Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

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

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
4
Impact Factor
0
5 Years IF
0.44
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 0.21 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 0.13
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 0.44 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 0.42 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 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2007 0 0.39 0 0 0 0 0 0 0 0 0 0 0.22
2008 0 0.46 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 0.22
2010 0.33 0.37 0.14 0.33 4 7 1 1 1 3 1 3 1 0 0 0.19
2011 0 0.46 0.16 0 12 19 12 3 4 7 7 0 3 0.25 0.25
2012 0 0.5 0 0 8 27 3 4 16 19 0 0 0.25
2013 0.1 0.5 0.06 0.07 7 34 2 2 6 20 2 27 2 0 0 0.24
2014 0.13 0.53 0.12 0.15 7 41 5 5 11 15 2 34 5 0 0 0.27
2015 0.21 0.53 0.14 0.11 8 49 10 7 18 14 3 38 4 0 1 0.13 0.27
2016 0.4 0.54 0.14 0.19 7 56 4 8 26 15 6 42 8 0 0 0.27
2017 0.13 0.54 0.03 0.05 3 59 21 2 28 15 2 37 2 1 50 0 0.27
2018 0.5 0.53 0.14 0.22 0 59 0 8 36 10 5 32 7 0 0 0.26
2019 1.67 0.55 0.15 0.36 7 66 0 10 46 3 5 25 9 0 0 0.32
2020 0 0.63 0.24 0.44 4 70 2 17 63 7 25 11 0 2 0.5 0.58
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.

Full description at Econpapers || Download paper

22
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.

Full description at Econpapers || Download paper

6
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

5
42015Endogeneity in Stochastic Frontier Models. (2015). Prokhorov, Artem ; Amsler, Christine ; Schmidt, Peter. In: Working Papers. RePEc:syb:wpbsba:2123/12755.

Full description at Econpapers || Download paper

4
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

4
62014Confidence Levels for CVaR Risk Measures and Minimax Limits*. (2014). Zhang, Dali ; Xu, Huifu ; Anderson, Edward. In: Working Papers. RePEc:syb:wpbsba:2123/9943.

Full description at Econpapers || Download paper

3
72016Block-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

3
82020Higher Moment Constraints for Predictive Density Combinations. (2020). Vasnev, Andrey ; Radchenko, Peter ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/22140.

Full description at Econpapers || Download paper

3
92011Does 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.

Full description at Econpapers || Download paper

2
102011Australian Residential Housing Market & Hedonic Construction of House Price Indices for Metropolitan. (2011). Knight, Eva ; Cottet, Remy . In: Working Papers. RePEc:syb:wpbsba:2123/8155.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2
122015Bayesian 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.

Full description at Econpapers || Download paper

2
132009Mixed strategies in discriminatory divisible-good auctions. (2009). Holmberg, Pär ; Philpott, A. B. ; Anderson, E. J.. In: Working Papers. RePEc:syb:wpbsba:2123/8162.

Full description at Econpapers || Download paper

2
142015Fat tails and copulas: limits of diversification revisited. (2015). Prokhorov, Artem ; Ibragimov, Rustam. In: Working Papers. RePEc:syb:wpbsba:2123/13799.

Full description at Econpapers || Download paper

2
152011Forecast combination for discrete choice models: predicting FOMC monetary policy decisions. (2011). Vasnev, Andrey ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/8158.

Full description at Econpapers || Download paper

2
16Portfolio Margining: Strategy vs Risk. (2010). Coffman, E. G. Jr, ; Timkovsky, V. G. ; Matsypura, D.. In: Working Papers. RePEc:syb:wpbsba:2123/8171.

Full description at Econpapers || Download paper

2
172014Semi-parametric Expected Shortfall Forecasting. (2014). Chen, Cathy W. S. ; Chen, Cathy W. S., ; Gerlach, Richard. In: Working Papers. RePEc:syb:wpbsba:2123/10457.

Full description at Econpapers || Download paper

2
182016Estimation of Hierarchical Archimedean Copulas as a Shortest Path Prob lem. (2016). Prokhorov, Artem ; Matsypura, Dmytro ; Neo, Emily . In: Working Papers. RePEc:syb:wpbsba:2123/14745.

Full description at Econpapers || Download paper

2
19GEL 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.

Full description at Econpapers || Download paper

2
202014Consistent Estimation of Linear Regression Models Using Matched Data. (2014). Prokhorov, Artem ; Hirukawa, Masayuki. In: Working Papers. RePEc:syb:wpbsba:2123/11773.

Full description at Econpapers || Download paper

1
212013Practical considerations for optimal weights in density forecast combi nation. (2013). Vasnev, Andrey ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/8932.

Full description at Econpapers || Download paper

1
222014Consistent Estimation of Linear Regression Models Using Matched Data. (2014). Hirukawa, Masayuki. In: Working Papers. RePEc:syb:wpbsba:2123/11431.

Full description at Econpapers || Download paper

1
232015Generalized Information Matrix Tests for Copulas. (2015). Prokhorov, Artem ; Zhu, Yajing ; Schepsmeier, Ulf . In: Working Papers. RePEc:syb:wpbsba:2123/13798.

Full description at Econpapers || Download paper

1
242011Supply Function Equilibria Always Exist. (2011). Anderson, Edward. In: Working Papers. RePEc:syb:wpbsba:2123/8157.

Full description at Econpapers || Download paper

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

17
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
32015Bayesian 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.

Full description at Econpapers || Download paper

2
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.

Full description at Econpapers || Download paper

2
52020Higher Moment Constraints for Predictive Density Combinations. (2020). Vasnev, Andrey ; Radchenko, Peter ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/22140.

Full description at Econpapers || Download paper

2
62011Bayesian 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
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2020
YearCiting document
2020Optimal probabilistic forecasts: When do they work?. (2020). Loaiza Maya, Rubén ; Frazier, David T ; Loaiza-Maya, Rub'En ; Martin, Gael M ; Hassan, Andr'Es Ram'Irez ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:2009.09592.

Full description at Econpapers || Download paper

2020Optimal probabilistic forecasts: When do they work?. (2020). Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben ; Hassan, Andres Ramirez. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-33.

Full description at Econpapers || Download paper

Recent citations received in 2017
YearCiting document