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Working Papers / COMISEF

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
7
Impact Factor
0
5 Years IF
0
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 0.13 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 0.19 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 0.12
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 0.47 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.4 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.41 0 0 0 0 0 0 0 0 0 0 0.23
2003 0 0.42 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 0.27
2007 0 0.41 0 0 0 0 0 0 0 0 0 0 0.22
2008 0 0.46 0.17 0 6 6 17 1 1 0 0 1 100 1 0.17 0.23
2009 0.33 0.43 0.08 0.33 18 24 28 2 3 6 2 6 2 2 100 0 0.23
2010 0.25 0.37 0.36 0.25 21 45 93 16 19 24 6 24 6 10 62.5 8 0.38 0.2
2011 0.28 0.47 0.33 0.31 1 46 0 15 34 39 11 45 14 0 0 0.25
2012 0.77 0.5 0.48 0.43 0 46 0 22 56 22 17 46 20 0 0 0.26
2013 1 0.52 0.48 0.46 0 46 0 22 78 1 1 46 21 0 0 0.24
2014 0 0.54 0.41 0.43 0 46 0 19 97 0 40 17 0 0 0.28
2015 0 0.54 0.22 0.23 0 46 0 10 107 0 22 5 0 0 0.28
2016 0 0.57 0.37 0 0 46 0 17 124 0 1 0 0 0.29
2017 0 0.58 0.09 0 0 46 0 4 128 0 0 0 0 0.28
2018 0 0.6 0.22 0 0 46 0 10 138 0 0 0 0 0.31
2019 0 0.65 0.07 0 0 46 0 3 141 0 0 0 0 0.38
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
12010Too 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.

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45
22010Calibrating the Nelson–Siegel–Svensson model. (2010). Schumann, Enrico ; Gilli, Manfred ; Groe, Stefan . In: Working Papers. RePEc:com:wpaper:031.

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18
32008Review of Heuristic Optimization Methods in Econometrics. (2008). Winker, Peter ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:001.

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14
42010Calibrating Option Pricing Models with Heuristics. (2010). Schumann, Enrico ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:030.

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9
52009Heuristic Optimisation in Financial Modelling. (2009). Schumann, Enrico ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:007.

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8
62009Optimal enough?. (2009). Schumann, Enrico ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:010.

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8
72010Heuristic 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.

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7
82010The 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.

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4
92009Robust Optimization of Currency Portfolios. (2009). Fonseca, Raquel ; Rustem, Berc ; Wiesemann, Wolfram ; Zymler, Steve . In: Working Papers. RePEc:com:wpaper:012.

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4
102008Least 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.

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3
112010Multi-regime models for nonlinear nonstationary time series. (2010). Protopapas, Mattheos ; Battaglia, Francesco. In: Working Papers. RePEc:com:wpaper:026.

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3
122010Generalized Decision Rule Approximations for Stochastic Programming via Liftings. (2010). Georghiou, Angelos ; Wiesemann, Wolfram ; Kuhn, Daniel. In: Working Papers. RePEc:com:wpaper:043.

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3
132010Index Mutual Fund Replication. (2010). Maringer, Dietmar ; Zhang, Jin. In: Working Papers. RePEc:com:wpaper:035.

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2
142009Robust regression with optimisation heuristics. (2009). Schumann, Enrico ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:011.

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2
152010Robust Portfolio Optimization with a Hybrid Heuristic Algorithm. (2010). Winker, Peter ; Fastrich, Bjorn . In: Working Papers. RePEc:com:wpaper:041.

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2
162010Optimal 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.

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2
172009Time-varying Multi-regime Models Fitting by Genetic Algorithms. (2009). Protopapas, Mattheos ; Battaglia, Francesco. In: Working Papers. RePEc:com:wpaper:009.

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2
182010A comparative study of the Lasso-type and heuristic model selection methods. (2010). Savin, Ivan. In: Working Papers. RePEc:com:wpaper:042.

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1
192009Decomposition-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.

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1
202010Robust International Portfolio Management. (2010). Fonseca, Raquel ; Rustem, Berc ; Wiesemann, Wolfram . In: Working Papers. RePEc:com:wpaper:029.

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1
212009Worst-Case Value-at-Risk of Non-Linear Portfolios. (2009). Rustem, Berc ; Zymler, Steve ; Kuhn, Daniel. In: Working Papers. RePEc:com:wpaper:017.

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1
222011Heuristic model selection for leading indicators in Russia and Germany. (2011). Winker, Peter ; Savin, Ivan. In: Working Papers. RePEc:com:wpaper:046.

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1
232010Threshold Accepting for Credit Risk Assessment and Validation. (2010). Winker, Peter ; Lyra, Marianna ; Onwunta, Akwum . In: Working Papers. RePEc:com:wpaper:039.

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1
242008Coevolutionary Genetic Algorithms for Establishing Nash Equilibrium in Symmetric Cournot Games. (2008). Protopapas, Mattheos ; Kosmatopoulo, Elias ; Battaglia, Francesco. In: Working Papers. RePEc:com:wpaper:004.

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1
252009Validating Structural Credit Portfolio Models. (2009). Onwunta, Akwum ; Kalkbrener, Michael . In: Working Papers. RePEc:com:wpaper:014.

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1
262010Heuristic Strategies in Finance – An Overview. (2010). Lyra, Marianna. In: Working Papers. RePEc:com:wpaper:045.

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1
272010Exact Maximum Likelihood Estimation for Copula Models. (2010). Zhang, Jin. In: Working Papers. RePEc:com:wpaper:038.

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1
282009Optimized U-type Designs on Flexible Regions. (2009). Winker, Peter ; Sharpe, Chris ; Dennis K. J. Lin, . In: Working Papers. RePEc:com:wpaper:013.

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1
292009Implementing Binomial Trees. (2009). Schumann, Enrico ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:008.

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1
302010Asset Allocation under Hierarchical Clustering. (2010). Maringer, Dietmar ; Zhang, Jin. In: Working Papers. RePEc:com:wpaper:036.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12010Too 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

4
22010Calibrating Option Pricing Models with Heuristics. (2010). Schumann, Enrico ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:030.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations