Citation analysis for Working Papers / COMISEF

Working Papers / COMISEF

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Impact Factor

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5-Years IF

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
1990		0.11			0				0		0		(%)			0.06
1991		0.1			0				0		0		(%)			0.04
1992		0.1			0				0		0		(%)			0.05
1993		0.13			0				0		0		(%)			0.06
1994		0.14			0				0		0		(%)			0.06
1995		0.17			0				0		0		(%)			0.1
1996		0.22			0				0		0		(%)			0.09
1997		0.22			0				0		0		(%)			0.09
1998		0.24			0				0		0		(%)			0.12
1999		0.3			0				0		0		(%)			0.15
2000		0.36			0				0		0		(%)			0.14
2001		0.36			0				0		0		(%)			0.16
2002		0.37			0				0		0		(%)			0.18
2003		0.39			0				0		0		(%)			0.19
2004		0.4			0				0		0		(%)			0.18
2005		0.42			0				0		0		(%)			0.2
2006		0.45			0				0		0		(%)			0.19
2007		0.38			0				0		0		(%)			0.16
2008		0.39		6	6	1	0.17	17	0		0		4 (23.5%)	1	0.17	0.17
2009	0.33	0.36	0.33	18	24	2	0.08	26	6	2	6	2	3 (11.5%)			0.17
2010	0.33	0.34	0.33	21	45	16	0.36	88	24	8	24	8	1 (1.1%)	3	0.14	0.15
2011	0.28	0.4	0.33	1	46	15	0.33	1	39	11	45	15	(%)			0.19
2012	0.77	0.44	0.41		46	21	0.46		22	17	46	19	(%)			0.2
2013	1	0.49	0.5		46	23	0.5		1	1	46	23	(%)			0.2
2014		0.52	0.45		46	19	0.41		0		40	18	(%)			0.23
2015		0.54	0.23		46	10	0.22		0		22	5	(%)			0.24
2016		0.6			46	15	0.33		0		1		(%)			0.27
2017		0.64			46	4	0.09		0		0		(%)			0.28

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:

