Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2022-11-01 10:22:50]
5 Years H Index
10
Impact Factor (IF)
0
5 Years IF
0
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1998 0 0.3 0 0 1 1 0 0 0 0 0 0 0.18
1999 0 0.38 0.7 0 19 20 91 13 14 1 1 12 92.3 13 0.68 0.25
2000 0.4 0.52 0.29 0.4 38 58 186 17 31 20 8 20 8 13 76.5 5 0.13 0.24
2001 0.32 0.48 0.33 0.31 12 70 8 23 54 57 18 58 18 9 39.1 1 0.08 0.27
2002 0.3 0.52 0.43 0.36 18 88 32 38 92 50 15 70 25 17 44.7 5 0.28 0.29
2003 0 0.51 0.2 0.22 11 99 11 20 112 30 88 19 2 10 1 0.09 0.29
2004 0.17 0.57 0.23 0.22 8 107 17 25 137 29 5 98 22 2 8 1 0.13 0.35
2005 0.11 0.58 0.24 0.16 11 118 54 28 165 19 2 87 14 2 7.1 10 0.91 0.36
2006 0.42 0.58 0.2 0.2 9 127 4 25 190 19 8 60 12 3 12 1 0.11 0.34
2007 0.15 0.5 0.14 0.14 15 142 46 20 210 20 3 57 8 1 5 3 0.2 0.29
2008 0.21 0.58 0.2 0.17 11 153 33 31 241 24 5 54 9 6 19.4 1 0.09 0.3
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations 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
50 most cited documents in this series
#YearTitleCited
12000Does the Governed Corporation Perform Better? Governance Structures and Corporate Performance in Germany. (2000). WEIGAND, JuRGEN ; Lehmann, Erik. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0005.

Full description at Econpapers || Download paper

134
22005Default risk sharing between banks and markets: The contribution of collateralized debt obligations. (2005). Krahnen, Jan ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0504.

Full description at Econpapers || Download paper

34
31999When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.. (1999). Subrahmanyam, Marti G ; Stapleton, Richard C ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9901.

Full description at Econpapers || Download paper

29
41999SEMIFAR Forecasts, with Applications to Foreign Exchange Rates. (1999). Ocker, Dirk ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9913.

Full description at Econpapers || Download paper

26
52008Kinetic equations modelling wealth redistribution: A comparison of approaches. (2008). Toscani, Giuseppe ; Matthes, Daniel ; During, Bertram. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0803.

Full description at Econpapers || Download paper

24
62002The 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 Papers. RePEc:zbw:cofedp:0206.

Full description at Econpapers || Download paper

22
71999SEMIFAR Models - A Semiparametric Framework for Modelling Trends, Long Range Dependence and Nonstationarity. (1999). Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9916.

Full description at Econpapers || Download paper

22
82007Modelling financial time series with SEMIFAR-GARCH model. (2007). Yu, Keming ; Beran, Jan ; Feng, Yuanhua. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0714.

Full description at Econpapers || Download paper

13
92007Hydrodynamics from kinetic models of conservative economies. (2007). Toscani, Giuseppe ; During, B. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0706.

Full description at Econpapers || Download paper

13
102000Horizontal and Vertical R&D Cooperation. (2000). Inkmann, Joachim. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0002.

Full description at Econpapers || Download paper

11
112004Might a Securities Transactions Tax Mitigate Excess Volatility? Some Evidence From the Literature. (2004). Haberer, Markus. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0406.

Full description at Econpapers || Download paper

10
121999Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models. (1999). Ocker, Dirk ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9914.

Full description at Econpapers || Download paper

10
132005The dynamics of overconfidence: Evidence from stock market forecasters. (2005). Schroder, Michael ; Luders, Erik ; Deaves, Richard. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0510.

Full description at Econpapers || Download paper

10
142000Commodity Taxation and international Trade in Imperfect Markets. (2000). Schjelderup, Guttorm ; Haufler, Andreas ; Stahler, Frank. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0032.

Full description at Econpapers || Download paper

7
152007Information asymmetries and securitization design. (2007). Weber, Thomas ; Herrmann, Markus ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0710.

Full description at Econpapers || Download paper

7
162008A Boltzmann-type approach to the formation of wealth distribution curves. (2008). Toscani, Giuseppe ; Matthes, Daniel ; During, Bertram. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0805.

Full description at Econpapers || Download paper

6
172002Modelling Intraday Trading Activity Using Box-Cox-ACD Models. (2002). Hautsch, Nikolaus. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0205.

Full description at Econpapers || Download paper

6
182000BSDES With Stochastic Lipschitz Condition. (2000). Kohlmann, Michael ; Bender, Christian. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0008.

Full description at Econpapers || Download paper

6
192008International and domestic trading and wealth distribution. (2008). Toscani, Giuseppe ; During, Bertram. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0802.

Full description at Econpapers || Download paper

6
202003Some Criticism of the Tobin Tax. (2003). Haberer, Markus. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0301.

Full description at Econpapers || Download paper

5
212007Customer trading in the foreign exchange market empirical evidence from an internet trading platform. (2007). Nolte, Ingmar ; Lechner, Sandra . In: CoFE Discussion Papers. RePEc:zbw:cofedp:0703.

Full description at Econpapers || Download paper

5
221999Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions. (1999). Hautsch, Nikolaus. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9903.

Full description at Econpapers || Download paper

5
231999International repercussions of direct taxes. (1999). Eggert, Wolfgang. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9902.

Full description at Econpapers || Download paper

4
242000Data-driven estimation of semiparametric fractional autoregressive models. (2000). Feng, Yuanhua ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0016.

