Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

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

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.08000000.04
19920.09000000.05
19930.1000000.04
19940.12000000.05
19950.16000000.09
19960.19000000.09
19970.2000000.09
19980.211100000.13
19990.27192060.3521030.160.16
20000.250.393858110.191132056040.110.16
20010.30.371270220.3125571729.430.250.17
20020.320.381888280.3221501637.520.110.18
20030.070.41199150.15143021000.19
20040.210.438107190.18329600.19
20050.110.4511118320.27551920131.180.24
20060.320.469127330.267196010.110.2
20070.30.3915142270.1933206020.130.17
20080.290.4111153310.21124728.60.18
20090.350.37153290.19026900.18
20100.090.33153170.11011100.16
20110.45153270.180000.23
20120.46153210.140000.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
2000Does the Governed Corporation Perform Better? Governance Structures and Corporate Performance in Germany. (2000). Lehmann, Erik ; Weigand, Juergen. In: CoFE Discussion Paper. RePEc:knz:cofedp:0005.

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60
2000Do Lending Relationships Matter? Evidence from Bank Survey Data in Germany. (2000). Neuberger, Doris ; Lehmann, Erik. In: CoFE Discussion Paper. RePEc:knz:cofedp:0004.

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19
2005Mispricing of S&P 500 Index Options. (2005). Perrakis, Stylianos ; Jackwerth, Jens ; Constantinides, George ; Constantinaides, George M.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0509.

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16
2001Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties. (2001). Feng, Yuanhua ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:0111.

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13
1999Local Polynomial Estimation with a FARIMA-GARCH Error Process. (1999). Feng, Yuanhua ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:9908.

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13
1999SEMIFAR Forecasts, with Applications to Foreign Exchange Rates. (1999). Ocker, Dirk ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:9913.

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12
2002The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report. (2002). Hautsch, Nikolaus ; Hess, Dieter . In: CoFE Discussion Paper. RePEc:knz:cofedp:0206.

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12
2005Default risk sharing between banks and markets: the contribution of collateralized debt obligations. (2005). Krahnen, Jan ; Franke, Günter. In: CoFE Discussion Paper. RePEc:knz:cofedp:0504.

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11
1999When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.. (1999). Franke, Günter ; Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: CoFE Discussion Paper. RePEc:knz:cofedp:9901.

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9
2000Horizontal and Vertical R&D Cooperation. (2000). Inkmann, Joachim. In: CoFE Discussion Paper. RePEc:knz:cofedp:0002.

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8
2005Option Pricing: Real and Risk-Neutral Distributions. (2005). Perrakis, Stylianos ; Jackwerth, Jens ; Constantinides, George ; Constantinaides, George M.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0506.

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8
2005The dynamics of overconfidence: Evidence from stock market forecasters. (2005). Schröder, Michael ; Luders, Erik ; Deaves, Richard ; Schroder, Michael . In: CoFE Discussion Paper. RePEc:knz:cofedp:0510.

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8
2005Incentive Contracts and Hedge Fund Management. (2005). Jackwerth, Jens ; Hodder, James E.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0502.

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8
2007Information asymmetries and securitization design. (2007). Franke, Günter ; Herrmann, Markus ; Weber, Thomas . In: CoFE Discussion Paper. RePEc:knz:cofedp:0710.

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8
1999Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models. (1999). Ocker, Dirk ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:9914.

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6
2000Nonparametric M-Estimation with Long-Memory Errors. (2000). Sibbertsen, Philipp ; Beran, Jan ; Gosh, Sucharita. In: CoFE Discussion Paper. RePEc:knz:cofedp:0019.

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6
2007Estimating High-Frequency Based (Co-) Variances: A Unified Approach. (2007). Voev, Valeri ; Nolte, Ingmar. In: CoFE Discussion Paper. RePEc:knz:cofedp:0707.

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6
2000Commodity Taxation and international Trade in Imperfect Markets. (2000). Stähler, Frank ; Schjelderup, Guttorm ; Haufler, Andreas ; Staehler, Frank . In: CoFE Discussion Paper. RePEc:knz:cofedp:0032.

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5
2008Modelling and Forecasting Multivariate Realized Volatility. (2008). Voev, Valeri ; Halbleib, Roxana ; Chiriac, Roxana. In: CoFE Discussion Paper. RePEc:knz:cofedp:0806.

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5
2001Estimating the Neighborhood Influence on Decision Makers: Theory and an Application on the Analysis of Innovation Decisions. (2001). Hautsch, Nikolaus. In: CoFE Discussion Paper. RePEc:knz:cofedp:0104.

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5
1999Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators. (1999). Inkmann, Joachim. In: CoFE Discussion Paper. RePEc:knz:cofedp:9904.

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5
2007Hydrodynamics from kinetic models of conservative economies. (2007). Düring, Bertram ; During, B. ; Toscani, G.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0706.

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5
2006Wie werden Collateralized Debt Obligation-Transaktionen gestaltet?. (2006). Franke, Günter ; Weber, Thomas . In: CoFE Discussion Paper. RePEc:knz:cofedp:0608.

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5
2002Simultaneously Modelling Conditional Heteroskedasticity and Scale Change. (2002). Feng, Yuanhua. In: CoFE Discussion Paper. RePEc:knz:cofedp:0212.

