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

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

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Impact Factor

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5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
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Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1			0				0		0		(%)			0.06
1991		0.1			0				0		0		(%)			0.05
1992		0.11			0				0		0		(%)			0.06
1993		0.13			0				0		0		(%)			0.06
1994		0.14			0				0		0		(%)			0.07
1995		0.18			0				0		0		(%)			0.11
1996		0.23			0				0		0		(%)			0.1
1997		0.22			0				0		0		(%)			0.09
1998		0.24		1	1				0		0		(%)			0.13
1999		0.3		19	20	6	0.3	79	1		1		16 (20.3%)	3	0.16	0.16
2000	0.25	0.37	0.25	38	58	11	0.19	148	20	5	20	5	8 (5.4%)	4	0.11	0.14
2001	0.3	0.37	0.29	12	70	23	0.33	31	57	17	58	17	8 (25.8%)	3	0.25	0.17
2002	0.34	0.37	0.4	18	88	35	0.4	29	50	17	70	28	2 (6.9%)	2	0.11	0.18
2003	0.07	0.4	0.19	11	99	18	0.18	17	30	2	88	17	(%)	1	0.09	0.19
2004	0.21	0.43	0.21	8	107	22	0.21	10	29	6	98	21	(%)			0.19
2005	0.11	0.43	0.16	11	118	34	0.29	64	19	2	87	14	4 (6.3%)	13	1.18	0.21
2006	0.37	0.46	0.32	9	127	33	0.26	1	19	7	60	19	(%)			0.19
2007	0.3	0.39	0.19	15	142	30	0.21	43	20	6	57	11	4 (9.3%)	3	0.2	0.17
2008	0.21	0.4	0.35	11	153	32	0.21	21	24	5	54	19	(%)			0.17
2009	0.35	0.37	0.3		153	34	0.22		26	9	54	16	(%)			0.18
2010	0.09	0.34	0.13		153	22	0.14		11	1	46	6	(%)			0.15
2011		0.41	0.31		153	31	0.2		0		35	11	(%)			0.2
2012		0.46	0.31		153	26	0.17		0		26	8	(%)			0.21
2013		0.49	0.09		153	22	0.14		0		11	1	(%)			0.21
2014		0.55			153	24	0.16		0		0		(%)			0.26
2015		0.58			153	11	0.07		0		0		(%)			0.27
2016		0.73			153	20	0.13		0		0		(%)			0.4

