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Working Papers / University of Sydney Business School, Discipline of Business Analytics

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
4
Impact Factor
0.5
5 Years IF
0.22
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 3 3 1 0 0 0 0 0 0.23
2010 0.33 0.37 0.14 0.33 4 7 0 1 1 3 1 3 1 0 0 0.19
2011 0 0.47 0.26 0 12 19 11 5 6 7 7 0 5 0.42 0.25
2012 0 0.5 0 0 8 27 3 6 16 19 0 0 0.26
2013 0.1 0.52 0.06 0.07 7 34 2 2 8 20 2 27 2 0 0 0.24
2014 0.13 0.55 0.12 0.15 7 41 4 5 13 15 2 34 5 0 0 0.28
2015 0.14 0.54 0.1 0.08 8 49 6 5 18 14 2 38 3 0 1 0.13 0.28
2016 0.47 0.58 0.16 0.21 7 56 1 9 27 15 7 42 9 0 0 0.29
2017 0.07 0.6 0.02 0.03 3 59 5 1 28 15 1 37 1 1 100 0 0.3
2018 0.5 0.62 0.14 0.22 0 59 0 8 36 10 5 32 7 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
12017Endogenous Environmental Variables In Stochastic Frontier Models. (2017). Prokhorov, Artem ; Schmidt, Peter ; Amsler, Christine. In: Working Papers. RePEc:syb:wpbsba:2123/16763.

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6
22011Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis. (2011). Lin, Edward ; Chen, Cathy W. S. ; Chen, Cathy W. S, ; Gerlach, Richard ; Lin, Edward M. H., ; Lee, Wcw, . In: Working Papers. RePEc:syb:wpbsba:2123/8156.

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5
32012Bayesian Semi-parametric Expected Shortfall Forecasting in Financial M arkets. (2012). Chen, Cathy W. S. ; Chen, Cathy W. S, ; Gerlach, Richard ; Lin, Liou-Yan . In: Working Papers. RePEc:syb:wpbsba:2123/8169.

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4
42011Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis. (2011). Cathy WS Chen, ; Wcw Lee, ; Gerlach, Richard ; Edward MH Lin, . In: Working Papers. RePEc:syb:wpbsba:03/2011.

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4
52014Confidence Levels for CVaR Risk Measures and Minimax Limits*. (2014). Zhang, Dali ; Xu, Huifu ; Anderson, Edward. In: Working Papers. RePEc:syb:wpbsba:2123/9943.

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3
62015Endogeneity in Stochastic Frontier Models. (2015). Prokhorov, Artem ; Amsler, Christine ; Schmidt, Peter. In: Working Papers. RePEc:syb:wpbsba:2123/12755.

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3
72014Semi-parametric Expected Shortfall Forecasting. (2014). Chen, Cathy W. S. ; Chen, Cathy W. S., ; Gerlach, Richard. In: Working Papers. RePEc:syb:wpbsba:2123/10457.

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2
82011Does the Box-Cox transformation help in forecasting macroeconomic time series?. (2011). Proietti, Tommaso ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Working Papers. RePEc:syb:wpbsba:2123/8167.

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2
92011Australian Residential Housing Market & Hedonic Construction of House Price Indices for Metropolitan. (2011). Knight, Eva ; Cottet, Remy . In: Working Papers. RePEc:syb:wpbsba:2123/8155.

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2
102009Mixed strategies in discriminatory divisible-good auctions. (2009). Holmberg, Pär ; Philpott, A. B. ; Anderson, E. J.. In: Working Papers. RePEc:syb:wpbsba:2123/8162.

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2
112013Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty. (2013). Prokhorov, Artem ; Murtazashvili, Irina ; Liu, DI. In: Working Papers. RePEc:syb:wpbsba:2123/9293.

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2
122011Forecast combination for discrete choice models: predicting FOMC monetary policy decisions. (2011). Vasnev, Andrey ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/8158.

