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  Updated Jun, 1 2012 364.619 documents processed, 8.178.370 references and 3.213.942 citations

 

 
 

CoFE Discussion Paper / Center of Finance and Econometrics, University of Konstanz

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2010), Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19900.090000.04
19910.080000.04
19920.090000.05
19930.110000.05
19940.130000.05
19950.140000.09
19960.170000.09
19970.180000.09
19980.2110000.14
19990.2719391030.160.16
20000.250.3738822056050.130.15
20010.280.351222571631.330.250.18
20020.260.391823501346.220.110.19
20030.070.4211103021000.21
20040.210.458229600.21
20050.110.4511361920121.090.26
20060.320.4894196010.110.22
20070.050.411516201020.130.19
20080.170.41118244500.19
20090.310.37026800.19
20100.180.28011200.16
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CIT: Number of citations to the series in 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
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
IdI: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
2000Does the Governed Corporation Perform Better? Governance Structures and Corporate Performance in Germany
RePEc:knz:cofedp:0005 [Citation Analysis]
42
2000Do Lending Relationships Matter? Evidence from Bank Survey Data in Germany
RePEc:knz:cofedp:0004 [Citation Analysis]
19
2002The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report
RePEc:knz:cofedp:0206 [Citation Analysis]
16
2005Default risk sharing between banks and markets: the contribution of collateralized debt obligations
RePEc:knz:cofedp:0504 [Citation Analysis]
10
2005Incentive Contracts and Hedge Fund Management
RePEc:knz:cofedp:0502 [Citation Analysis]
9
2001Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties
RePEc:knz:cofedp:0111 [Citation Analysis]
9
1999Local Polynomial Estimation with a FARIMA-GARCH Error Process
RePEc:knz:cofedp:9908 [Citation Analysis]
9
1999When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.
RePEc:knz:cofedp:9901 [Citation Analysis]
8
2005Mispricing of S&P 500 Index Options
RePEc:knz:cofedp:0509 [Citation Analysis]
8
2008Modelling and Forecasting Multivariate Realized Volatility
RePEc:knz:cofedp:0806 [Citation Analysis]
6
1999SEMIFAR Forecasts, with Applications to Foreign Exchange Rates
RePEc:knz:cofedp:9913 [Citation Analysis]
6
2000Horizontal and Vertical R&D Cooperation
RePEc:knz:cofedp:0002 [Citation Analysis]
5
2001Estimating the Neighborhood Influence on Decision Makers: Theory and an Application on the Analysis of Innovation Decisions
RePEc:knz:cofedp:0104 [Citation Analysis]
5
2007Information asymmetries and securitization design
RePEc:knz:cofedp:0710 [Citation Analysis]
5
1999SEMIFAR Models - A Semiparametric Framework for Modelling Trends, Long Range Dependence and Nonstationarity
RePEc:knz:cofedp:9916 [Citation Analysis]
4
2000Data-driven estimation of semiparametric fractional autoregressive models
RePEc:knz:cofedp:0016 [Citation Analysis]
4
2001Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities
RePEc:knz:cofedp:0105 [Citation Analysis]
4
2005An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity
RePEc:knz:cofedp:0507 [Citation Analysis]
4
2005The dynamics of overconfidence: Evidence from stock market forecasters
RePEc:knz:cofedp:0510 [Citation Analysis]
4
2002Simultaneously Modelling Conditional Heteroskedasticity and Scale Change
RePEc:knz:cofedp:0212 [Citation Analysis]
4
2003Multiplicative Background Risk
RePEc:knz:cofedp:0305 [Citation Analysis]
3
2007Estimating High-Frequency Based (Co-) Variances: A Unified Approach
RePEc:knz:cofedp:0707 [Citation Analysis]
3
1999Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models
RePEc:knz:cofedp:9914 [Citation Analysis]
3
