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 , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.18 0 0 0 0.08 1997 0.19 0 0 0 0.09 1998 0.2 0 0 0 0.12 1999 0.29 0 0 0 0.19 2000 0.41 1 2 0 0 0.21 2001 0.37 3 7 1 0 0.19 2002 0.25 0.42 6 4 4 1 100 1 0.17 0.2 2003 0.44 0.43 2 12 9 4 0 0.21 2004 0.13 0.49 4 7 8 1 0 4 1 0.26 2005 0.83 0.48 3 0 6 5 20 0.29 2006 0.14 0.54 6 6 7 1 100 2 0.33 0.28
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:wp2003_07 A Multiple Indicators Model For Volatility Using Intra-Daily Data. (2003).
Cited: 11 times.

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

(3) RePEc:fir:econom:wp2006_15 Vector Multiplicative Error Models: Representation and Inference (2006).
Cited: 3 times.

(4) RePEc:fir:econom:wp2006_03 Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns (2006).
Cited: 3 times.

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

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

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

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

(9) RePEc:fir:econom:wp2001_02 Modelling the Impact of Overnight Surprises on Intra-daily Volatility (2001).
Cited: 2 times.

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

(11) RePEc:fir:econom:wp2007_02 Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria (2007).
Cited: 1 times.

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

(13) RePEc:fir:econom:wp2006_12 Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models (2006).
Cited: 1 times.

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

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

(16) RePEc:fir:econom:wp2008_03 Comparison of Volatility Measures: a Risk Management Perspective (2008).
Cited: 1 times.

Recent citations received in: | 2006 | 2005 | 2004 | 2003

Recent citations received in: 2006

(1) RePEc:ctl:louvec:2006039 Modelling Financial High Frequency Data Using Point Processes (2006). Université catholique de Louvain, Département des Sciences Economiques / Université catholique de Louvain, Département des Sciences Economiques Workin

(2) RePEc:fir:econom:wp2006_12 Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models (2006). Universita' degli Studi di Firenze, Dipartimento di Statistica G. Parenti / Econometrics Working Papers Archive

Recent citations received in: 2005

Recent 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

Recent citations received in: 2003

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Source data used to compute the impact factor of RePEc series.