Working Papers / University of Geneva, Geneva School of Economics and Management
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
3
Impact Factor (IF)
0.17
5 Years IF
0.3
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 | |
| 2003 | 0 | 0.53 | 0 | 0 | 1 | 1 | 3 | 0 | 0 | 0 | 0 | 0 | 0.3 | |||||
| 2012 | 0 | 0.68 | 0 | 0 | 1 | 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0.36 | |||||
| 2015 | 0 | 0.66 | 0 | 0 | 2 | 4 | 10 | 0 | 0 | 1 | 0 | 0 | 0.36 | |||||
| 2016 | 2 | 0.65 | 0.4 | 1.33 | 6 | 10 | 2 | 4 | 4 | 2 | 4 | 3 | 4 | 0 | 0 | 0.35 | ||
| 2017 | 0.5 | 0.62 | 0.45 | 0.44 | 1 | 11 | 3 | 5 | 9 | 8 | 4 | 9 | 4 | 0 | 0 | 0.35 | ||
| 2018 | 0.29 | 0.62 | 0.23 | 0.33 | 2 | 13 | 0 | 3 | 12 | 7 | 2 | 9 | 3 | 0 | 0 | 0.35 | ||
| 2019 | 0 | 0.63 | 0.07 | 0.09 | 1 | 14 | 1 | 1 | 13 | 3 | 11 | 1 | 0 | 0 | 0.37 | |||
| 2020 | 0.67 | 0.72 | 0.16 | 0.25 | 5 | 19 | 0 | 3 | 16 | 3 | 2 | 12 | 3 | 0 | 0 | 0.78 | ||
| 2021 | 0 | 0.99 | 0.1 | 0.07 | 1 | 20 | 0 | 2 | 18 | 6 | 15 | 1 | 0 | 0 | 0.41 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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 | 2015 | Trade and frictional unemployment in the global economy. (2015). Robert-Nicoud, Frederic ; Grujovic, Anja ; CARRERE, CELINE. In: Working Papers. RePEc:gnv:wpgsem:unige:77631. Full description at Econpapers || Download paper | 10 |
| 2 | 2017 | High-frequency jump analysis of the bitcoin market. (2017). Trevisan, Christopher ; Treccani, Adrien ; Scaillet, Olivier. In: Working Papers. RePEc:gnv:wpgsem:unige:93900. Full description at Econpapers || Download paper | 4 |
| 3 | 2003 | Nonparametric estimation of copulas for time series. (2003). Scaillet, Olivier ; Fermanian, Jean-David. In: Working Papers. RePEc:gnv:wpgsem:unige:41797. Full description at Econpapers || Download paper | 4 |
| 4 | 2016 | High Frequency House Price Indexes with Scarce Data. (2016). Bourassa, Steven ; Hoesli, Martin E. In: Working Papers. RePEc:gnv:wpgsem:unige:84700. Full description at Econpapers || Download paper | 2 |
| 5 | 2019 | Estimation of large dimensional conditional factor models in finance. (2019). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Working Papers. RePEc:gnv:wpgsem:unige:125031. Full description at Econpapers || Download paper | 2 |
| 6 | 2016 | Real Estate Research in Europe. (2016). Hoesli, Martin E. In: Working Papers. RePEc:gnv:wpgsem:unige:84701. Full description at Econpapers || Download paper | 1 |
| 7 | 2020 | Decomposition of optimal dynamic portfolio choice with wealth-dependent utilities in incomplete markets. (2020). Shen, Yiwen ; Scaillet, Olivier ; Li, Chenxu. In: Working Papers. RePEc:gnv:wpgsem:unige:138414. Full description at Econpapers || Download paper | 1 |
| 8 | 2018 | Spanning tests for markowitz stochastic dominance. (2018). Topaloglou, Nikolas ; Scaillet, Olivier ; Arvanitis, Stelios. In: Working Papers. RePEc:gnv:wpgsem:unige:102836. Full description at Econpapers || Download paper | 1 |
| 9 | 2015 | Time-varying risk premium in large cross-sectional equity datasets. (2015). Scaillet, Olivier ; Ossola, Elisa ; Gagilardini, Patrick . In: Working Papers. RePEc:gnv:wpgsem:unige:76321. 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 |
|---|---|---|---|
| 1 | 2003 | Nonparametric estimation of copulas for time series. (2003). Scaillet, Olivier ; Fermanian, Jean-David. In: Working Papers. RePEc:gnv:wpgsem:unige:41797. Full description at Econpapers || Download paper | 3 |
| 2 | 2017 | High-frequency jump analysis of the bitcoin market. (2017). Trevisan, Christopher ; Treccani, Adrien ; Scaillet, Olivier. In: Working Papers. RePEc:gnv:wpgsem:unige:93900. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 1
| Year | Title | |
|---|---|---|
| 2022 | Near-optimal asset allocation in financial markets with trading constraints. (2022). Pelsser, Antoon ; Kamma, Thijs. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:2:p:766-781. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2019
| Year | Citing document |
|---|
10 most frequent citing series