Citation profile for Barbara Choros-Tomczyk

Barbara Choros-Tomczyk : Citation Profile

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

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   5 years (2009 - 2014). See details.
   Cites by year: 7
   Journals where Barbara Choros-Tomczyk has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 1 (2.78 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch577
   Updated: 2024-12-03    RAS profile: 2023-03-10
   Missing citations? Add them    Incorrect content? Let us know

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 (6)

Okhrin, Ostap (5)

Strausz, Roland (2)

Grajek, Michal (2)

Odening, Martin (2)

Burdejová, Petra (2)

Boreiko, Dmitri (2)

Ritter, Matthias (2)

Ristig, Alexander (1)

Lee, Kyungsub (1)

Koziol, Philipp (1)

Cites to:

Härdle, Wolfgang (12)

Okhrin, Ostap (11)

Giacomini, Enzo (5)

Nautz, Dieter (4)

Odening, Martin (4)

Duffie, Darrell (4)

Lucas, Andre (4)

Schwaab, Bernd (4)

Koopman, Siem Jan (4)

Xu, Wei (3)

Engle, Robert (3)

Main data

Where Barbara Choros-Tomczyk has published?

Working Papers Series with more than one paper published	# docs
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk	4
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany	4

Recent works citing Barbara Choros-Tomczyk (2024 and 2023)

Year	Title of citing document

Works by Barbara Choros-Tomczyk:

Year	Title	Type	Cited
2013	Valuation of collateralized debt obligations with hierarchical Archimedean copulae In: Journal of Empirical Finance. [Full Text][Citation analysis]	article	14
2009	CDO Pricing with Copulae In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	4
2009	CDO and HAC In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	3
2012	Copula Dynamics in CDOs In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	0
2013	CDO Surfaces Dynamics In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	4
2014	Copula dynamics in CDOs In: Quantitative Finance. [Full Text][Citation analysis]	article	9
	.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9	paper
	In: . [Full Text][Citation analysis]	paper	0
	In: . [Full Text][Citation analysis]	paper	0
	In: . [Full Text][Citation analysis]	paper	1