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5
2001Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities. (2001). Pohlmeier, Winfried ; Hautsch, Nikolaus. In: CoFE Discussion Paper. RePEc:knz:cofedp:0105.

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4
2007Dynamic Modeling of Large Dimensional Covariance Matrices. (2007). Voev, Valeri. In: CoFE Discussion Paper. RePEc:knz:cofedp:0701.

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4
2008Kinetic Equations modelling Wealth Redistribution: A comparison of Approaches. (2008). Düring, Bertram ; During, Bertram ; Toscani, Giuseppe ; Matthes, Daniel. In: CoFE Discussion Paper. RePEc:knz:cofedp:0803.

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4
2000Data-driven estimation of semiparametric fractional autoregressive models. (2000). Feng, Yuanhua ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:0016.

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4
1999SEMIFAR Models - A Semiparametric Framework for Modelling Trends, Long Range Dependence and Nonstationarity. (1999). Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:9916.

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4
2003Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten. (2003). Pohlmeier, Winfried ; Nolte (Lechner), Sandra. In: CoFE Discussion Paper. RePEc:knz:cofedp:0304.

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4
2005An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity. (2005). Luo, Guo Ying ; Luders, Erik ; Deaves, Richard . In: CoFE Discussion Paper. RePEc:knz:cofedp:0507.

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4
2007Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options.. (2007). Franke, Günter ; Huang, James ; Stapleton, Richard. In: CoFE Discussion Paper. RePEc:knz:cofedp:0708.

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3
2003A Dynamic Integer Count Data Model for Financial Transaction Prices. (2003). Pohlmeier, Winfried ; Liesenfeld, Roman . In: CoFE Discussion Paper. RePEc:knz:cofedp:0303.

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3
2002Modelling Intraday Trading Activity Using Box-Cox-ACD Models. (2002). Hautsch, Nikolaus. In: CoFE Discussion Paper. RePEc:knz:cofedp:0205.

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3
2003Some Criticism of the Tobin Tax. (2003). Haberer, Markus. In: CoFE Discussion Paper. RePEc:knz:cofedp:0301.

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3
2007Modelling financial time series with SEMIFAR-GARCH model. (2007). Feng, Yuanhua ; Beran, Jan ; Yu, Keming . In: CoFE Discussion Paper. RePEc:knz:cofedp:0714.

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3
2003Multiplicative Background Risk. (2003). Schlesinger, Harris ; Franke, Günter ; Stapleton, Richard C.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0305.

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3
2000Finite Sample Properties of One-step, Two-step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation. (2000). Inkmann, Joachim. In: CoFE Discussion Paper. RePEc:knz:cofedp:0003.

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3
2000Taxation of Investment and Finance in an International Setting: Implications for Tax Competition. (2000). Mintz, Jack. In: CoFE Discussion Paper. RePEc:knz:cofedp:0033.

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3
1999SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices. (1999). Franke, Günter ; Feng, Yuanhua ; Hess, Dieter ; Beran, Jan ; Ocker, Dirk . In: CoFE Discussion Paper. RePEc:knz:cofedp:9918.

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2
2000Modifying the double smoothing bandwidth selector in nonparametric regression. (2000). Feng, Yuanhua ; Beran, Jan ; Heiler, Siegfried. In: CoFE Discussion Paper. RePEc:knz:cofedp:0037.

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2
2004Why Do Asset Prices Not Follow Random Walks?. (2004). Luders, Erik ; Franke, Gunter . In: CoFE Discussion Paper. RePEc:knz:cofedp:0405.

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2
2000Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models. (2000). Ocker, Dirk ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:0022.

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2
2001Heterogeneity of Investors and Asset Pricing in a Risk-Value World. (2001). Franke, Günter ; Weber, Martin . In: CoFE Discussion Paper. RePEc:knz:cofedp:0108.

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2
1999The Service Sentiment Indicator - A Business Climate Indicator for the German Business - Related Services Sector. (1999). Kaiser, Ulrich ; Buscher, Herbert S.. In: CoFE Discussion Paper. RePEc:knz:cofedp:9906.

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2
1999Volatility Estimation on the Basis of Price Intensities. (1999). Hautsch, Nikolaus ; Gerhard, Frank . In: CoFE Discussion Paper. RePEc:knz:cofedp:9919.

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2
2007An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics. (2007). Pohlmeier, Winfried ; Nolte, Ingmar ; Bień-Barkowska, Katarzyna ; Bien, Katarzyna . In: CoFE Discussion Paper. RePEc:knz:cofedp:0704.

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2
2008Recovering Delisting Returns of Hedge Funds. (2008). Jackwerth, Jens ; Hodder, James E. ; Kolokolova, Olga . In: CoFE Discussion Paper. RePEc:knz:cofedp:0809.

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2
2004Conditionally parametric fits for CAPM betas. (2004). Abberger, Klaus. In: CoFE Discussion Paper. RePEc:knz:cofedp:0404.

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1
2000Determinants of Inter-Trade Durations and Hazard Rates Using Proportional Hazard ARMA Model. (2000). Hautsch, Nikolaus ; Gerhard, Frank . In: CoFE Discussion Paper. RePEc:knz:cofedp:0020.

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1

Citing documents used to compute impact factor 0:

YearTitleSee

Cites in year: CiY

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.