null
Impact Factor
null
5-Years IF
5
5-Years H index
null
Impact Factor
null
5-Years IF
5
5-Years H index
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 |
 
# | Year | Title | Cited |
---|---|---|---|
1 | 1996 | Hill, Bootstrap and Jackknife Estimators for Heavy Tails. (1996). Dacorogna, Michel ; Pictet, Olivier V. ; Muller, Ulrich A.. In: Working Papers. RePEc:wop:olaswp:_015. Full description at Econpapers || Download paper | 16 |
2 | 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. Full description at Econpapers || Download paper | 15 | |
3 | 1996 | Heavy tails in high-frequency financial data. (1996). Dacorogna, Michel ; Pictet, Olivier V. ; Muller, Ulrich A.. In: Working Papers. RePEc:wop:olaswp:_016. Full description at Econpapers || Download paper | 10 |
4 | On the intra-daily performance of GARCH processes. (). Dacorogna, Michel ; Guillaume, Dominique M. ; Pictet, Olivier V.. In: Working Papers. RePEc:wop:olaswp:_001. Full description at Econpapers || Download paper | 9 | |
5 | 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. Full description at Econpapers || Download paper | 8 | |
6 | 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. Full description at Econpapers || Download paper | 4 | |
7 | 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. Full description at Econpapers || Download paper | 1 |
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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.
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1st 2017. Contact: CitEc Team