#	Year	Title	Cited
1	2010	Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks. (2010). Rais Shaghaghi, Ali ; Markose, Sheri ; Giansante, Simone ; Gatkowski, Mateusz . In: Working Papers. RePEc:com:wpaper:033. Full description at Econpapers \|\| Download paper	43
2	2010	Calibrating the NelsonâSiegelâSvensson model. (2010). Schumann, Enrico ; Gilli, Manfred ; Groe, Stefan . In: Working Papers. RePEc:com:wpaper:031. Full description at Econpapers \|\| Download paper	18
3	2008	Review of Heuristic Optimization Methods in Econometrics. (2008). Winker, Peter ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:001. Full description at Econpapers \|\| Download paper	13
4	2010	Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance. (2010). Winker, Peter ; Savin, Ivan. In: Working Papers. RePEc:com:wpaper:027. Full description at Econpapers \|\| Download paper	8
5	2009	Heuristic Optimisation in Financial Modelling. (2009). Schumann, Enrico ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:007. Full description at Econpapers \|\| Download paper	7
6	2010	Calibrating Option Pricing Models with Heuristics. (2010). Schumann, Enrico ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:030. Full description at Econpapers \|\| Download paper	6
7	2009	Optimal enough?. (2009). Schumann, Enrico ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:010. Full description at Econpapers \|\| Download paper	6
8	2010	The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies. (2010). Mizen, Paul ; Bystrov, Victor ; Banerjee, Anindya. In: Working Papers. RePEc:com:wpaper:025. Full description at Econpapers \|\| Download paper	4
9	2009	Robust Optimization of Currency Portfolios. (2009). Fonseca, Raquel ; Rustem, Berc ; Wiesemann, Wolfram ; Zymler, Steve . In: Working Papers. RePEc:com:wpaper:012. Full description at Econpapers \|\| Download paper	4
10	2010	Generalized Decision Rule Approximations for Stochastic Programming via Liftings. (2010). Georghiou, Angelos ; Wiesemann, Wolfram ; Kuhn, Daniel. In: Working Papers. RePEc:com:wpaper:043. Full description at Econpapers \|\| Download paper	3
11	2008	Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models. (2008). Winker, Peter ; Lyra, Marianna ; Sharpe, Chris . In: Working Papers. RePEc:com:wpaper:006. Full description at Econpapers \|\| Download paper	3
12	2010	Index Mutual Fund Replication. (2010). Maringer, Dietmar ; Zhang, Jin. In: Working Papers. RePEc:com:wpaper:035. Full description at Econpapers \|\| Download paper	2
13	2009	Robust regression with optimisation heuristics. (2009). Schumann, Enrico ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:011. Full description at Econpapers \|\| Download paper	2
14	2010	Robust Portfolio Optimization with a Hybrid Heuristic Algorithm. (2010). Winker, Peter ; Fastrich, Bjorn . In: Working Papers. RePEc:com:wpaper:041. Full description at Econpapers \|\| Download paper	2
15	2010	Optimal Control of Nonlinear Dynamic Econometric Models: An Algorithm and an Application. (2010). Neck, Reinhard ; Blueschke, Dmitri ; Bluschke, Dmitri ; Bluschke-Nikolaeva, Viktoria . In: Working Papers. RePEc:com:wpaper:032. Full description at Econpapers \|\| Download paper	2
16	2009	Time-varying Multi-regime Models Fitting by Genetic Algorithms. (2009). Protopapas, Mattheos ; Battaglia, Francesco . In: Working Papers. RePEc:com:wpaper:009. Full description at Econpapers \|\| Download paper	2
17	2010	Multi-regime models for nonlinear nonstationary time series. (2010). Protopapas, Mattheos ; Battaglia, Francesco . In: Working Papers. RePEc:com:wpaper:026. Full description at Econpapers \|\| Download paper	2
18	2010	Exact Maximum Likelihood Estimation for Copula Models. (2010). Zhang, Jin. In: Working Papers. RePEc:com:wpaper:038. Full description at Econpapers \|\| Download paper	1
19	2009	Optimized U-type Designs on Flexible Regions. (2009). Winker, Peter ; Sharpe, Chris ; Dennis K. J. Lin, . In: Working Papers. RePEc:com:wpaper:013. Full description at Econpapers \|\| Download paper	1
20	2009	Implementing Binomial Trees. (2009). Schumann, Enrico ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:008. Full description at Econpapers \|\| Download paper	1
21	2010	Asset Allocation under Hierarchical Clustering. (2010). Maringer, Dietmar ; Zhang, Jin. In: Working Papers. RePEc:com:wpaper:036. Full description at Econpapers \|\| Download paper	1
22	2010	A comparative study of the Lasso-type and heuristic model selection methods. (2010). Savin, Ivan. In: Working Papers. RePEc:com:wpaper:042. Full description at Econpapers \|\| Download paper	1
23	2009	Decomposition-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. Full description at Econpapers \|\| Download paper	1
24	2010	Robust International Portfolio Management. (2010). Fonseca, Raquel ; Rustem, Berc ; Wiesemann, Wolfram . In: Working Papers. RePEc:com:wpaper:029. Full description at Econpapers \|\| Download paper	1
25	2009	Worst-Case Value-at-Risk of Non-Linear Portfolios. (2009). Rustem, Berc ; Zymler, Steve ; Kuhn, Daniel. In: Working Papers. RePEc:com:wpaper:017. Full description at Econpapers \|\| Download paper	1
26	2010	Threshold Accepting for Credit Risk Assessment and Validation. (2010). Winker, Peter ; Lyra, Marianna ; Onwunta, Akwum . In: Working Papers. RePEc:com:wpaper:039. Full description at Econpapers \|\| Download paper	1
27	2008	Coevolutionary Genetic Algorithms for Establishing Nash Equilibrium in Symmetric Cournot Games. (2008). Protopapas, Mattheos ; Kosmatopoulo, Elias ; Battaglia, Francesco . In: Working Papers. RePEc:com:wpaper:004. Full description at Econpapers \|\| Download paper	1
28	2009	Validating Structural Credit Portfolio Models. (2009). Onwunta, Akwum ; Kalkbrener, Michael . In: Working Papers. RePEc:com:wpaper:014. Full description at Econpapers \|\| Download paper	1
29	2011	Heuristic model selection for leading indicators in Russia and Germany. (2011). Winker, Peter ; Savin, Ivan. In: Working Papers. RePEc:com:wpaper:046. Full description at Econpapers \|\| Download paper	1

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2010	Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks. (2010). Rais Shaghaghi, Ali ; Markose, Sheri ; Giansante, Simone ; Gatkowski, Mateusz . In: Working Papers. RePEc:com:wpaper:033. Full description at Econpapers \|\| Download paper	7
2	2010	Calibrating the NelsonâSiegelâSvensson model. (2010). Schumann, Enrico ; Gilli, Manfred ; Groe, Stefan . In: Working Papers. RePEc:com:wpaper:031. Full description at Econpapers \|\| Download paper	6
3	2010	Calibrating Option Pricing Models with Heuristics. (2010). Schumann, Enrico ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:030. Full description at Econpapers \|\| Download paper	3
4	2008	Review of Heuristic Optimization Methods in Econometrics. (2008). Winker, Peter ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:001. Full description at Econpapers \|\| Download paper	2
5	2009	Robust Optimization of Currency Portfolios. (2009). Fonseca, Raquel ; Rustem, Berc ; Wiesemann, Wolfram ; Zymler, Steve . In: Working Papers. RePEc:com:wpaper:012. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

10 most frequent citing series

#	Series	Cites
1	Working Papers / COMISEF	8
2	Papers / arXiv.org	8
3	European Journal of Operational Research / Elsevier	7
4	MPRA Paper / University Library of Munich, Germany	7
5		3
6	Journal of Economic Behavior & Organization / Elsevier	3
7	Computational Management Science / Springer	3
8	Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) / De Gruyter	3
9	Working Paper Series of the Department of Economics, University of Konstanz / Department of Economics, University of Konstanz	2
10	Jena Economic Research Papers / Friedrich-Schiller-University Jena	2
11	Economics Discussion Papers / University of Essex, Department of Economics	2

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.