Universita' degli Studi di Firenze, Dipartimento di Statistica G. Parenti / Econometrics Working Papers Archive

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.16 0 0 0 0.07 1997 0.17 0 0 0 0.09 1998 0.19 0 0 0 0.12 1999 0.29 0 0 0 0.19 2000 0.39 1 2 0 0 0.2 2001 0.34 3 5 1 0 0.18 2002 0.25 0.39 6 4 4 1 100 1 0.17 0.2 2003 0.44 0.41 2 4 9 4 0 0.21 2004 0.47 4 7 8 0 4 1 0.25 2005 0.33 0.45 3 0 6 2 0 0.29
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series 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 IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:fir:econom:wp2001_04 A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models (2001).
Cited: 5 times.

(2) RePEc:fir:econom:wp2003_07 A Multiple Indicators Model For Volatility Using Intra-Daily Data. (2003).
Cited: 3 times.

(3) RePEc:fir:econom:wp2004_05 On-line Bayesian estimation of AR signals in symmetric alpha-stable noise. (2004).
Cited: 3 times.

(4) RePEc:fir:econom:wp2002_06 GARCH-based Volatility Forecasts for Market Volatility Indices (2002).
Cited: 3 times.

(5) RePEc:fir:econom:wp2001_01 Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets (2000).
Cited: 2 times.

(6) RePEc:fir:econom:wp2004_11 Bayesian inference for alpha-stable distributions: a random walk MCMC approach. (2004).
Cited: 2 times.

(7) RePEc:fir:econom:wp2004_12 A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets. (2004).
Cited: 1 times.

(8) RePEc:fir:econom:wp2004_07 Indirect estimation of alpha-stable distributions and processes. (2004).
Cited: 1 times.

(9) RePEc:fir:econom:wp2002_19 Inflation Differentials before and after the EMU (2002).
Cited: 1 times.

(10) RePEc:fir:econom:wp2006_03 Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns (2006).
Cited: 1 times.

(11) RePEc:fir:econom:wp2003_04 A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA). (2003).
Cited: 1 times.

(12) RePEc:fir:econom:wp2006_15 Vector Multiplicative Error Models: Representation and Inference (2006).
Cited: 1 times.

Latest citations received in: | 2005 | 2004 | 2003 | 2002

Latest citations received in: 2005

Latest citations received in: 2004

(1) RePEc:cwl:cwldpp:1469 Automated Discovery in Econometrics (2004). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers

(2) RePEc:fir:econom:wp2004_05 On-line Bayesian estimation of AR signals in symmetric alpha-stable noise. (2004). Universita' degli Studi di Firenze, Dipartimento di Statistica G. Parenti / Econometrics Working Papers Archive

(3) RePEc:fir:econom:wp2004_07 Indirect estimation of alpha-stable distributions and processes. (2004). Universita' degli Studi di Firenze, Dipartimento di Statistica G. Parenti / Econometrics Working Papers Archive

(4) RePEc:fir:econom:wp2004_11 Bayesian inference for alpha-stable distributions: a random walk MCMC approach. (2004). Universita' degli Studi di Firenze, Dipartimento di Statistica G. Parenti / Econometrics Working Papers Archive

Latest citations received in: 2003

Latest citations received in: 2002

(1) RePEc:fir:econom:wp2002_20 Labor-Cost Effects on Relative Prices between Regions of a Monetary Union: Implications for the EMU (2002). Universita' degli Studi di Firenze, Dipartimento di Statistica G. Parenti / Econometrics Working Papers Archive

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.