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Staff Discussion Papers / Office of Financial Research, US Department of the Treasury

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
2
Impact Factor
0
5 Years IF
0.13
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.11
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.39 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 0 0 0 0 0 0.24
2003 0 0.41 0 0 0 0 0 0 0 0 0 0 0.24
2004 0 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2005 0 0.49 0 0 0 0 0 0 0 0 0 0 0.29
2006 0 0.48 0 0 0 0 0 0 0 0 0 0 0.26
2007 0 0.4 0 0 0 0 0 0 0 0 0 0 0.22
2008 0 0.45 0 0 0 0 0 0 0 0 0 0 0.23
2009 0 0.43 0 0 0 0 0 0 0 0 0 0 0.23
2010 0 0.37 0 0 0 0 0 0 0 0 0 0 0.19
2011 0 0.47 0 0 0 0 0 0 0 0 0 0 0.25
2012 0 0.5 0 0 0 0 0 0 0 0 0 0 0.26
2013 0 0.52 0 0 0 0 0 0 0 0 0 0 0.24
2014 0 0.55 0.25 0 4 4 2 1 0 0 0 0 0.28
2015 0.25 0.54 0.43 0.25 3 7 3 3 4 4 1 4 1 0 2 0.67 0.28
2016 0.14 0.58 0.14 0.14 0 7 0 1 5 7 1 7 1 0 0 0.29
2017 0 0.6 0 0 1 8 0 5 3 7 0 0 0.3
2018 0 0.62 0.11 0.13 1 9 0 1 6 1 8 1 0 0 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%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
#YearTitleCited
12015Clustering Techniques and Their Effect on Portfolio Formation and Risk Analysis. (2015). Lemieux, Victoria ; Flood, Mark ; B. L. William Wong, ; Walker, Rick ; Rahmdel, Payam S.. In: Staff Discussion Papers. RePEc:ofr:discus:15-01.

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4
22014On the Optimal Wealth Process in a Log-Normal Market: Applications to Risk Management. (2014). Monin, Philip ; Zariphopoulou, Thaleia. In: Staff Discussion Papers. RePEc:ofr:discus:14-01.

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2
32014The Role of Visual Analysis in the Regulation of Electronic Order Book Markets. (2014). Paddrik, Mark ; Scherer, William T. ; Beling, Peter A. ; Todd, Andrew E. ; Haynes, Richard . In: Staff Discussion Papers. RePEc:ofr:discus:14-02.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12014On the Optimal Wealth Process in a Log-Normal Market: Applications to Risk Management. (2014). Monin, Philip ; Zariphopoulou, Thaleia. In: Staff Discussion Papers. RePEc:ofr:discus:14-01.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2015
YearCiting document
2015A proposal of a methodological framework with experimental guidelines to investigate clustering stability on financial time series. (2015). Marti, Gautier ; Nielsen, Frank ; Donnat, Philippe ; Very, Philippe. In: Papers. RePEc:arx:papers:1509.05475.

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2015Toward a generic representation of random variables for machine learning. (2015). Marti, Gautier ; Donnat, Philippe ; Very, Philippe. In: Working Papers. RePEc:hal:wpaper:hal-01196883.

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