Working Papers / Olsen and Associates
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
5
Impact Factor (IF)
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 | |
| 1996 | 0 | 0.25 | 0.5 | 0 | 2 | 2 | 22 | 1 | 1 | 0 | 0 | 0 | 0 | 0.14 |
| 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 | 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 | 17 |
| 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 | 12 | |
| 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 |
|---|