4
H index
1
i10 index
35
Citations
Humboldt-Universität Berlin (25% share) | 4 H index 1 i10 index 35 Citations RESEARCH PRODUCTION: 2 Articles 8 Papers RESEARCH ACTIVITY: 5 years (2009 - 2014). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pch577 |
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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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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 |
Year | Title of citing document |
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Year | Title | Type | Cited |
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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 |
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