2003Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten
RePEc:knz:cofedp:0304 [Citation Analysis]
3
2006Wie werden Collateralized Debt Obligation-Transaktionen gestaltet?
RePEc:knz:cofedp:0608 [Citation Analysis]
3
2003A Dynamic Integer Count Data Model for Financial Transaction Prices
RePEc:knz:cofedp:0303 [Citation Analysis]
3
2000Commodity Taxation and international Trade in Imperfect Markets
RePEc:knz:cofedp:0032 [Citation Analysis]
3
1999Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators
RePEc:knz:cofedp:9904 [Citation Analysis]
3
2001Heterogeneity of Investors and Asset Pricing in a Risk-Value World
RePEc:knz:cofedp:0108 [Citation Analysis]
2
2000Modifying the double smoothing bandwidth selector in nonparametric regression
RePEc:knz:cofedp:0037 [Citation Analysis]
2
1999The Service Sentiment Indicator - A Business Climate Indicator for the German Business - Related Services Sector
RePEc:knz:cofedp:9906 [Citation Analysis]
2
2008Recovering Delisting Returns of Hedge Funds
RePEc:knz:cofedp:0809 [Citation Analysis]
2
2007Hydrodynamics from kinetic models of conservative economies
RePEc:knz:cofedp:0706 [Citation Analysis]
2
2000Taxation of Investment and Finance in an International Setting: Implications for Tax Competition
RePEc:knz:cofedp:0033 [Citation Analysis]
2
2002Modelling Intraday Trading Activity Using Box-Cox-ACD Models
RePEc:knz:cofedp:0205 [Citation Analysis]
2
1999Volatility Estimation on the Basis of Price Intensities
RePEc:knz:cofedp:9919 [Citation Analysis]
2
1999SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices
RePEc:knz:cofedp:9918 [Citation Analysis]
2
1999Backward Stochastic Differential Equations and Stochastic Controls: A New Perspective
RePEc:knz:cofedp:9909 [Citation Analysis]
2
2000Nonparametric M-Estimation with Long-Memory Errors
RePEc:knz:cofedp:0019 [Citation Analysis]
2
2007Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options.
RePEc:knz:cofedp:0708 [Citation Analysis]
2
2007Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform
RePEc:knz:cofedp:0703 [Citation Analysis]
1
2000Efficient Bargaining and the Skill-Structure of Wages and Employment
RePEc:knz:cofedp:0024 [Citation Analysis]
1
2000Finite Sample Properties of One-step, Two-step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation
RePEc:knz:cofedp:0003 [Citation Analysis]
1
2004Why Do Asset Prices Not Follow Random Walks?
RePEc:knz:cofedp:0405 [Citation Analysis]
1
2007Dynamic Modeling of Large Dimensional Covariance Matrices
RePEc:knz:cofedp:0701 [Citation Analysis]
1
2000Is tax harmonization useful?
RePEc:knz:cofedp:0023 [Citation Analysis]
1
2000Do Forecasters use Monetary Models? An Empirical Analysis of Exchange Rate Expectations
RePEc:knz:cofedp:0014 [Citation Analysis]
1
1999A Survey on Nonparametric Time Series Analysis
RePEc:knz:cofedp:9905 [Citation Analysis]
1
2004Conditionally parametric fits for CAPM betas
RePEc:knz:cofedp:0404 [Citation Analysis]
1
2000Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models
RePEc:knz:cofedp:0022 [Citation Analysis]
1

Citing documents used to compute impact factor 2:
YearTitleSee
2010Inferring reporting biases in hedge fund databases from hedge fund equity holdings
RePEc:zbw:cfrwps:1008
[Citation Analysis]
2010Disentangling Systematic and idiosyncratic Risk for large Panels of Assets
RePEc:eca:wpaper:2013/57645
[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2008

YearTitleSee

Recent citations received in: 2007

YearTitleSee
2007Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market¤
RePEc:knz:cofedp:0702
[Citation Analysis]
2007Securitisation of Mezzanine Capital in Germany
RePEc:knz:cofedp:0709
[Citation Analysis]

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

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