Full description at Econpapers || Download paper

4
252008Recovering delisting returns of hedge funds. (2008). Kolokolova, Olga ; Jackwerth, Jens Carsten ; Hodder, James E. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0809.

Full description at Econpapers || Download paper

4
262000Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models. (2000). Ocker, Dirk ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0022.

Full description at Econpapers || Download paper

4
272008Modelling and forecasting multivariate realized volatility. (2008). Voev, Valeri ; Chiriac, Roxana. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0806.

Full description at Econpapers || Download paper

3
281999Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent errors. (1999). Feng, Yuanhua ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9907.

Full description at Econpapers || Download paper

3
292001Accounting for Nonresponse Heterogeneity in Panel Data. (2001). Inkmann, Joachim. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0103.

Full description at Econpapers || Download paper

3
302000Do Lending Relationships Matter? Evidence from Bank Survey Data in Germany. (2000). Neuberger, Doris ; Lehmann, Erik. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0004.

Full description at Econpapers || Download paper

3
312003A Dynamic Integer Count Data Model for Financial Transaction Prices. (2003). Liesenfeld, Roman ; Pohlmeier, Winfried. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0303.

Full description at Econpapers || Download paper

3
322004Why Do Asset Prices Not Follow Random Walks?. (2004). Luders, Erik ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0405.

Full description at Econpapers || Download paper

3
332007Two-dimensional risk neutral valuation relationships for the pricing of options. (2007). Stapleton, Richard C ; Huang, James ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0708.

Full description at Econpapers || Download paper

3
341999Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators. (1999). Inkmann, Joachim. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9904.

Full description at Econpapers || Download paper

3
352007Estimating high-frequency based (co-) variances: A unified approach. (2007). Voev, Valeri ; Nolte, Ingmar. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0707.

Full description at Econpapers || Download paper

3
362004Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation. (2004). Jungel, Ansgar ; During, Bertram ; Fournie, Michel. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0402.

Full description at Econpapers || Download paper

3
372005Employee stock options: Much more valuable than you thought. (2005). Jackwerth, Jens Carsten ; Hodder, James E. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0501.

Full description at Econpapers || Download paper

2
382006A Multivariate Integer Count Hurdle model: Theory and application to exchange rate dynamics. (2006). Pohlmeier, Winfried ; Nolte, Ingmar ; Bien, Katarzyna . In: CoFE Discussion Papers. RePEc:zbw:cofedp:0606.

Full description at Econpapers || Download paper

2
392000Exports and Hedging Exchange Rate Risks: The Multi-Country Case. (2000). , Axel. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0010.

Full description at Econpapers || Download paper

2
402005An experimental test of the impact of overconfidence and gender on trading activity. (2005). Luo, Guo Ying ; Luders, Erik ; Deaves, Richard. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0507.

Full description at Econpapers || Download paper

2
412007Dual income taxation as a stepping stone towards a European corporate income tax. (2007). Schindler, Dirk ; Genser, Bernd. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0705.

Full description at Econpapers || Download paper

2
421999The Service Sentiment Indicator - A Business Climate Indicator for the German Business - Related Services Sector. (1999). Kaiser, Ulrich ; Buscher, Herbert S. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9906.

Full description at Econpapers || Download paper

2
432000Efficient Bargaining and the Skill-Structure of Wages and Employment. (2000). Kaiser, Ulrich ; Pohlmeier, Winfried. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0024.

Full description at Econpapers || Download paper

2
441999A Survey on Nonparametric Time Series Analysis. (1999). Heiler, Siegfried. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9905.

Full description at Econpapers || Download paper

2
452000Modifying the double smoothing bandwidth selector in nonparametric regression. (2000). Heiler, Siegfried ; Feng, Yuanhua ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0037.

Full description at Econpapers || Download paper

2
462002An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series. (2002). Feng, Yuanhua. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0204.

Full description at Econpapers || Download paper

2
472004Conditionally parametric fits for CAPM betas. (2004). Abberger, Klaus. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0404.

Full description at Econpapers || Download paper

2
481999SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices. (1999). Ocker, Dirk ; Hess, Dieter ; Franke, Gunter ; Feng, Yuanhua ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9918.

Full description at Econpapers || Download paper

2
492005Mispricing of S&P 500 index options. (2005). Perrakis, Stylianos ; Jackwerth, Jens Carsten ; Constantinides, George M. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0509.

Full description at Econpapers || Download paper

2
502000Determinants of Inter-Trade Durations and Hazard Rates Using Proportional Hazard ARMA Model. (2000). Hautsch, Nikolaus ; Gerhard, Frank . In: CoFE Discussion Papers. RePEc:zbw:cofedp:0020.

Full description at Econpapers || Download paper

2
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12000Does the Governed Corporation Perform Better? Governance Structures and Corporate Performance in Germany. (2000). WEIGAND, JuRGEN ; Lehmann, Erik. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0005.

Full description at Econpapers || Download paper

9
22008Kinetic equations modelling wealth redistribution: A comparison of approaches. (2008). Toscani, Giuseppe ; Matthes, Daniel ; During, Bertram. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0803.

Full description at Econpapers || Download paper

4
32005Default risk sharing between banks and markets: The contribution of collateralized debt obligations. (2005). Krahnen, Jan ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0504.

Full description at Econpapers || Download paper

2
42002The 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 Papers. RePEc:zbw:cofedp:0206.

Full description at Econpapers || Download paper

2
52008International and domestic trading and wealth distribution. (2008). Toscani, Giuseppe ; During, Bertram. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0802.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations