null
Impact Factor
0.05
5-Years IF
3
5-Years H index
CitEc is a RePEc service
providing citation data for Economics since 2001
providing citation data for Economics since 2001
Last updated December, 3 2015 760.408 documents
processed, 20.499.313 references and 8.066.571 citations
[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]
| 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 |
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50 most cited documents in this series:
[Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2004 | Sub-fractional Brownian motion and its relation to occupation times. (2004). Talarczyk, Anna ; Bojdecki, Tomasz ; Gorostiza, Luis G.. In: RePAd Working Paper Series. RePEc:pqs:wpaper:0132005. Full description at Econpapers || Download paper | 6 |
| 2001 | Superprocesses with Dependent Spatial Motion and General Branching Densities. (2001). Dawson, Donald A. ; Li, Zenghu ; Wang, Hao . In: RePAd Working Paper Series. RePEc:pqs:wpaper:0032005. Full description at Econpapers || Download paper | 4 |
| 2011 | Low-frequency components and the Weekend effect revisited: Evidence from Spectral Analysis. (2011). . In: RePAd Working Paper Series. RePEc:pqs:wpaper:052011. Full description at Econpapers || Download paper | 3 |
| 2005 | Quelques applications du filtre de Kalman en finance:
estimation et prévision de la volatilité stochastique et du rapport cours-bénéfices. (2005). Theoret, Raymond . In: RePAd Working Paper Series. RePEc:pqs:wpaper:0312005. Full description at Econpapers || Download paper | 2 |
| 2004 | Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Case of Long-Range Dependence. (2004). Talarczyk, A. ; Bojdecki, T. ; Gorostiza, Luis G.. In: RePAd Working Paper Series. RePEc:pqs:wpaper:0242005. Full description at Econpapers || Download paper | 2 |
| 2000 | Estimation et tests en présence derreurs de mesure sur les variables explicatives : vérification empirique par la méthode de simulation Monte Carlo. (2000). . In: RePAd Working Paper Series. RePEc:pqs:wpaper:022008. Full description at Econpapers || Download paper | 2 |
| 2012 | Firms Accruals and Tobinâs q. (2012). . In: RePAd Working Paper Series. RePEc:pqs:wpaper:032012. Full description at Econpapers || Download paper | 1 |
| 2007 | Techniques alternatives dâestimation et tests en présence dâerreurs de mesure sur les variables explicatives. (2007). . In: RePAd Working Paper Series. RePEc:pqs:wpaper:022007. Full description at Econpapers || Download paper | 1 |
| 2011 | Forecasting stochastic Volatility using the Kalman filter: An Application to Canadian Interest Rates and Price-Earnings Ratio. (2011). Theoret, Raymond . In: RePAd Working Paper Series. RePEc:pqs:wpaper:032011. Full description at Econpapers || Download paper | 1 |
| 2006 | Towards New Empirical Versions of Financial and Accounting Models Corrected for Measurement Errors. (2006). Coen, Alain ; Theoret, Raymond . In: RePAd Working Paper Series. RePEc:pqs:wpaper:132006. Full description at Econpapers || Download paper | 1 |
| 2008 | Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Funds Returns. (2008). Theoret, Raymond . In: RePAd Working Paper Series. RePEc:pqs:wpaper:012008. Full description at Econpapers || Download paper | 1 |
| 2005 | Self-Normalized Weak Invariance Principle for Mixing Sequences. (2005). Kulik, ; Balan, Raluca. In: RePAd Working Paper Series. RePEc:pqs:wpaper:082006. Full description at Econpapers || Download paper | 1 |
| 2006 | Investment and Dynamic DEA. (2006). . In: RePAd Working Paper Series. RePEc:pqs:wpaper:012006. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2011 | Low-frequency components and the Weekend effect revisited: Evidence from Spectral Analysis. (2011). . In: RePAd Working Paper Series. RePEc:pqs:wpaper:052011. Full description at Econpapers || Download paper | 3 |
10 most frequent citing series:
[Click on heading to sort table]
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.