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:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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 |
|---|---|
| SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk | 4 |
| Year | Title of citing document |
|---|
| 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 |
| 2012 | Copula dynamics in CDOs.(2012) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2009 | CDO pricing with copulae In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | CDO and HAC 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 | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team