Barbara Choros-Tomczyk : Citation Profile


Are you Barbara Choros-Tomczyk?

Humboldt-Universität Berlin (25% share)
Humboldt-Universität Berlin (25% share)
Humboldt-Universität Berlin (25% share)
Humboldt-Universität Berlin (25% share)

3

H index

1

i10 index

30

Citations

RESEARCH PRODUCTION:

2

Articles

4

Papers

RESEARCH ACTIVITY:

   5 years (2009 - 2014). See details.
   Cites by year: 6
   Journals where Barbara Choros-Tomczyk has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 1 (3.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch577
   Updated: 2022-11-19    RAS profile: 2015-11-07    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Barbara Choros-Tomczyk.

Is cited by:

Härdle, Wolfgang (4)

Strausz, Roland (2)

Grajek, Michal (2)

Boreiko, Dmitri (2)

Burdejová, Petra (2)

Ritter, Matthias (1)

Lee, Kyungsub (1)

Koziol, Philipp (1)

Okhrin, Ostap (1)

Odening, Martin (1)

Cites to:

Härdle, Wolfgang (11)

Okhrin, Ostap (8)

Odening, Martin (4)

Nautz, Dieter (4)

Giacomini, Enzo (3)

Xu, Wei (3)

Daniëls, Tijmen (2)

Schwaab, Bernd (2)

Myšičková, Alena (2)

Duffie, Darrell (2)

Busch, Ulrike (2)

Main data


Where Barbara Choros-Tomczyk has published?


Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany4

Recent works citing Barbara Choros-Tomczyk (2022 and 2021)


YearTitle of citing document

Works by Barbara Choros-Tomczyk:


YearTitleTypeCited
2013Valuation of collateralized debt obligations with hierarchical Archimedean copulae In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article12
2009CDO Pricing with Copulae In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper4
2009CDO and HAC In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper3
2012Copula Dynamics in CDOs In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper8
2014Copula dynamics in CDOs.(2014) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2013CDO Surfaces Dynamics In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper3

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