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2
132016Block-Wise Pseudo-Marginal Metropolis-Hastings. (2016). , ; Villani, M ; Kohn, R ; Quiroz, M. In: Working Papers. RePEc:syb:wpbsba:2123/14595.

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2
142011Supply Function Equilibria Always Exist. (2011). Anderson, Edward. In: Working Papers. RePEc:syb:wpbsba:2123/8157.

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1
152015Bayesian Semi-parametric Realized-CARE Models for Tail Risk Forecasting Incorporating Range and Realized Measures. (2015). Gerlach, Richard ; Wang, Chao. In: Working Papers. RePEc:syb:wpbsba:2123/13800.

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1
162015Fat tails and copulas: limits of diversification revisited. (2015). Prokhorov, Artem ; Ibragimov, Rustam. In: Working Papers. RePEc:syb:wpbsba:2123/13799.

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1
172015Generalized Information Matrix Tests for Copulas. (2015). Prokhorov, Artem ; Zhu, Yajing ; Schepsmeier, Ulf . In: Working Papers. RePEc:syb:wpbsba:2123/13798.

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1
182015GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference. (2015). Prokhorov, Artem ; Hill, Jonathan B. In: Working Papers. RePEc:syb:wpbsba:2123/13795.

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1
192013Practical considerations for optimal weights in density forecast combi nation. (2013). Vasnev, Andrey ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/8932.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12017Endogenous Environmental Variables In Stochastic Frontier Models. (2017). Prokhorov, Artem ; Schmidt, Peter ; Amsler, Christine. In: Working Papers. RePEc:syb:wpbsba:2123/16763.

Full description at Econpapers || Download paper

6
22016Block-Wise Pseudo-Marginal Metropolis-Hastings. (2016). , ; Villani, M ; Kohn, R ; Quiroz, M. In: Working Papers. RePEc:syb:wpbsba:2123/14595.

Full description at Econpapers || Download paper

2
32011Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis. (2011). Cathy WS Chen, ; Wcw Lee, ; Gerlach, Richard ; Edward MH Lin, . In: Working Papers. RePEc:syb:wpbsba:03/2011.

Full description at Econpapers || Download paper

2
42011Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis. (2011). Lin, Edward ; Chen, Cathy W. S. ; Chen, Cathy W. S, ; Gerlach, Richard ; Lin, Edward M. H., ; Lee, Wcw, . In: Working Papers. RePEc:syb:wpbsba:2123/8156.

Full description at Econpapers || Download paper

2
52012Bayesian Semi-parametric Expected Shortfall Forecasting in Financial M arkets. (2012). Chen, Cathy W. S. ; Chen, Cathy W. S, ; Gerlach, Richard ; Lin, Liou-Yan . In: Working Papers. RePEc:syb:wpbsba:2123/8169.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 5
YearTitle
2018A distribution-free stochastic frontier model with endogenous regressors. (2018). Kutlu, Levent. In: Economics Letters. RePEc:eee:ecolet:v:163:y:2018:i:c:p:152-154.

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2018Estimation of cost efficiency without cost data. (2018). Kutlu, Levent ; Wang, Ran. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:49:y:2018:i:2:d:10.1007_s11123-018-0527-9.

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2018Improvement pathway of energy consumption structure in Chinas industrial sector: From the perspective of directed technical change. (2018). Shao, Shuai ; Miao, Zhuang ; Yang, Lili. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:166-176.

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2018US Bank Efficiency and FED Activity. (2018). Kutlu, Levent ; al Masud, Mohammad I. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00992.

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2018Cost, Revenue, and Profit Function Estimates. (2018). Kutlu, Levent ; Sickles, Robin C ; Liu, Shasha. In: Working Papers. RePEc:ecl:riceco:18-006.

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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
2015Endogeneity in stochastic frontier models: Copula approach without external instruments. (2015). Tsionas, Mike ; Tran, Kien. In: Economics Letters. RePEc:eee:ecolet:v:133:y:2015:i:c:p:85-88.

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