FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making / University of Lodz
Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
2
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 | |
| 2003 | 0 | 0.53 | 0 | 0 | 17 | 17 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3 | |||||
| 2004 | 0 | 0.6 | 0 | 0 | 21 | 38 | 0 | 0 | 17 | 17 | 0 | 0 | 0.36 | |||||
| 2005 | 0 | 0.61 | 0 | 0 | 28 | 66 | 6 | 0 | 38 | 38 | 0 | 0 | 0.36 | |||||
| 2006 | 0.02 | 0.58 | 0.02 | 0.02 | 34 | 100 | 1 | 2 | 2 | 49 | 1 | 66 | 1 | 0 | 1 | 0.03 | 0.34 | |
| 2007 | 0 | 0.52 | 0 | 0 | 37 | 137 | 0 | 2 | 62 | 100 | 0 | 0 | 0.29 | |||||
| 2008 | 0 | 0.58 | 0.01 | 0.01 | 14 | 151 | 0 | 2 | 4 | 71 | 137 | 2 | 0 | 0 | 0.29 | |||
| 2009 | 0 | 0.59 | 0.01 | 0.01 | 13 | 164 | 0 | 1 | 5 | 51 | 134 | 1 | 0 | 0 | 0.33 | |||
| 2010 | 0 | 0.52 | 0.01 | 0 | 17 | 181 | 0 | 1 | 6 | 27 | 126 | 0 | 1 | 0.06 | 0.3 | |||
| 2011 | 0 | 0.61 | 0.02 | 0.01 | 10 | 191 | 1 | 3 | 9 | 30 | 115 | 1 | 0 | 0 | 0.36 | |||
| 2012 | 0.04 | 0.67 | 0.01 | 0.01 | 9 | 200 | 0 | 1 | 10 | 27 | 1 | 91 | 1 | 0 | 0 | 0.36 | ||
| 2013 | 0.05 | 0.64 | 0.01 | 0.02 | 5 | 205 | 0 | 2 | 12 | 19 | 1 | 63 | 1 | 0 | 0 | 0.34 | ||
| 2016 | 0 | 0.63 | 0 | 0 | 4 | 209 | 0 | 1 | 13 | 0 | 24 | 0 | 0 | 0.34 | ||||
| 2017 | 0 | 0.61 | 0 | 0 | 1 | 210 | 0 | 13 | 4 | 18 | 0 | 0 | 0.33 |
| 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 | 2005 | Bayesian Analysis of Stochastic Volatility Model and Portfolio Allocation. (2005). Pajor, Anna. In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. RePEc:ann:findec:book:y:2005:n:192:ch:14:foe. Full description at Econpapers || Download paper | 4 |
| 2 | 2005 | Forecasting the Volatility of the Polish Stock Index - WIG20. (2005). Fiszeder, Piotr. In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. RePEc:ann:findec:book:y:2005:n:00:ch:02:mon. Full description at Econpapers || Download paper | 3 |
| 3 | 2011 | Asset Prices, Asymmetries and Aggregation in the Euro Area. (2011). Viren, Matti ; Mayes, David. In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. RePEc:ann:findec:book:y:2011:n:09:ch:01:mon. Full description at Econpapers || Download paper | 2 |
| 4 | 2007 | Flexibility and Parsimony in Multivariate Financial Modelling : a Hybrid Bivariate DCC-SV Model. (2007). Osiewalski, Jacek ; Pajor, Anna. In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. RePEc:ann:findec:book:y:2007:n:03:ch:01:mon. Full description at Econpapers || Download paper | 1 |
| 5 | 2004 | Dynamic Asset Allocation - Markowitz Model. (2004). Fiszeder, Piotr. In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. RePEc:ann:findec:book:y:2004:n:177:ch:13:foe. Full description at Econpapers || Download paper | 1 |
| 6 | 2006 | VECM-TSV Models for Two Polish Official Exchange Rates. (2006). Pajor, Anna. In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. RePEc:ann:findec:book:y:2006:n:02:ch:03:mon. Full description at Econpapers || Download paper | 1 |
| 7 | 2012 | Estimating Value-at-Risk for Energy Markets. (2012). , Blanka. In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. RePEc:ann:findec:book:y:2012:n:10:ch:09:mon. Full description at Econpapers || Download paper | 1 |
| 8 | 2006 | Bayes Factors for Bivariate GARCH and SV Models. (2006). Pipie, Mateusz ; Osiewalski, Jacek ; Pajor, Anna. In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. RePEc:ann:findec:book:y:2006:n:02:ch:01:mon. Full description at Econpapers || Download paper | 1 |
| 9 | 2010 | Pricing the WIG20 Index Options Using GARCH Models. (2010). Fiszeder, Piotr. In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. RePEc:ann:findec:book:y:2010:n:08:ch:10:mon. 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 | |
|---|---|---|---|---|
| 1 | International Journal of Forecasting / Elsevier | 93 | 1 | |
| 2 | Economic Systems / Elsevier | 48 | 1 |