Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Working Papers / COMISEF

[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
19900.09000000.04
19910.09000000.05
19920.09000000.06
19930.1000000.05
19940.12000000.05
19950.16000000.09
19960.2000000.09
19970.2000000.08
19980.22000000.12
19990.27000000.15
20000.37000000.14
20010.38000000.17
20020.39000000.19
20030.42000000.19
20040.43000000.19
20050.45000000.23
20060.46000000.2
20070.4000000.17
20080.46610.17130010.170.18
20090.330.37182420.0814621000.18
20100.330.332145160.36432485030.140.16
20110.230.45146130.28139900.22
20120.730.4846200.430221600.24
201310.5446160.3501100.26
20140.234670.150000.17
 
 
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
2010Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks. (2010). Rais Shaghaghi, Ali ; Markose, Sheri ; Giansante, Simone ; Gatkowski, Mateusz . In: Working Papers. RePEc:com:wpaper:033.

Full description at Econpapers || Download paper

23
2008Review of Heuristic Optimization Methods in Econometrics. (2008). Winker, Peter ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:001.

Full description at Econpapers || Download paper

9
2010Calibrating the Nelson–Siegel–Svensson model. (2010). Schumann, Enrico ; Gilli, Manfred ; Groe, Stefan . In: Working Papers. RePEc:com:wpaper:031.

Full description at Econpapers || Download paper

6
2009Heuristic Optimisation in Financial Modelling. (2009). Schumann, Enrico ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:007.

Full description at Econpapers || Download paper

5
2010Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance. (2010). Winker, Peter ; Savin, Ivan. In: Working Papers. RePEc:com:wpaper:027.

Full description at Econpapers || Download paper

5
2010The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies. (2010). Mizen, Paul ; Bystrov, Victor ; Banerjee, Anindya. In: Working Papers. RePEc:com:wpaper:025.

Full description at Econpapers || Download paper

3
2008Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models. (2008). Winker, Peter ; Lyra, Marianna ; Sharpe, Chris . In: Working Papers. RePEc:com:wpaper:006.

Full description at Econpapers || Download paper

3
2009Optimal enough?. (2009). Schumann, Enrico ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:010.

Full description at Econpapers || Download paper

3
2009Time-varying Multi-regime Models Fitting by Genetic Algorithms. (2009). Protopapas, Mattheos ; Battaglia, Francesco . In: Working Papers. RePEc:com:wpaper:009.

Full description at Econpapers || Download paper

2
2010Index Mutual Fund Replication. (2010). Maringer, Dietmar ; Zhang, Jin . In: Working Papers. RePEc:com:wpaper:035.

Full description at Econpapers || Download paper

2
2009Robust Optimization of Currency Portfolios. (2009). Fonseca, Raquel ; Rustem, Berc ; Wiesemann, Wolfram ; Zymler, Steve . In: Working Papers. RePEc:com:wpaper:012.

Full description at Econpapers || Download paper

2
2010Optimal Control of Nonlinear Dynamic Econometric Models: An Algorithm and an Application. (2010). Neck, Reinhard ; Blueschke, Dmitri ; Bluschke, Dmitri ; Bluschke-Nikolaeva, Viktoria . In: Working Papers. RePEc:com:wpaper:032.

Full description at Econpapers || Download paper

2
2010Multi-regime models for nonlinear nonstationary time series. (2010). Protopapas, Mattheos ; Battaglia, Francesco . In: Working Papers. RePEc:com:wpaper:026.

Full description at Econpapers || Download paper

2
2010Asset Allocation under Hierarchical Clustering. (2010). Maringer, Dietmar ; Zhang, Jin . In: Working Papers. RePEc:com:wpaper:036.

Full description at Econpapers || Download paper

1
2010Calibrating Option Pricing Models with Heuristics. (2010). Schumann, Enrico ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:030.

Full description at Econpapers || Download paper

1
2010Generalized Decision Rule Approximations for Stochastic Programming via Liftings. (2010). Georghiou, Angelos ; Wiesemann, Wolfram ; Kuhn, Daniel . In: Working Papers. RePEc:com:wpaper:043.

Full description at Econpapers || Download paper

1
2009Decomposition-Based Method for Sparse Semidefinite Relaxations of Polynomial Optimization Problems. (2009). Rustem, Berc ; Parpas, Panos ; Kleniati, P. M.. In: Working Papers. RePEc:com:wpaper:022.

Full description at Econpapers || Download paper

1
2010Robust International Portfolio Management. (2010). Fonseca, Raquel ; Rustem, Berc ; Wiesemann, Wolfram . In: Working Papers. RePEc:com:wpaper:029.

Full description at Econpapers || Download paper

1
2010A comparative study of the Lasso-type and heuristic model selection methods. (2010). Savin, Ivan. In: Working Papers. RePEc:com:wpaper:042.

Full description at Econpapers || Download paper

1
2009Optimized U-type Designs on Flexible Regions. (2009). Winker, Peter ; Sharpe, Chris ; Dennis K. J. Lin, . In: Working Papers. RePEc:com:wpaper:013.

Full description at Econpapers || Download paper

1
2010Robust Portfolio Optimization with a Hybrid Heuristic Algorithm. (2010). Winker, Peter ; Fastrich, Bjorn . In: Working Papers. RePEc:com:wpaper:041.

Full description at Econpapers || Download paper

1
2008Coevolutionary Genetic Algorithms for Establishing Nash Equilibrium in Symmetric Cournot Games. (2008). Protopapas, Mattheos ; Kosmatopoulo, Elias ; Battaglia, Francesco . In: Working Papers. RePEc:com:wpaper:004.

Full description at Econpapers || Download paper

1
2010Threshold Accepting for Credit Risk Assessment and Validation. (2010). Winker, Peter ; Lyra, Marianna ; Onwunta, Akwum . In: Working Papers. RePEc:com:wpaper:039.

Full description at Econpapers || Download paper

1
2011Heuristic model selection for leading indicators in Russia and Germany. (2011). Winker, Peter ; Savin, Ivan. In: Working Papers. RePEc:com:wpaper:046.

Full description at Econpapers || Download paper

1

Citing documents used to compute impact factor 0:

YearTitleSee

Cites in year: CiY

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.