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Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:knz:cofedp:0004 Do Lending Relationships Matter? Evidence from Bank Survey Data in Germany (2000). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (2) RePEc:knz:cofedp:0504 Default risk sharing between banks and markets: the contribution of collateralized debt obligations (2005). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (3) RePEc:knz:cofedp:0111 Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties (2001). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (4) RePEc:knz:cofedp:0105 Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities (2001). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (5) RePEc:knz:cofedp:9908 Local Polynomial Estimation with a FARIMA-GARCH Error Process (1999). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (6) RePEc:knz:cofedp:0002 Horizontal and Vertical R&D Cooperation (2000). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (7) RePEc:knz:cofedp:0005 Does the Governed Corporation Perform Better?
Governance Structures and Corporate Performance in Germany (2000). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (8) RePEc:knz:cofedp:0212 Simultaneously Modelling Conditional Heteroskedasticity and Scale Change (2002). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (9) RePEc:knz:cofedp:0303 A Dynamic Integer Count Data Model for Financial Transaction Prices (2003). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (10) RePEc:knz:cofedp:0206 The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report (2002). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (11) RePEc:knz:cofedp:9904 Misspecified heteroskedasticity in the panel probit model:
A small sample comparison of GMM and SML estimators (1999). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (12) RePEc:knz:cofedp:9916 SEMIFAR Models - A Semiparametric Framework for Modelling Trends, Long
Range Dependence and Nonstationarity (1999). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (13) RePEc:knz:cofedp:0108 Heterogeneity of Investors and Asset Pricing in a Risk-Value World (2001). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (14) RePEc:knz:cofedp:9914 Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models (1999). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (15) RePEc:knz:cofedp:0510 The dynamics of overconfidence: Evidence from stock market forecasters (2005). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (16) RePEc:knz:cofedp:9913 SEMIFAR Forecasts, with Applications to Foreign Exchange Rates (1999). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (17) RePEc:knz:cofedp:0037 Modifying the double smoothing bandwidth selector in nonparametric regression (2000). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (18) RePEc:knz:cofedp:0507 An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity (2005). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (19) RePEc:knz:cofedp:9906 The Service Sentiment Indicator - A Business Climate Indicator for the
German Business - Related Services Sector (1999). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (20) RePEc:knz:cofedp:9918 SEMIFAR Models, with Applications to Commodities, Exchange Rates and the
Volatility of Stock Market Indices (1999). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (21) RePEc:knz:cofedp:0305 Multiplicative Background Risk (2003). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (22) RePEc:knz:cofedp:0509 Mispricing of S&P 500 Index Options (2005). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (23) RePEc:knz:cofedp:0016 Data-driven estimation of semiparametric fractional autoregressive models (2000). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (24) RePEc:knz:cofedp:9919 Volatility Estimation on the Basis of Price Intensities (1999). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (25) RePEc:knz:cofedp:0205 Modelling Intraday Trading Activity Using Box-Cox-ACD Models (2002). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (26) RePEc:knz:cofedp:0032 Commodity Taxation and international Trade in Imperfect Markets (2000). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (27) RePEc:knz:cofedp:0502 Incentive Contracts and Hedge Fund Management (2005). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (28) RePEc:knz:cofedp:0024 Efficient Bargaining and the Skill-Structure of Wages and Employment (2000). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (29) RePEc:knz:cofedp:0306 Double Taxation, Tax Credits and the Information Exchange Puzzle (2003). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (30) RePEc:knz:cofedp:9915 Capital Tax Competition with Inefficient Government Spending (1999). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (31) RePEc:knz:cofedp:0022 Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models (2000). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (32) RePEc:knz:cofedp:0014 Do Forecasters use Monetary Models? An Empirical Analysis of Exchange Rate Expectations (2000). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (33) RePEc:knz:cofedp:0033 Taxation of Investment and Finance in an International Setting: Implications for Tax Competition (2000). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (34) RePEc:knz:cofedp:0204 An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series (2002). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (35) RePEc:knz:cofedp:0028 Einfache oekonomische Verfahren fuer die Kreditrisikomessung (2000). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (36) RePEc:knz:cofedp:0307 The Taxation of Financial Capital under Asymmetric Information and the Tax-Competition Paradox (2003). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (37) RePEc:knz:cofedp:0003 Finite Sample Properties of One-step, Two-step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation (2000). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (38) RePEc:knz:cofedp:9901 When are Options Overpriced? The Black-Scholes Model and
Alternative Characterisations of the Pricing Kernel. (1999). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (39) RePEc:knz:cofedp:0023 Is tax harmonization useful? (2000). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (40) RePEc:knz:cofedp:0104 Estimating the Neighborhood Influence on Decision Makers: Theory and an Application on
the Analysis of Innovation Decisions (2001). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (41) RePEc:knz:cofedp:0036 Standard Risk Aversion and the Demand for Risky Assets in the Presence of Background Risk (2000). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (42) RePEc:knz:cofedp:0506 Option Pricing: Real and Risk-Neutral Distributions (2005). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (43) RePEc:knz:cofedp:0009 On the Relationship of Information Processes and Asset Price Processes (2000). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (44) RePEc:knz:cofedp:9905 A Survey on Nonparametric Time Series Analysis (1999). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (45) RePEc:knz:cofedp:9917 Tacit Collusion under Destination - and Origin-Based Commodity Taxation (1999). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (46) RePEc:knz:cofedp:9903 Analyzing the Time between Trades with a Gamma Compounded Hazard Model.
An Application to LIFFE Bund Future Transactions (1999). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper Latest citations received in: | 2003 | 2002 | 2001 | 2000 Latest citations received in: 2003 Latest citations received in: 2002 (1) RePEc:knz:cofedp:0213 Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors (2002). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (2) RePEc:knz:cofedp:0218 Modelling Different Volatility Components in High-Frequency Financial Returns (2002). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper Latest citations received in: 2001 (1) RePEc:knz:cofedp:0112 Supplement to the Paper Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties: Detailed Simulation Results (2001). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper Latest citations received in: 2000 (1) RePEc:att:wimass:200030 Using patents in growth models (2000). Wisconsin Madison - Social Systems / Working papers (2) RePEc:fra:franaf:62 Einfache ökonometrische Verfahren für die Kreditrisikomessung: Verweildauermodelle (2000). Goethe University Frankfurt am Main / Working Paper Series: Finance and Accounting (3) RePEc:knz:cofedp:0037 Modifying the double smoothing bandwidth selector in nonparametric regression (2000). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (4) RePEc:zbw:zewdip:5344 Surprises in scheduled releases : why do they move the bond market? (2000). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers 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. |
