1
Impact Factor
0.67
5-Years IF
5
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 | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.08 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1991 | 0.08 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1992 | 0.09 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1993 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1994 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1995 | 0.15 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1996 | 0.19 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.2 | 0 | 0 | 0 | (%) | 0.08 | ||||||||||
| 1998 | 0.21 | 0 | 0 | 0 | (%) | 0.12 | ||||||||||
| 1999 | 0.27 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2000 | 0.36 | 0 | 0 | 0 | (%) | 0.14 | ||||||||||
| 2001 | 0.36 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
| 2002 | 0.37 | 1 | 1 | 0 | 0 | (%) | 0.18 | |||||||||
| 2003 | 0.39 | 1 | 1 | 1 | (%) | 0.18 | ||||||||||
| 2004 | 0.41 | 1 | 1 | 1 | (%) | 0.18 | ||||||||||
| 2005 | 0.43 | 1 | 0 | 1 | (%) | 0.22 | ||||||||||
| 2006 | 0.45 | 1 | 0 | 1 | (%) | 0.19 | ||||||||||
| 2007 | 0.38 | 2 | 3 | 2 | 0 | 1 | 2 (100%) | 0.17 | ||||||||
| 2008 | 0.5 | 0.38 | 0.5 | 3 | 6 | 2 | 0.33 | 5 | 2 | 1 | 2 | 1 | 1 (20%) | 0.17 | ||
| 2009 | 0.35 | 8 | 14 | 18 | 5 | 5 | (%) | 0.17 | ||||||||
| 2010 | 0.32 | 14 | 11 | 13 | (%) | 0.15 | ||||||||||
| 2011 | 0.13 | 0.41 | 0.15 | 6 | 20 | 3 | 0.15 | 19 | 8 | 1 | 13 | 2 | (%) | 1 | 0.17 | 0.2 |
| 2012 | 0.33 | 0.46 | 0.53 | 4 | 24 | 10 | 0.42 | 2 | 6 | 2 | 19 | 10 | (%) | 0.21 | ||
| 2013 | 1 | 0.49 | 0.62 | 3 | 27 | 13 | 0.48 | 14 | 10 | 10 | 21 | 13 | (%) | 0.22 | ||
| 2014 | 1 | 0.56 | 0.67 | 27 | 17 | 0.63 | 7 | 7 | 21 | 14 | (%) | 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]
| Year | Title | Cited |
|---|---|---|
| 2009 | Econometric Inference in the Vicinity of Unity. (2009). Peter C. B. Phillips, ; Magdalinos, Tassos . In: Working Papers. RePEc:skb:wpaper:cofie-06-2009. Full description at Econpapers || Download paper | 11 |
| 2013 | Testing for Multiple Bubbles 1: Historical Episodes of
Exuberance and Collapse in the S&P 500. (2013). Amanullah, ; Wang, Yun ; Bao, Yong ; Shi, Shu-Ping ; Peter C. B. Phillips, ; Yu, Jun ; JunYu, . In: Working Papers. RePEc:skb:wpaper:cofie-03-2013. Full description at Econpapers || Download paper | 10 |
| 2011 | Forecasting the Equity Risk Premium:
The Role of Technical Indicators. (2011). Neely, Christopher J. ; Tu, Jun ; Zhou, Guofu ; Rapach, David E.. In: Working Papers. RePEc:skb:wpaper:cofie-02-2011. Full description at Econpapers || Download paper | 10 |
| 2011 | Testing for Multiple Bubbles. (2011). JunYu, ; Shi, Shu-Ping ; Peter C. B. Phillips, . In: Working Papers. RePEc:skb:wpaper:cofie-03-2011. Full description at Econpapers || Download paper | 6 |
| 2013 | Testing for Multiple Bubbles 2: Limit Theory of Real Time
Detectors. (2013). Peter C. B. Phillips, ; Shi, Shu-Ping . In: Working Papers. RePEc:skb:wpaper:cofie-04-2013. Full description at Econpapers || Download paper | 5 |
| 2009 | Dynamic Misspecification in Nonparametric
Cointegrating Regression. (2009). Kasparis, Ioannis ; Peter C. B. Phillips, . In: Working Papers. RePEc:skb:wpaper:cofie-01-2009. Full description at Econpapers || Download paper | 3 |
| 2008 | Information Loss in Volatility Measurement with Flat Price Trading. (2008). JunYu, ; Peter C. B. Phillips, . In: Working Papers. RePEc:skb:wpaper:cofie-01-2008. Full description at Econpapers || Download paper | 3 |
| 2007 | Automated Likelihood Based Inference for Stochastic Volatility Models. (2007). JunYu, . In: Working Papers. RePEc:skb:wpaper:01-2007. Full description at Econpapers || Download paper | 2 |
| 2009 | Explosive Behavior in the 1990s Nasdaq: When Did Exuberance
Escalate Asset Values?. (2009). JunYu, ; Wu, Yangru ; Peter C. B. Phillips, . In: Working Papers. RePEc:skb:wpaper:cofie-03-2008. Full description at Econpapers || Download paper | 2 |
| 2011 | Speci cation Sensitivity in Right-Tailed Unit Root Testing for
Explosive Behavior. (2011). Peter C. B. Phillips, ; Shi, Shu-Ping . In: Working Papers. RePEc:skb:wpaper:cofie-09-2011. Full description at Econpapers || Download paper | 2 |
| 2009 | Dating the Timeline of Financial Bubbles
During the Subprime Crisis. (2009). JunYu, ; Peter C. B. Phillips, . In: Working Papers. RePEc:skb:wpaper:cofie-07-2009. Full description at Econpapers || Download paper | 2 |
| 2007 | Automated Likelihood Based Inference for Stochastic Volatility Models. (2007). Skaug, Hans J. ; Yu, Jun ; JunYu, . In: Working Papers. RePEc:skb:wpaper:cofie-01-2007. Full description at Econpapers || Download paper | 2 |
