Estocástica: finanzas y riesgo / Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
2
Impact Factor (IF)
0
5 Years IF
0.03
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 | |
| 2011 | 0 | 0.52 | 0 | 0 | 8 | 8 | 0 | 0 | 0 | 0 | 0 | 0 | 0.24 | |||||
| 2012 | 0 | 0.52 | 0 | 0 | 8 | 16 | 0 | 0 | 8 | 8 | 0 | 0 | 0.22 | |||||
| 2013 | 0 | 0.56 | 0 | 0 | 10 | 26 | 0 | 0 | 16 | 16 | 0 | 0 | 0.24 | |||||
| 2014 | 0 | 0.55 | 0 | 0 | 9 | 35 | 0 | 0 | 18 | 26 | 0 | 0 | 0.23 | |||||
| 2015 | 0 | 0.55 | 0 | 0 | 8 | 43 | 2 | 0 | 19 | 35 | 0 | 0 | 0.23 | |||||
| 2016 | 0 | 0.53 | 0 | 0 | 9 | 52 | 0 | 0 | 17 | 43 | 0 | 0 | 0.21 | |||||
| 2017 | 0.06 | 0.54 | 0.02 | 0.02 | 8 | 60 | 1 | 1 | 1 | 17 | 1 | 44 | 1 | 0 | 0 | 0.22 | ||
| 2018 | 0 | 0.56 | 0 | 0 | 8 | 68 | 0 | 1 | 17 | 44 | 0 | 0 | 0.24 | |||||
| 2019 | 0 | 0.58 | 0 | 0 | 8 | 76 | 0 | 1 | 16 | 42 | 0 | 0 | 0.23 | |||||
| 2020 | 0 | 0.7 | 0.01 | 0.02 | 8 | 84 | 0 | 1 | 2 | 16 | 41 | 1 | 0 | 0 | 0.33 | |||
| 2021 | 0.06 | 0.87 | 0.03 | 0.02 | 8 | 92 | 0 | 3 | 5 | 16 | 1 | 41 | 1 | 0 | 0 | 0.32 |
| 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 | 2017 | Global Financial Crisis Volatility Impact and Contagion Effect on NAFTA Equity Markets / Impacto de la volatilidad y efecto de contagio de la crisis global financiera en los mercados bursátiles del T. (2017). Sosa, Miriam ; Ortiz, Edgar. In: Estocástica: finanzas y riesgo. RePEc:sfr:efruam:v:7:y:2017:i:1:p:67-88. Full description at Econpapers || Download paper | 2 |
| 2 | 2015 | Análisis del efecto apalancamiento en los rendimientos del IPC mediante una Cadena de Markov Monte Carlo antes, durante y después de la crisis subprime./ Analysis of the leverage effect on the IPC r. (2015). LÃÆópez-Herrera, Francisco ; Angeles, Ignacio Hernandez ; Hoyos, Luis Fernando ; Lopez-Herrera, Francisco. In: Estocástica: finanzas y riesgo. RePEc:sfr:efruam:v:5:y:2015:i:1:p:43-64. Full description at Econpapers || Download paper | 2 |
| 3 | 2015 | Estimación de modelos multivariados GARCH en los mercados accionarios de China y México. (2015). Reyes, Francisco Javier . In: Estocástica: finanzas y riesgo. RePEc:sfr:efruam:v:5:y:2015:i:2:p:187-210. Full description at Econpapers || Download paper | 1 |
| 4 | 2020 | Red neuronal autorregresiva difusa tipo Sugeno con funciones de membresÃa triangular y trapezoidal: una aplicación al pronóstico de Ãndices del mercado bursátil / Sugeno Type Fuzzy Nonlinear Autoregre. (2020). Ake, Salvador Cruz ; Cabrera, Agustin Ignacio ; Castro, Judith Jazmin ; Medina, Jose Eduardo. In: Estocástica: finanzas y riesgo. RePEc:sfr:efruam:v:10:y:2020:i:1:p:77-101. 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 | 2015 | Análisis del efecto apalancamiento en los rendimientos del IPC mediante una Cadena de Markov Monte Carlo antes, durante y después de la crisis subprime./ Analysis of the leverage effect on the IPC r. (2015). LÃÆópez-Herrera, Francisco ; Angeles, Ignacio Hernandez ; Hoyos, Luis Fernando ; Lopez-Herrera, Francisco. In: Estocástica: finanzas y riesgo. RePEc:sfr:efruam:v:5:y:2015:i:1:p:43-64. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations