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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Working Papers / COMISEF

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Impact Factor

0.25

5-Years IF

5

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.15000 (%)0.1
19960.19000 (%)0.09
19970.2000 (%)0.08
19980.21000 (%)0.12
19990.27000 (%)0.15
20000.36000 (%)0.14
20010.36000 (%)0.17
20020.37000 (%)0.18
20030.39000 (%)0.18
20040.41000 (%)0.18
20050.43000 (%)0.22
20060.45000 (%)0.19
20070.38000 (%)0.17
20080.386610.1715004 (26.7%)10.170.17
20090.330.350.33182420.081662623 (18.8%)0.17
20100.330.320.332145160.36542482481 (1.9%)30.140.15
20110.230.410.29146130.2813994513 (%)0.2
20120.680.460.3746190.4122154617 (%)0.21
201310.490.3746170.37114617 (%)0.22
20140.560.2546110.2404010 (%)0.3
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:

[Click on heading to sort table]

YearTitleCited
2010Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks. (2010). Shaghaghi, Ali Rais ; Giansante, Simone ; Markose, Sheri ; Gatkowski, Mateusz . In: Working Papers. RePEc:com:wpaper:033.

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28
2008Review of Heuristic Optimization Methods in Econometrics. (2008). Gilli, Manfred ; Winker, Peter . In: Working Papers. RePEc:com:wpaper:001.

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11
2010Calibrating the Nelson–Siegel–Svensson model. (2010). Gilli, Manfred ; Groe, Stefan . In: Working Papers. RePEc:com:wpaper:031.

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10
2009Heuristic Optimisation in Financial Modelling. (2009). Gilli, Manfred . In: Working Papers. RePEc:com:wpaper:007.

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

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

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4
2009Optimal enough?. (2009). Gilli, Manfred . In: Working Papers. RePEc:com:wpaper:010.

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4
2008Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models. (2008). Sharpe, Chris ; Winker, Peter ; Lyra, Marianna . In: Working Papers. RePEc:com:wpaper:006.

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3
2010Index Mutual Fund Replication. (2010). Maringer, Dietmar ; Zhang, Jin . In: Working Papers. RePEc:com:wpaper:035.

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2
2009Time-varying Multi-regime Models Fitting by Genetic Algorithms. (2009). Battaglia, Francesco ; Protopapas, Mattheos . In: Working Papers. RePEc:com:wpaper:009.

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

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

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

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2
2010Calibrating Option Pricing Models with Heuristics. (2010). SCHUMANN, Enrico ; Gilli, Manfred . In: Working Papers. RePEc:com:wpaper:030.

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2
2010Generalized Decision Rule Approximations for Stochastic Programming via Liftings. (2010). Georghiou, Angelos ; Wiesemann, Wolfram ; Kuhn, Daniel . In: Working Papers. RePEc:com:wpaper:043.

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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.

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

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

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1
2009Validating Structural Credit Portfolio Models. (2009). Onwunta, Akwum ; Kalkbrener, Michael . In: Working Papers. RePEc:com:wpaper:014.

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

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

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

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1
2011Heuristic model selection for leading indicators in Russia and Germany. (2011). . In: Working Papers. RePEc:com:wpaper:046.

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

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1
2010Asset Allocation under Hierarchical Clustering. (2010). Maringer, Dietmar ; Zhang, Jin . In: Working Papers. RePEc:com:wpaper:036.

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1

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2010Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks. (2010). Shaghaghi, Ali Rais ; Giansante, Simone ; Markose, Sheri ; Gatkowski, Mateusz . In: Working Papers. RePEc:com:wpaper:033.

Full description at Econpapers || Download paper

14
2010Calibrating the Nelson–Siegel–Svensson model. (2010). Gilli, Manfred ; Groe, Stefan . In: Working Papers. RePEc:com:wpaper:031.

Full description at Econpapers || Download paper

4
2008Review of Heuristic Optimization Methods in Econometrics. (2008). Gilli, Manfred ; Winker, Peter . In: Working Papers. RePEc:com:wpaper:001.

Full description at Econpapers || Download paper

4
2010Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance. (2010). Savin, Ivan . In: Working Papers. RePEc:com:wpaper:027.

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

Citing documents used to compute impact factor 0:

[Click on heading to sort table]

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.