Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.081100000.04
19910.083400100.04
19920.09400400.05
19930.14800300.04
19940.1221001400.05
19950.161828013600.09
19960.150.19295770.121620366.740.140.09
19970.090.22481100.12154742560.250.09
19980.170.2131112110.152539010.030.13
19990.150.2747159130.08375582550.110.16
20000.130.3928187160.09677810030.110.16
20010.090.3736223160.072575700.17
20020.170.3848271270.15764119.10.18
20030.10.453324200.066684812.510.020.19
20040.210.4349373550.15521012114.340.080.19
20050.150.4555428460.1139102152040.070.24
20060.140.4650478510.11201041513.350.10.2
20070.10.3954532390.07151051136.40.17
20080.10.4137569520.092810410400.18
20090.120.3746615400.0741911136.420.040.18
20100.190.3374689460.0743831637.510.010.16
20110.120.4545734410.06191201421.440.090.23
20120.20.4634768860.11201192445.860.180.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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

 

Most cited documents in this series:

YearTitleCited
1998.

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34
2004.

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17
2000.

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16
2012.

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15
2000.

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12
2005.

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12
2002.

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11
2002.

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11
2010.

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10
2003.

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10
2009.

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10
2003.

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10
2011.

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9
2000.

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9
2003.

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8
1995.

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8
2009.

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8
2002.

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7
2000.

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7
2000.

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7
1999.

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7
2004.

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7
2010.

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7
2004.

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7
2010.

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7
2000.

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7
2004.

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7
1996.

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6
2001.

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6
2009.

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6
2003.

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6
2008.

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6
1999.

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6
2012.

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6
2001.

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5
2000.

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5
2006.

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5
2008.

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5
2009.

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5
2010.

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4
2008.

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4
2008.

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4
2011.

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4
2005.

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4
2010.

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4
2001.

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4
2008.

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4
2009.

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4
2003.

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4
2002.

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4

Citing documents used to compute impact factor 24:

YearTitleSee
2012Customer differentiated end-of-life inventory problem. (2012). Dekker, Rommert ; Pourakbar, Morteza . In: European Journal of Operational Research. RePEc:eee:ejores:v:222:y:2012:i:1:p:44-53.

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[Citation Analysis]
2012A non-parametric and entropy based analysis of the relationship between the VIX and S&P500. (2012). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, A. K. ; Kramadibrata, A.. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1219.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2012). Jimenez-Martin, Juan ; Chang, Chia-Lin ; Gonzalez-Serrano, Lydia . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1207.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options. (2012). Violante, Francesco ; Stentoft, Lars ; Rombouts, Jeroen ; Jeroen V. K. Rombouts, . In: CREATES Research Papers. RePEc:aah:create:2012-04.

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[Citation Analysis]
2012The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options. (2012). Stentoft, Lars ; Rombouts, Jeroen ; Violente, Francesco . In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-05.

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[Citation Analysis]
2012The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options. (2012). Violante, Francesco ; Stentoft, Lars ; ROMBOUTS, JEROEN V. K., . In: CORE Discussion Papers. RePEc:cor:louvco:2012003.

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[Citation Analysis]
2012Selecting forecasting models for portfolio allocation. (2012). Hurn, Stan ; Clements, Adam ; Becker, Ralf ; Doolan, Mark . In: NCER Working Paper Series. RePEc:qut:auncer:2012_8.

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[Citation Analysis]
2012Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2012). Wong, Wing-Keung ; McAleer, Michael ; Bian, Guorui . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1209.

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[Citation Analysis]
2012Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China. (2012). Wong, Wing-Keung ; McAleer, Michael ; Li, Hua ; Bai, Zhidong . In: KIER Working Papers. RePEc:kyo:wpaper:820.

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[Citation Analysis]
2012Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China. (2012). Wong, Wing-Keung ; McAleer, Michael ; Li, Hua ; Bai, Zhidong . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1213.

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[Citation Analysis]
2012Oil shocks and their impact on energy related stocks in China. (2012). Zhang, Dayong ; Broadstock, David ; Cao, Hong . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:1888-1895.

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[Citation Analysis]
2012Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia. (2012). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1202.

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[Citation Analysis]
2012Customer differentiated end-of-life inventory problem. (2012). Dekker, Rommert ; Pourakbar, Morteza . In: European Journal of Operational Research. RePEc:eee:ejores:v:222:y:2012:i:1:p:44-53.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

YearTitleSee
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/13.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:819.

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[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:822.

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[Citation Analysis]
2012Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1212.

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[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1215.

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[Citation Analysis]

Recent citations received in: 2011

YearTitleSee
2011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/32.

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[Citation Analysis]
2011.

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[Citation Analysis]
2011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:795.

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[Citation Analysis]
2011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1135.

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[Citation Analysis]

Recent citations received in: 2010

YearTitleSee
2010Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/19.

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[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf162.

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[Citation Analysis]
2009VAR forecasting using Bayesian variable selection. (2009). Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:21124.

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[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.