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Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
2
Impact Factor
0.43
5 Years IF
0.29
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 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.22 0 0 0 0 0 0 0 0 0 0 0.09
1998 0 0.26 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.28 0 0 0 0 0 0 0 0 0 0 0.14
2000 0 0.33 0 0 0 0 0 0 0 0 0 0 0.15
2001 0 0.36 0 0 0 0 0 0 0 0 0 0 0.15
2002 0 0.39 0 0 0 0 0 0 0 0 0 0 0.21
2003 0 0.4 0 0 0 0 0 0 0 0 0 0 0.2
2004 0 0.45 0 0 0 0 0 0 0 0 0 0 0.2
2005 0 0.46 0 0 0 0 0 0 0 0 0 0 0.22
2006 0 0.46 0 0 0 0 0 0 0 0 0 0 0.21
2007 0 0.42 0 0 0 0 0 0 0 0 0 0 0.18
2008 0 0.44 0 0 0 0 0 0 0 0 0 0 0.21
2009 0 0.44 0 0 0 0 0 0 0 0 0 0 0.21
2010 0 0.43 0 0 0 0 0 0 0 0 0 0 0.18
2011 0 0.46 0 0 0 0 0 0 0 0 0 0 0.21
2012 0 0.47 0 0 0 0 0 0 0 0 0 0 0.19
2013 0 0.53 0 0 0 0 0 0 0 0 0 0 0.22
2014 0 0.55 0 0 4 4 4 0 0 0 0 0 0.22
2015 0 0.56 0 0 3 7 1 0 4 4 0 0 0.21
2016 0.43 0.58 0.33 0.43 2 9 6 3 3 7 3 7 3 0 0 0.2
2017 0.8 0.6 0.36 0.56 5 14 3 5 8 5 4 9 5 0 0 0.22
2018 0.43 0.76 0.35 0.29 3 17 0 6 14 7 3 14 4 0 1 0.33 0.31
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
12016Statistical Industry Classification. (2016). Kakushadze, Zura ; Yu, Willie. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:3:y:2016:i:1:p:17-65.

Full description at Econpapers || Download paper

7
22014The link between transparency and independence of central banks. (2014). Spyromitros, Eleftherios. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:1:y:2014:i:1:p:51-60.

Full description at Econpapers || Download paper

4
32017Heavy-tailed Distributions and Risk Management of Equity Market Tail Events. (2017). Guo, Zi-Yi. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:4:y:2017:i:1:p:31-41.

Full description at Econpapers || Download paper

2
42017On Origins of Bubbles. (2017). Kakushadze, Zura. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:4:y:2017:i:1:p:1-30.

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1
52014An Analysis of the Covered Warrants listed on the Athens Exchange. (2014). Fassas, Athanasios ; SIRIOPOULOS, COSTAS. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:1:y:2014:i:1:p:13-30.

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1
62018Notes on Fano Ratio and Portfolio Optimization. (2018). Kakushadze, Zura ; Yu, Willie. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:5:y:2018:i:1:p:1-33.

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1
72015Performance of the Greek banking sector pre and throughout the financial crisis. (2015). Diakomihalis, Mihail N ; Chytis, Evangelos ; Chatzi, Iliana G. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:2:y:2015:i:1:p:45-69.

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1
82017VIX Index and Stock Returns Following Large Price Moves. (2017). Kudryavtsev, Andrey. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:4:y:2017:i:1:p:71-101.

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1
92015Democracy, Political Stability and Economic performance. A Panel Data Analysis. (2015). KYRIAZIS, NICHOLAS ; ECONOMOU, EMMANOUIL-MARIOS-LAZAROS ; Georgiou, Militiades N. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:2:y:2015:i:1:p:1-18.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Statistical Industry Classification. (2016). Kakushadze, Zura ; Yu, Willie. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:3:y:2016:i:1:p:17-65.

Full description at Econpapers || Download paper

7
22017Heavy-tailed Distributions and Risk Management of Equity Market Tail Events. (2017). Guo, Zi-Yi. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:4:y:2017:i:1:p:31-41.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 3
YearTitle
2018Notes on Fano Ratio and Portfolio Optimization. (2018). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1711.10640.

Full description at Econpapers || Download paper

2018Betas, Benchmarks and Beating the Market. (2018). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1807.09919.

Full description at Econpapers || Download paper

2018Fat Tails, Value at Risk, and the Palladium Returns. (2018). Ding, Jianhua ; Guo, Bin. In: Journal of Applied Management and Investments. RePEc:ods:journl:v:7:y:2018:i:2:p:95-103.

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Recent citations
Recent citations received in 2017

YearCiting document

Recent citations received in 2016

YearCiting document

Recent citations received in 2015

YearCiting document