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
IF5:	Impact Factor: C5Y / D5Y
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
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:	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	2000	Does 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. Full description at Econpapers \|\| Download paper	87
2	2005	Default risk sharing between banks and markets: the contribution of collateralized debt obligations. (2005). Krahnen, Jan ; Franke, GÃÂ¼nter. In: CoFE Discussion Paper. RePEc:knz:cofedp:0504. Full description at Econpapers \|\| Download paper	18
3	1999	Local Polynomial Estimation with a FARIMA-GARCH Error Process. (1999). Feng, Yuanhua ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:9908. Full description at Econpapers \|\| Download paper	18
4	2002	The 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. Full description at Econpapers \|\| Download paper	17
5	2001	Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties. (2001). Feng, Yuanhua ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:0111. Full description at Econpapers \|\| Download paper	16
6	1999	When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.. (1999). Franke, GÃÂ¼nter ; Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: CoFE Discussion Paper. RePEc:knz:cofedp:9901. Full description at Econpapers \|\| Download paper	16
7	2000	Do Lending Relationships Matter? Evidence from Bank Survey Data in Germany. (2000). Neuberger, Doris ; Lehmann, Erik. In: CoFE Discussion Paper. RePEc:knz:cofedp:0004. Full description at Econpapers \|\| Download paper	16
8	1999	SEMIFAR Models - A Semiparametric Framework for Modelling Trends, Long Range Dependence and Nonstationarity. (1999). Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:9916. Full description at Econpapers \|\| Download paper	16
9	2005	Mispricing of S&P 500 Index Options. (2005). Perrakis, Stylianos ; Jackwerth, Jens ; Constantinides, George ; Constantinaides, George M.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0509. Full description at Econpapers \|\| Download paper	15
10	1999	SEMIFAR Forecasts, with Applications to Foreign Exchange Rates. (1999). Ocker, Dirk ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:9913. Full description at Econpapers \|\| Download paper	15
11	2000	Horizontal and Vertical R&D Cooperation. (2000). Inkmann, Joachim. In: CoFE Discussion Paper. RePEc:knz:cofedp:0002. Full description at Econpapers \|\| Download paper	10
12	2008	Kinetic Equations modelling Wealth Redistribution: A comparison of Approaches. (2008). DÃÂ¼ring, Bertram ; During, Bertram ; Matthes, Daniel. In: CoFE Discussion Paper. RePEc:knz:cofedp:0803. Full description at Econpapers \|\| Download paper	10
13	2005	The dynamics of overconfidence: Evidence from stock market forecasters. (2005). SchrÃÂ¶der, Michael ; Luders, Erik ; Deaves, Richard ; Schroder, Michael . In: CoFE Discussion Paper. RePEc:knz:cofedp:0510. Full description at Econpapers \|\| Download paper	10
14	2007	Information asymmetries and securitization design. (2007). Franke, GÃÂ¼nter ; Herrmann, Markus ; Weber, Thomas . In: CoFE Discussion Paper. RePEc:knz:cofedp:0710. Full description at Econpapers \|\| Download paper	9
15	2005	Option Pricing: Real and Risk-Neutral Distributions. (2005). Perrakis, Stylianos ; Jackwerth, Jens ; Constantinides, George ; Constantinaides, George M.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0506. Full description at Econpapers \|\| Download paper	8
16	1999	Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models. (1999). Ocker, Dirk ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:9914. Full description at Econpapers \|\| Download paper	8
17	2005	Incentive Contracts and Hedge Fund Management. (2005). Jackwerth, Jens ; Hodder, James E.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0502. Full description at Econpapers \|\| Download paper	8
18	2007	Modelling financial time series with SEMIFAR-GARCH model. (2007). Feng, Yuanhua ; Beran, Jan ; Yu, Keming . In: CoFE Discussion Paper. RePEc:knz:cofedp:0714. Full description at Econpapers \|\| Download paper	8
19	2003	SchÃ¤tzung Ã¶konometrischer Modelle auf der Grundlage anonymisierter Daten. (2003). Pohlmeier, Winfried. In: CoFE Discussion Paper. RePEc:knz:cofedp:0304. Full description at Econpapers \|\| Download paper	7
20	2007	Hydrodynamics from kinetic models of conservative economies. (2007). DÃÂ¼ring, Bertram ; During, B. ; Toscani, G.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0706. Full description at Econpapers \|\| Download paper	7
21	2007	Estimating High-Frequency Based (Co-) Variances: A Unified Approach. (2007). Voev, Valeri ; Nolte, Ingmar. In: CoFE Discussion Paper. RePEc:knz:cofedp:0707. Full description at Econpapers \|\| Download paper	6
22	2002	Modelling Intraday Trading Activity Using Box-Cox-ACD Models. (2002). Hautsch, Nikolaus. In: CoFE Discussion Paper. RePEc:knz:cofedp:0205. Full description at Econpapers \|\| Download paper	6
23	2000	Nonparametric M-Estimation with Long-Memory Errors. (2000). Sibbertsen, Philipp ; Beran, Jan ; Gosh, Sucharita. In: CoFE Discussion Paper. RePEc:knz:cofedp:0019. Full description at Econpapers \|\| Download paper	6
