Citation analysis for Working Papers / Olsen and Associates

Citation Profile [Updated: 2019-12-04 10:36:47]

5 Years H

Impact Factor

5 Years IF

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	3	3	0		0			0		0	0.09
1996	0	0.22	0.5	0	2	2	21	1	4	0		0			0		0	0.11
1997	0	0.23	1	0	0	2	0	2	6	2		2			0		0	0.12
1998	0	0.24	1.5	0	0	2	0	3	9	2		2			0		0	0.15
1999	0	0.32	3	0.5	0	2	0	6	15	0		2	1		0		0	0.21
2000	0	0.46	2	0.5	0	2	0	4	19	0		2	1		0		0	0.2
2001	0	0.39	0.5	0.5	0	2	0	1	20	0		2	1		0		0	0.22
2002	0	0.42	1.5	0	0	2	0	3	23	0		0			0		0	0.24
2003	0	0.41	3.5	0	0	2	0	7	30	0		0			0		0	0.24
2004	0	0.47	2	0	0	2	0	4	34	0		0			0		0	0.27
2005	0	0.49	3.5	0	0	2	0	7	41	0		0			0		0	0.29
2006	0	0.48	2.5	0	0	2	0	5	46	0		0			0		0	0.26
2007	0	0.4	0	0	0	2	0		46	0		0			0		0	0.22
2008	0	0.45	0	0	0	2	0		46	0		0			0		0	0.23
2009	0	0.43	3.5	0	0	2	0	7	53	0		0			0		0	0.23
2010	0	0.37	2.5	0	0	2	0	5	58	0		0			0		0	0.19
2011	0	0.47	1	0	0	2	0	2	60	0		0			0		0	0.25
2012	0	0.5	0	0	0	2	0		60	0		0			0		0	0.26
2013	0	0.52	0.5	0	0	2	0	1	61	0		0			0		0	0.24
2014	0	0.55	0	0	0	2	0		61	0		0			0		0	0.28
2015	0	0.54	0	0	0	2	0		61	0		0			0		0	0.28
2016	0	0.58	0	0	0	2	0		61	0		0			0		0	0.29
2017	0	0.6	0	0	0	2	0		61	0		0			0		0	0.3
2018	0	0.62	0	0	0	2	0		61	0		0			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

#	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	11
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

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

#	Year	Title	Cited

Citing documents used to compute impact factor:

Year	Title

Recent citations

10 most frequent citing series

#		Series	H	Cites