Working Papers / University of Macau, Faculty of Business Administration
Citation Profile [Updated: 2026-05-04 07:00:09]
5 Years H Index
1
Impact Factor (IF)
0.1
5 Years IF
0.1
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 | |
| 2024 | 0 | 0.47 | 0 | 0 | 21 | 21 | 1 | 0 | 0 | 0 | 0 | 0 | 0.18 | |||||
| 2025 | 0.1 | 0.65 | 0.11 | 0.1 | 14 | 35 | 2 | 3 | 4 | 21 | 2 | 21 | 2 | 1 | 33.3 | 1 | 0.07 | 0.24 |
| 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 | 2025 | Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion. (2025). Yu, Jun ; Zhang, Chen ; Bibinger, Markus. In: Working Papers. RePEc:boa:wpaper:202528. Full description at Econpapers || Download paper | 3 |
| 2 | 2024 | On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes. (2024). Yu, Jun ; Shi, Shuping ; Zhang, Chen. In: Working Papers. RePEc:boa:wpaper:202416. Full description at Econpapers || Download paper | 1 |
| 3 | 2024 | Deviance Information Criterion for Model Selection:Theoretical Justification and Applications. (2024). Yu, Jun ; Li, Yong ; Zeng, Tao ; Mallick, Sushanta K ; Wang, Nianling. In: Working Papers. RePEc:boa:wpaper:202415. Full description at Econpapers || Download paper | 1 |
| 4 | 2026 | Sub-Gaussian Estimation of the Scatter Matrix in Ultra-High Dimensional Elliptical Factor Models with 2 + eth Moment. (2025). Zheng, Xinghua ; Ding, YI. In: Working Papers. RePEc:boa:wpaper:202529. 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 | 2025 | Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion. (2025). Yu, Jun ; Zhang, Chen ; Bibinger, Markus. In: Working Papers. RePEc:boa:wpaper:202528. Full description at Econpapers || Download paper | 3 |
Citing documents used to
compute impact factor: 2
| Year | Title | |
|---|---|---|
| 2025 | Maximum Likelihood Estimation of Fractional Ornstein-Uhlenbeck Process with Discretely Sampled Data. (2025). Yu, Jun ; Xiao, Weilin ; Zhang, Chen ; Wang, Xiaohu. In: Working Papers. RePEc:boa:wpaper:202527. Full description at Econpapers || Download paper | |
| 2025 | Comparing Misspecified Models with Big Data: A Variational Bayesian Perspective. (2025). Mallick, Sushanta K ; Zhang, Junxing ; Zeng, Tao. In: Papers. RePEc:arx:papers:2507.00763. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2025
| Year | Citing document | |
|---|---|---|
| 2025 | Prediction of linear fractional stable motions using codifference. (2025). Valade, Thomas ; Sawaya, Karl ; Garcin, Matthieu. In: Papers. RePEc:arx:papers:2507.15437. Full description at Econpapers || Download paper |
Recent citations received in 2024
| Year | Citing document |
|---|
10 most frequent citing series