24	2000	Data-driven estimation of semiparametric fractional autoregressive models. (2000). Feng, Yuanhua ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:0016. Full description at Econpapers \|\| Download paper	5
25	2002	Simultaneously Modelling Conditional Heteroskedasticity and Scale Change. (2002). Feng, Yuanhua. In: CoFE Discussion Paper. RePEc:knz:cofedp:0212. Full description at Econpapers \|\| Download paper	5
26	2000	Commodity Taxation and international Trade in Imperfect Markets. (2000). StÃÂ¤hler, Frank ; Schjelderup, Guttorm ; Haufler, Andreas ; Staehler, Frank . In: CoFE Discussion Paper. RePEc:knz:cofedp:0032. Full description at Econpapers \|\| Download paper	5
27	1999	Misspecified 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. Full description at Econpapers \|\| Download paper	5
28	2001	Estimating 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. Full description at Econpapers \|\| Download paper	5
29	2008	Modelling and Forecasting Multivariate Realized Volatility. (2008). Voev, Valeri ; Halbleib, Roxana ; Chiriac, Roxana. In: CoFE Discussion Paper. RePEc:knz:cofedp:0806. Full description at Econpapers \|\| Download paper	5
30	2007	Dynamic Modeling of Large Dimensional Covariance Matrices. (2007). Voev, Valeri. In: CoFE Discussion Paper. RePEc:knz:cofedp:0701. Full description at Econpapers \|\| Download paper	4
31	2001	Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities. (2001). Pohlmeier, Winfried ; Hautsch, Nikolaus. In: CoFE Discussion Paper. RePEc:knz:cofedp:0105. Full description at Econpapers \|\| Download paper	4
32	2000	Finite 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. Full description at Econpapers \|\| Download paper	4
33	2005	An 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. Full description at Econpapers \|\| Download paper	4
34	2003	Multiplicative Background Risk. (2003). Schlesinger, Harris ; Stapleton, Richard C.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0305. Full description at Econpapers \|\| Download paper	3
35	2001	Accounting for Nonresponse Heterogeneity in Panel Data. (2001). Inkmann, Joachim. In: CoFE Discussion Paper. RePEc:knz:cofedp:0103. Full description at Econpapers \|\| Download paper	3
36	2007	An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics. (2007). Pohlmeier, Winfried ; Nolte, Ingmar ; BieÅ-Barkowska, Katarzyna ; Bien, Katarzyna . In: CoFE Discussion Paper. RePEc:knz:cofedp:0704. Full description at Econpapers \|\| Download paper	3
37	2007	Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options.. (2007). Franke, GÃÂ¼nter ; Huang, James ; Stapleton, Richard . In: CoFE Discussion Paper. RePEc:knz:cofedp:0708. Full description at Econpapers \|\| Download paper	3
38	2000	Modifying the double smoothing bandwidth selector in nonparametric regression. (2000). Feng, Yuanhua ; Beran, Jan ; Heiler, Siegfried . In: CoFE Discussion Paper. RePEc:knz:cofedp:0037. Full description at Econpapers \|\| Download paper	3
39	2004	Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation. (2004). DÃÂ¼ring, Bertram ; Jungel, Ansgar ; Fournie, Michel ; During, Bertram . In: CoFE Discussion Paper. RePEc:knz:cofedp:0402. Full description at Econpapers \|\| Download paper	3
40	2003	A Dynamic Integer Count Data Model for Financial Transaction Prices. (2003). Pohlmeier, Winfried ; Liesenfeld, Roman . In: CoFE Discussion Paper. RePEc:knz:cofedp:0303. Full description at Econpapers \|\| Download paper	3
41	2000	Taxation of Investment and Finance in an International Setting: Implications for Tax Competition. (2000). Mintz, Jack. In: CoFE Discussion Paper. RePEc:knz:cofedp:0033. Full description at Econpapers \|\| Download paper	3
42	2000	Determinants 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. Full description at Econpapers \|\| Download paper	3
43	2003	Some Criticism of the Tobin Tax. (2003). Haberer, Markus. In: CoFE Discussion Paper. RePEc:knz:cofedp:0301. Full description at Econpapers \|\| Download paper	3
44	2004	Might a Securities Transactions Tax Mitigate Excess Volatility?: Some Evidence From the Literature. (2004). Haberer, Markus. In: CoFE Discussion Paper. RePEc:knz:cofedp:0406. Full description at Econpapers \|\| Download paper	3
45	1999	Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions. (1999). Hautsch, Nikolaus. In: CoFE Discussion Paper. RePEc:knz:cofedp:9903. Full description at Econpapers \|\| Download paper	2
46	2004	Conditionally parametric fits for CAPM betas. (2004). Abberger, Klaus. In: CoFE Discussion Paper. RePEc:knz:cofedp:0404. Full description at Econpapers \|\| Download paper	2
47	1999	Volatility Estimation on the Basis of Price Intensities. (1999). Hautsch, Nikolaus ; Gerhard, Frank . In: CoFE Discussion Paper. RePEc:knz:cofedp:9919. Full description at Econpapers \|\| Download paper	2
48	1999	The 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. Full description at Econpapers \|\| Download paper	2
49	1999	SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices. (1999). Franke, GÃÂ¼nter ; Feng, Yuanhua ; Hess, Dieter ; Beran, Jan ; Ocker, Dirk . In: CoFE Discussion Paper. RePEc:knz:cofedp:9918. Full description at Econpapers \|\| Download paper	2
50	2000	Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models. (2000). Ocker, Dirk ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:0022. Full description at Econpapers \|\| Download paper	2

