CitEc
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  Updated Jun, 1 2012 364.619 documents processed, 8.178.370 references and 3.213.942 citations

 

 
 

HSC Research Reports / Hugo Steinhaus Center for Stochastic Methods, Politechnika Wroc³awska (Wroclaw University of Technology)

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2010), 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
19900.090000.04
19910.080000.04
19920.090000.05
19930.110000.05
19940.1314000.05
19950.1420100.09
19960.330.1722311000.09
19970.1831400.09
19980.20.21325110010.330.14
19990.2710600.16
20000.373124020.670.15
20010.250.353841010.330.18
20020.170.3940611000.19
20030.42513700.21
20040.220.45609200.21
20050.360.4524114010.50.26
20060.48328010.330.22
20070.40.4105200.19
20080.4120300.19
20090.3710200.19
20100.2853300.16
 
 
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

 

Main indicators

Most cited documents in this series:
YearTitleCited
2003Modeling electricity prices: jump diffusion and regime switching
RePEc:wuu:wpaper:hsc0301 [Citation Analysis]
10
2000Hurst analysis of electricity price dynamics
RePEc:wuu:wpaper:hsc0001 [Citation Analysis]
7
2001Estimating long range dependence: finite sample properties and confidence intervals
RePEc:wuu:wpaper:hsc0103 [Citation Analysis]
6
2000Energy price risk management
RePEc:wuu:wpaper:hsc0002 [Citation Analysis]
4
1994Can One See Alpha-stable Variables and Processes?
RePEc:wuu:wpaper:hsc9401 [Citation Analysis]
4
2000Property insurance loss distributions
RePEc:wuu:wpaper:hsc0003 [Citation Analysis]
3
2003An introduction to simulation of risk processes
RePEc:wuu:wpaper:hsc0304 [Citation Analysis]
3
2005Heavy tails and electricity prices
RePEc:wuu:wpaper:hsc0502 [Citation Analysis]
3
2010FX Smile in the Heston Model
RePEc:wuu:wpaper:hsc1002 [Citation Analysis]
2
1996Correction to: On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables
RePEc:wuu:wpaper:hsc9601 [Citation Analysis]
2
2006Short-term electricity price forecasting with time series models: A review and evaluation
RePEc:wuu:wpaper:hsc0601 [Citation Analysis]
2
1998Origins of the scaling behaviour in the dynamics of financial data
RePEc:wuu:wpaper:hsc9801 [Citation Analysis]
2
2001Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime
RePEc:wuu:wpaper:hsc0101 [Citation Analysis]
2
2010Building Loss Models
RePEc:wuu:wpaper:hsc1003 [Citation Analysis]
1
1997The Lamperti transformation for self-similar processes
RePEc:wuu:wpaper:hsc9702 [Citation Analysis]
1
1998Scaling in currency exchange: A Conditionally Exponential Decay approach
RePEc:wuu:wpaper:hsc9802 [Citation Analysis]
1
2011Efficient estimation of Markov regime-switching models: An application to electricity spot prices
RePEc:wuu:wpaper:hsc1102 [Citation Analysis]
1
2005Modeling catastrophe claims with left-truncated severity distributions (extended version)
RePEc:wuu:wpaper:hsc0501 [Citation Analysis]
1
1997Spectral representation and structure of self-similar processes
RePEc:wuu:wpaper:hsc9703 [Citation Analysis]
1

Citing documents used to compute impact factor 0:
YearTitleSee

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee

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.

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