| 2012 | Detecting Bubbles in Hong Kong Residential Property Market. (2012). Jin, Lu ; Yiu, Matthew S. ; MatthewS. Yiu, . In: Working Papers. RePEc:skb:wpaper:cofie-03-2012. Full description at Econpapers || Download paper | 1 |
| 2011 | SpeciÃcation Sensitivities in Right-Tailed Unit Root Testing
for Financial Bubbles. (2011). JunYu, ; Shi, Shu-Ping ; Peter C. B. Phillips, . In: Working Papers. RePEc:skb:wpaper:cofie-01-2011. Full description at Econpapers || Download paper | 1 |
| 2008 | Bias in the Estimation of the Mean Reversion
Parameter in Continuous Time Models. (2008). JunYu, . In: Working Papers. RePEc:skb:wpaper:cofie-06-2008. Full description at Econpapers || Download paper | 1 |
| 2011 | Bayesian Learning of Impacts of Self-Exciting Jumps
in Returns and Volatility. (2011). Fulop, Andras ; Li, Junye . In: Working Papers. RePEc:skb:wpaper:cofie-10-2011. Full description at Econpapers || Download paper | 1 |
| 2008 | A Semiparametric Stochastic Volatility Model. (2008). JunYu, . In: Working Papers. RePEc:skb:wpaper:cofie-04-2008. Full description at Econpapers || Download paper | 1 |
| 2012 | Estimation of High-Frequency Volatility:
An Autoregressive Conditional Duration Approach. (2012). Yang, Thomas Tao ; Tse, Yiu-Kuen. In: Working Papers. RePEc:skb:wpaper:cofie-02-2012. 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 |
|---|---|---|
| 2013 | Testing for Multiple Bubbles 1: Historical Episodes of
Exuberance and Collapse in the S&P 500. (2013). Amanullah, ; Wang, Yun ; Bao, Yong ; Shi, Shu-Ping ; Peter C. B. Phillips, ; Yu, Jun ; JunYu, . In: Working Papers. RePEc:skb:wpaper:cofie-03-2013. Full description at Econpapers || Download paper | 10 |
| 2011 | Forecasting the Equity Risk Premium:
The Role of Technical Indicators. (2011). Neely, Christopher J. ; Tu, Jun ; Zhou, Guofu ; Rapach, David E.. In: Working Papers. RePEc:skb:wpaper:cofie-02-2011. Full description at Econpapers || Download paper | 8 |
| 2009 | Econometric Inference in the Vicinity of Unity. (2009). Peter C. B. Phillips, ; Magdalinos, Tassos . In: Working Papers. RePEc:skb:wpaper:cofie-06-2009. Full description at Econpapers || Download paper | 7 |
| 2011 | Testing for Multiple Bubbles. (2011). JunYu, ; Shi, Shu-Ping ; Peter C. B. Phillips, . In: Working Papers. RePEc:skb:wpaper:cofie-03-2011. Full description at Econpapers || Download paper | 5 |
| 2013 | Testing for Multiple Bubbles 2: Limit Theory of Real Time
Detectors. (2013). Peter C. B. Phillips, ; Shi, Shu-Ping . In: Working Papers. RePEc:skb:wpaper:cofie-04-2013. Full description at Econpapers || Download paper | 5 |
| 2009 | Explosive Behavior in the 1990s Nasdaq: When Did Exuberance
Escalate Asset Values?. (2009). JunYu, ; Wu, Yangru ; Peter C. B. Phillips, . In: Working Papers. RePEc:skb:wpaper:cofie-03-2008. Full description at Econpapers || Download paper | 2 |
| 2011 | Speci cation Sensitivity in Right-Tailed Unit Root Testing for
Explosive Behavior. (2011). Peter C. B. Phillips, ; Shi, Shu-Ping . In: Working Papers. RePEc:skb:wpaper:cofie-09-2011. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 7:
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | Bubbles in food commodity markets: Four decades of evidence. (2014). Garcia, Philip ; Etienne, Xiaoli L. ; Irwin, Scott H.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:129-155. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Bayesian Analysis of Bubbles in Asset Prices. (2014). Fulop, Andras . In: Working Papers. RePEc:siu:wpaper:04-2014. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Rtadf: Testing for Bubbles with EViews. (2014). . In: MPRA Paper. RePEc:pra:mprapa:58791. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Explosive Target balances of the German Bundesbank. (2014). . In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:439-444. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013. (2014). Shiryaev, Albert N. ; Ziemba, William T. ; Zhitlukhin, Mikhail N.. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:59288. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Intraday periodicity adjustments of transaction duration and their effects on high-frequency volatility estimation. (2014). Dong, Yingjie ; Tse, Yiu-Kuen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:28:y:2014:i:c:p:352-361. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Is there a Bubble in the Art Market?. (2014). Martelin, Nicolas ; Lehnert, Thorsten ; Kraussl, Roman . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-07. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2011 | Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors. (2011). Uwilingiye, Josine ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201122. Full description at Econpapers || Download paper | [Citation Analysis] |
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.