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.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.16 0 0 0 0.07 1997 0.17 0 0 0 0.09 1998 0.19 1 0 0 0 0.12 1999 0.29 19 23 1 0 4 0.21 0.19 2000 0.25 0.39 38 34 20 5 40 4 0.11 0.2 2001 0.16 0.34 12 15 57 9 44.4 1 0.08 0.18 2002 0.24 0.39 18 9 50 12 50 2 0.11 0.2 2003 0.1 0.41 11 6 30 3 66.7 0.21 2004 0.21 0.47 8 0 29 6 0 0.25
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in 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 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 IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:knz:cofedp:0004 Do Lending Relationships Matter? Evidence from Bank Survey Data in Germany (2000).
Cited: 11 times.

(2) RePEc:knz:cofedp:0504 Default risk sharing between banks and markets: the contribution of collateralized debt obligations (2005).
Cited: 8 times.

(3) RePEc:knz:cofedp:0111 Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties (2001).
Cited: 6 times.

(4) RePEc:knz:cofedp:0105 Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities (2001).
Cited: 5 times.

(5) RePEc:knz:cofedp:9908 Local Polynomial Estimation with a FARIMA-GARCH Error Process (1999).
Cited: 5 times.

(6) RePEc:knz:cofedp:0002 Horizontal and Vertical R&D Cooperation (2000).
Cited: 4 times.

(7) RePEc:knz:cofedp:0005 Does the Governed Corporation Perform Better? Governance Structures and Corporate Performance in Germany (2000).
Cited: 4 times.

(8) RePEc:knz:cofedp:0212 Simultaneously Modelling Conditional Heteroskedasticity and Scale Change (2002).
Cited: 4 times.

(9) RePEc:knz:cofedp:0303 A Dynamic Integer Count Data Model for Financial Transaction Prices (2003).
Cited: 3 times.

(10) RePEc:knz:cofedp:0206 The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report (2002).
Cited: 3 times.

(11) RePEc:knz:cofedp:9904 Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (1999).
Cited: 3 times.

(12) RePEc:knz:cofedp:9916 SEMIFAR Models - A Semiparametric Framework for Modelling Trends, Long Range Dependence and Nonstationarity (1999).
Cited: 3 times.

(13) RePEc:knz:cofedp:0108 Heterogeneity of Investors and Asset Pricing in a Risk-Value World (2001).
Cited: 3 times.

(14) RePEc:knz:cofedp:9914 Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models (1999).
Cited: 3 times.

(15) RePEc:knz:cofedp:0510 The dynamics of overconfidence: Evidence from stock market forecasters (2005).
Cited: 2 times.

(16) RePEc:knz:cofedp:9913 SEMIFAR Forecasts, with Applications to Foreign Exchange Rates (1999).
Cited: 2 times.

(17) RePEc:knz:cofedp:0037 Modifying the double smoothing bandwidth selector in nonparametric regression (2000).
Cited: 2 times.

(18) RePEc:knz:cofedp:0507 An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity (2005).
Cited: 2 times.

(19) RePEc:knz:cofedp:9906 The Service Sentiment Indicator - A Business Climate Indicator for the German Business - Related Services Sector (1999).
Cited: 2 times.

(20) RePEc:knz:cofedp:9918 SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices (1999).
Cited: 2 times.

(21) RePEc:knz:cofedp:0305 Multiplicative Background Risk (2003).
Cited: 2 times.

(22) RePEc:knz:cofedp:0509 Mispricing of S&P 500 Index Options (2005).
Cited: 2 times.

(23) RePEc:knz:cofedp:0016 Data-driven estimation of semiparametric fractional autoregressive models (2000).
Cited: 2 times.

(24) RePEc:knz:cofedp:9919 Volatility Estimation on the Basis of Price Intensities (1999).
Cited: 2 times.

(25) RePEc:knz:cofedp:0205 Modelling Intraday Trading Activity Using Box-Cox-ACD Models (2002).
Cited: 2 times.

(26) RePEc:knz:cofedp:0032 Commodity Taxation and international Trade in Imperfect Markets (2000).
Cited: 2 times.

(27) RePEc:knz:cofedp:0502 Incentive Contracts and Hedge Fund Management (2005).
Cited: 2 times.

(28) RePEc:knz:cofedp:0024 Efficient Bargaining and the Skill-Structure of Wages and Employment (2000).
Cited: 1 times.

(29) RePEc:knz:cofedp:0306 Double Taxation, Tax Credits and the Information Exchange Puzzle (2003).
Cited: 1 times.

(30) RePEc:knz:cofedp:9915 Capital Tax Competition with Inefficient Government Spending (1999).
Cited: 1 times.

(31) RePEc:knz:cofedp:0022 Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models (2000).
Cited: 1 times.

(32) RePEc:knz:cofedp:0014 Do Forecasters use Monetary Models? An Empirical Analysis of Exchange Rate Expectations (2000).
Cited: 1 times.

(33) RePEc:knz:cofedp:0033 Taxation of Investment and Finance in an International Setting: Implications for Tax Competition (2000).
Cited: 1 times.

(34) RePEc:knz:cofedp:0204 An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series (2002).
Cited: 1 times.

(35) RePEc:knz:cofedp:0028 Einfache oekonomische Verfahren fuer die Kreditrisikomessung (2000).
Cited: 1 times.

(36) RePEc:knz:cofedp:0307 The Taxation of Financial Capital under Asymmetric Information and the Tax-Competition Paradox (2003).
Cited: 1 times.

(37) RePEc:knz:cofedp:0003 Finite Sample Properties of One-step, Two-step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation (2000).
Cited: 1 times.

(38) RePEc:knz:cofedp:9901 When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel. (1999).
Cited: 1 times.

(39) RePEc:knz:cofedp:0023 Is tax harmonization useful? (2000).
Cited: 1 times.

(40) RePEc:knz:cofedp:0104 Estimating the Neighborhood Influence on Decision Makers: Theory and an Application on the Analysis of Innovation Decisions (2001).
Cited: 1 times.

(41) RePEc:knz:cofedp:0036 Standard Risk Aversion and the Demand for Risky Assets in the Presence of Background Risk (2000).
Cited: 1 times.

(42) RePEc:knz:cofedp:0506 Option Pricing: Real and Risk-Neutral Distributions (2005).
Cited: 1 times.

(43) RePEc:knz:cofedp:0009 On the Relationship of Information Processes and Asset Price Processes (2000).
Cited: 1 times.

(44) RePEc:knz:cofedp:9905 A Survey on Nonparametric Time Series Analysis (1999).
Cited: 1 times.

(45) RePEc:knz:cofedp:9917 Tacit Collusion under Destination - and Origin-Based Commodity Taxation (1999).
Cited: 1 times.

(46) RePEc:knz:cofedp:9903 Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions (1999).
Cited: 1 times.

Latest citations received in: | 2004 | 2003 | 2002 | 2001

Latest citations received in: 2004

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

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Source data used to compute the impact factor of RePEc series.