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2000	Does 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. Full description at Econpapers \|\| Download paper	12
2	2008	Kinetic Equations modelling Wealth Redistribution: A comparison of Approaches. (2008). DÃÂ¼ring, Bertram ; During, Bertram ; Matthes, Daniel. In: CoFE Discussion Paper. RePEc:knz:cofedp:0803. Full description at Econpapers \|\| Download paper	4
3	2005	Default risk sharing between banks and markets: the contribution of collateralized debt obligations. (2005). Krahnen, Jan ; Franke, GÃÂ¼nter. In: CoFE Discussion Paper. RePEc:knz:cofedp:0504. Full description at Econpapers \|\| Download paper	3
4	1999	SEMIFAR Forecasts, with Applications to Foreign Exchange Rates. (1999). Ocker, Dirk ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:9913. Full description at Econpapers \|\| Download paper	2
5	1999	SEMIFAR Models - A Semiparametric Framework for Modelling Trends, Long Range Dependence and Nonstationarity. (1999). Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:9916. Full description at Econpapers \|\| Download paper	2
6	2000	BSDES With Stochastic Lipschitz Condition. (2000). Bender, Christian ; KOHLMANN, MICHAEL. In: CoFE Discussion Paper. RePEc:knz:cofedp:0008. Full description at Econpapers \|\| Download paper	2
7	2004	Might a Securities Transactions Tax Mitigate Excess Volatility?: Some Evidence From the Literature. (2004). Haberer, Markus. In: CoFE Discussion Paper. RePEc:knz:cofedp:0406. Full description at Econpapers \|\| Download paper	2
8	2008	Filtered Log-periodogram Regression of long memory processes. (2008). Feng, Yuanhua ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:0810. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

10 most frequent citing series

#	Series	Cites
1	Papers / arXiv.org	10
2	Discussion Papers in Business Administration / University of Munich, Munich School of Management	4
3	Physica A: Statistical Mechanics and its Applications / Elsevier	4
4	CREATES Research Papers / Department of Economics and Business Economics, Aarhus University	4
5	CoFE Discussion Paper / Center of Finance and Econometrics, University of Konstanz	4
6	Post-Print / HAL	2
7	Working Papers / Department of Research, Ipag Business School	2
8	Working Papers / HAL	2
9	Computational Statistics & Data Analysis / Elsevier	2
10	CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)	2
11		1

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.