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

Working Papers / Olsen and Associates

[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
19950.16020000.09
19960.22210.518000.09
19970.2200200.08
19980.222420200.12
19990.272630000.15
20000.37231.50000.14
20010.382210000.17
20020.39231.50000.19
20030.42252.50000.19
20040.432420000.19
20050.45252.50000.23
20060.46252.50000.2
20070.4200000.17
20080.4200000.18
20090.37273.50000.18
20100.33252.50000.16
20110.452210000.22
20120.48200000.24
20130.54210.50000.26
20140.23200000.17
 
 
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
1996Hill, Bootstrap and Jackknife Estimators for Heavy Tails. (1996). Dacorogna, Michel ; Pictet, Olivier V. ; Muller, Ulrich A.. In: Working Papers. RePEc:wop:olaswp:_015.

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14
The Distribution of Extremal Foreign Exchange Rate Returns in Extremely Large Data Sets. (). de Vries, Casper ; Dacorogna, Michel ; Pictet, Olivier V. ; Muller, Ulrich A.. In: Working Papers. RePEc:wop:olaswp:_012.

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12
1996Heavy tails in high-frequency financial data. (1996). Dacorogna, Michel ; Pictet, Olivier V. ; Muller, Ulrich A.. In: Working Papers. RePEc:wop:olaswp:_016.

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10
Fractals and Intrinsic Time - a Challenge to Econometricians. (). Olsen, Richard ; Dacorogna, Michel ; Ward, J. R. ; Muller, U. A. ; Dave, R. D. ; Pictet, O. V.. In: Working Papers. RePEc:wop:olaswp:_009.

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9
On the intra-daily performance of GARCH processes. (). Dacorogna, Michel ; Guillaume, Dominique M. ; Pictet, Olivier V.. In: Working Papers. RePEc:wop:olaswp:_001.

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8
Going Back to the Basics - Rethinking Market Efficiency. (). Olsen, Richard ; Dacorogna, Michel ; Pictet, Olivier V. ; Muller, Ulrich A.. In: Working Papers. RePEc:wop:olaswp:_013.

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4
Genetic Algorithms with collective sharing for Robust Optimization in Financial Applications. (). Dacorogna, Michel ; Chopard, Bastien ; Schirru, Roberto ; Dave, Rakhal D. ; Pictet, Olivier V. ; Tomassini, Marco . In: Working Papers. RePEc:wop:olaswp:_005.

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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.