Olsen and Associates / Working Papers

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 2 8 0 0 0.07 1997 0.17 0 2 0 0.09 1998 0.19 0 2 0 0.12 1999 0.29 0 0 0 0.19 2000 0.39 12 16 0 0 2 0.17 0.2 2001 0.34 0 12 0 0.18 2002 0.08 0.39 0 12 1 0 0.2 2003 0.41 0 0 0 0.21 2004 0.47 0 0 0 0.25 2005 0.45 0 0 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:wop:olaswp:_012 The Distribution of Extremal Foreign Exchange Rate Returns in Extremely Large Data Sets (2000).
Cited: 8 times.

(2) RePEc:wop:olaswp:_001 On the intra-daily performance of GARCH processes (2000).
Cited: 5 times.

(3) RePEc:wop:olaswp:_016 Heavy tails in high-frequency financial data (1996).
Cited: 5 times.

(4) RePEc:wop:olaswp:_015 Hill, Bootstrap and Jackknife Estimators for Heavy Tails (1996).
Cited: 4 times.

(5) RePEc:wop:olaswp:_009 Fractals and Intrinsic Time - a Challenge to Econometricians (2000).
Cited: 3 times.

(6) RePEc:wop:olaswp:_005 Genetic Algorithms with collective sharing for Robust Optimization in Financial Applications (2000).
Cited: 1 times.

(7) RePEc:wop:olaswp:_013 Going Back to the Basics - Rethinking Market Efficiency (2000).
Cited: 1 times.

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

Latest citations received in: 2005

Latest citations received in: 2004

Latest citations received in: 2003

Latest citations received in: 2002

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.