This morning, I had a question from someone who used some old results published on the blog, but not elsewhere. Kindly, the author of the email asked me how to mention the post in an academic article. Even if the webpage might be old (some blogs mentioned that webpage in 2007 already), the US National Library of Medicine has provided guidance on how to cite a blog entry (as well as emails or wikipages) in an academic paper. Several examples are also mentioned.
Monday, April 16 2012
Monday, February 7 2011
The colors are due to the fact that some articles were published in 2010, and some in 1995. Obviously, the number of citations is a function of the year of publication (a longer post will be published soon on the dynamics of the citation process). I considered only articles published before 2005 to fit a regression model (here a spline regression, to see if the function is linear). And indeed, a longer paper has more chance to be cited.
Then, I looked at the Journal of Multivariate Analysis, which is a mathematical journal, where (theoretical) econometricians can publish.
Here the pattern is rather different: if we do not take into account short notes, the number of citations is independent of the size of the paper.
The more I look at those graphs, the more disturbing I find them...
- on the one hand, I strongly believe that the size of the paper has nothing to do with the quality (or the importance) of the paper: so in some sense, I was expecting a flat regression, like the one we see above, with the Journal of Multivariate Analysis. It might come from the fact that in statistics (for instance) with empirical processes, e.g., proofs are extremely long and technical (and papers are long), while on stochastic orderings, proofs are extremely short (and papers rather short). But both can appear in the same journal...
- on the other hand, researchers are more and more evaluated, and a common tool is to look at citation indexes (the called « publish or perish » paradigm). The more citations, the better the researcher, something like that... So sometimes, when we have a quite long paper, the question that naturally arises is: why not splitting the paper in two ? with flat regression, it is, indeed, optimal to split the paper (if possible) in two, since two papers with 20 page each might yield two times more citations than one. But with a curve like the one we see with the Journal of Finance, such a split is not an issue...
Wednesday, October 13 2010
Since I recently got two requests, from two researchers who asked me how to inclued proper references of papers that can be downloaded from this blog, I can mention that there is a bibtex file here including most of my publications (since I do not mention them precisely on that blog). To be more specific, on the estimation of densities of copulas (mentioned here, with R codes).Charpentier, A., Fermanian, O., and Scaillet, O. (2007). The Estimation of Copulas: Theory and Practice. in Copulas: From theory to application in finance, J. Rank Editor. Risk Books; 35-62.
and for catastrophe options,
Charpentier, A. (2008). Pricing catastrophe options in incomplete market. in Proceedings of the Actuarial and Financial Mathematics Conference, M.Vanmaele, G. Deelstra, A. De Schepper, J. Dhaene, H. Reynaerts,W. Schoutens & P. Van Goethem Editors, WK, 19-31.
That paper was mentioned there.