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  Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 citations

 

 
 

Working Papers / COMISEF

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), 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
19910.10000.05
19920.090000.05
19930.10000.05
19940.120000.04
19950.170000.09
19960.20000.09
19970.210000.09
19980.220000.13
19990.290000.15
20000.40000.15
20010.380000.18
20020.410000.2
20030.440000.2
20040.460000.2
20050.460000.25
20060.490000.22
20070.420000.19
20080.43680010.170.19
20090.330.4188621000.19
20100.210.3321212458030.140.16
20110.210.51039800.27
 
 
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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
2010Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks
RePEc:com:wpaper:033 [Citation Analysis]
13
2008Review of Heuristic Optimization Methods in Econometrics
RePEc:com:wpaper:001 [Citation Analysis]
5
2008Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models
RePEc:com:wpaper:006 [Citation Analysis]
3
2010Optimal Control of Nonlinear Dynamic Econometric Models: An Algorithm and an Application
RePEc:com:wpaper:032 [Citation Analysis]
2
2009Optimal enough?
RePEc:com:wpaper:010 [Citation Analysis]
2
2010Calibrating the Nelson–Siegel–Svensson model
RePEc:com:wpaper:031 [Citation Analysis]
2
2009Heuristic Optimisation in Financial Modelling
RePEc:com:wpaper:007 [Citation Analysis]
2
2010Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance
RePEc:com:wpaper:027 [Citation Analysis]
2
2010Multi-regime models for nonlinear nonstationary time series
RePEc:com:wpaper:026 [Citation Analysis]
1
2010Robust Portfolio Optimization with a Hybrid Heuristic Algorithm
RePEc:com:wpaper:041 [Citation Analysis]
1
2010The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies
RePEc:com:wpaper:025 [Citation Analysis]
1
2010Threshold Accepting for Credit Risk Assessment and Validation
RePEc:com:wpaper:039 [Citation Analysis]
1
2009Time-varying Multi-regime Models Fitting by Genetic Algorithms
RePEc:com:wpaper:009 [Citation Analysis]
1
2010Calibrating Option Pricing Models with Heuristics
RePEc:com:wpaper:030 [Citation Analysis]
1
2009Decomposition-Based Method for Sparse Semidefinite Relaxations of Polynomial Optimization Problems
RePEc:com:wpaper:022 [Citation Analysis]
1
2010Asset Allocation under Hierarchical Clustering
RePEc:com:wpaper:036 [Citation Analysis]
1
2010Robust International Portfolio Management
RePEc:com:wpaper:029 [Citation Analysis]
1
2009Optimized U-type Designs on Flexible Regions
RePEc:com:wpaper:013 [Citation Analysis]
1
2010A comparative study of the Lasso-type and heuristic model selection methods
RePEc:com:wpaper:042 [Citation Analysis]
1
2009Robust Optimization of Currency Portfolios
RePEc:com:wpaper:012 [Citation Analysis]
1

Citing documents used to compute impact factor 8:
YearTitleSee
2011Optimal macroeconomic policies in a financial and economic crisis: a case study for Slovenia
RePEc:kap:empiri:v:38:y:2011:i:3:p:435-459
[Citation Analysis]
2011Endogenous Response to the ‘Network Tax’
RePEc:por:fepwps:408
[Citation Analysis]
2011Credit Spead Interdependencies of European States and Banks during the Financial Crisis
RePEc:knz:dpteco:1124
[Citation Analysis]
2011Academic Performance and Single-Sex Schooling: Evidence from a Natural Experiment in Switzerland
RePEc:knz:dpteco:1134
[Citation Analysis]
2011Mortgage Rate Pass-Through in Switzerland
RePEc:snb:snbwpa:2011-08
[Citation Analysis]
2011Evolutionary computational approach in TAR model estimation
RePEc:ven:wpaper:2011_26
[Citation Analysis]
2011On the role of norm constraints in portfolio selection
RePEc:spr:comgts:v:8:y:2011:i:4:p:323-353
[Citation Analysis]
2011Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization
RePEc:pra:mprapa:22135
[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee
2010Heuristic Strategies in Finance – An Overview
RePEc:com:wpaper:045
[Citation Analysis]
2010Systemic risk in a network model of interbank markets with central bank activity
RePEc:jrp:jrpwrp:2010-033
[Citation Analysis]
2010Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash
RePEc:pra:mprapa:26684
[Citation Analysis]

Recent citations received in: 2009

YearTitleSee

Recent citations received in: 2008

YearTitleSee
2008Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models
RePEc:com:wpaper:006
[Citation Analysis]

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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