Working Papers

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 0.09 1997 0.18 0 0 0 0.09 1998 0.2 0 0 0 0.12 1999 0.26 0 0 0 0.16 2000 0.36 0 0 0 0.17 2001 0.35 0 0 0 0.17 2002 0.4 0 0 0 0.19 2003 0.4 0 0 0 0.2 2004 0.44 0 0 0 0.22 2005 0.46 0 0 0 0.27 2006 0.48 0 0 0 0.24 2007 0.4 0 0 0 0.2 2008 0.4 6 6 0 0 1 0.17 0.2 2009 0.33 0.36 18 5 6 2 100 0.21
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:com:wpaper:001 Review of Heuristic Optimization Methods in Econometrics (2008).
Cited: 4 times.

(2) RePEc:com:wpaper:033 Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks (2010).
Cited: 4 times.

(3) RePEc:com:wpaper:006 Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models (2008).
Cited: 2 times.

(4) RePEc:com:wpaper:029 Robust International Portfolio Management (2010).
Cited: 1 times.

(5) RePEc:com:wpaper:010 Optimal enough? (2009).
Cited: 1 times.

(6) RePEc:com:wpaper:036 Asset Allocation under Hierarchical Clustering (2010).
Cited: 1 times.

(7) RePEc:com:wpaper:027 Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance (2010).
Cited: 1 times.

(8) RePEc:com:wpaper:009 Time-varying Multi-regime Models Fitting by Genetic Algorithms (2009).
Cited: 1 times.

(9) RePEc:com:wpaper:025 The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies (2010).
Cited: 1 times.

(10) RePEc:com:wpaper:007 Heuristic Optimisation in Financial Modelling (2009).
Cited: 1 times.

(11) RePEc:com:wpaper:031 Calibrating the Nelson–Siegel–Svensson model (2010).
Cited: 1 times.

(12) RePEc:com:wpaper:022 Decomposition-Based Method for Sparse Semidefinite Relaxations of Polynomial Optimization Problems (2009).
Cited: 1 times.

(13) RePEc:com:wpaper:041 Robust Portfolio Optimization with a Hybrid Heuristic Algorithm (2010).
Cited: 1 times.

(14) RePEc:com:wpaper:030 Calibrating Option Pricing Models with Heuristics (2010).
Cited: 1 times.

(15) RePEc:com:wpaper:013 Optimized U-type Designs on Flexible Regions (2009).
Cited: 1 times.

(16) RePEc:com:wpaper:039 Threshold Accepting for Credit Risk Assessment and Validation (2010).
Cited: 1 times.

Recent citations received in: | 2009 | 2008 | 2007 | 2006

Recent citations received in: 2009

Recent citations received in: 2008

(1) RePEc:com:wpaper:006 Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models (2008). Working Papers

Recent citations received in: 2007

Recent citations received in: 2006

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.