL POINT OF VIEW. (2002). Zitikis, Ricardas . In: RePAd Working Paper Series. RePEc:pqs:wpaper:0092005.

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3
92004Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Case of Long-Range Dependence. (2004). Talarczyk, A. ; Bojdecki, T. ; Gorostiza, Luis G.. In: RePAd Working Paper Series. RePEc:pqs:wpaper:0242005.

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3
102008Leffet des activités hors bilan sur la rentabilité et la volatilité des revenus des banques canadiennes. (2008). Pellerin, Nicolas . In: RePAd Working Paper Series. RePEc:pqs:wpaper:032008.

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3
112000Estimation et tests en présence derreurs de mesure sur les variables explicatives : vérification empirique par la méthode de simulation Monte Carlo. (2000). Racicot, François-Éric. In: RePAd Working Paper Series. RePEc:pqs:wpaper:022008.

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2
122008Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Funds Returns. (2008). Racicot, François-Éric ; Theoret, Raymond . In: RePAd Working Paper Series. RePEc:pqs:wpaper:012008.

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2
132006Investment and Dynamic DEA. (2006). Yan, Li ; Ouellette, Pierre. In: RePAd Working Paper Series. RePEc:pqs:wpaper:012006.

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1
142006Towards New Empirical Versions of Financial and Accounting Models Corrected for Measurement Errors. (2006). Racicot, François-Éric ; Coen, Alain ; Theoret, Raymond . In: RePAd Working Paper Series. RePEc:pqs:wpaper:132006.

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1
152012Firms Accruals and Tobin’s q. (2012). Racicot, François-Éric ; Calmès, Christian. In: RePAd Working Paper Series. RePEc:pqs:wpaper:032012.

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1
162004Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Cases of Large and Critical Dimensions. (2004). Talarczyk, A. ; Bojdecki, T. ; Gorostiza, Luis G.. In: RePAd Working Paper Series. RePEc:pqs:wpaper:0262005.

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1
172005Occupation Time Fluctuations of an Infinite Variance Branching System in Large Dimensions. (2005). Talarczyk, A. ; Bojdecki, T. ; Gorostiza, Luis G.. In: RePAd Working Paper Series. RePEc:pqs:wpaper:112006.

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1
182013The change in banks product mix, diversification and performance: An application of multivariate GARCH to Canadian data. (2013). Calmès, Christian ; Theoret, Raymond . In: RePAd Working Paper Series. RePEc:pqs:wpaper:012013.

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1
192011Forecasting stochastic Volatility using the Kalman filter: An Application to Canadian Interest Rates and Price-Earnings Ratio. (2011). Racicot, François-Éric ; Theoret, Raymond . In: RePAd Working Paper Series. RePEc:pqs:wpaper:032011.

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1
202005Self-Normalized Weak Invariance Principle for Mixing Sequences. (2005). Kulik, ; Balan, Raluca. In: RePAd Working Paper Series. RePEc:pqs:wpaper:082006.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12004Sub-fractional Brownian motion and its relation to occupation times. (2004). Talarczyk, Anna ; Bojdecki, Tomasz ; Gorostiza, Luis G.. In: RePAd Working Paper Series. RePEc:pqs:wpaper:0132005.

Full description at Econpapers || Download paper

3
Citing documents used to compute impact factor:
YearTitle
Recent citations