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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). (2) RePEc:knz:cofedp:0504 Default risk sharing between banks and markets: the contribution of collateralized debt obligations (2005). (3) RePEc:knz:cofedp:0111 Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties (2001). (4) RePEc:knz:cofedp:0105 Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities (2001). (5) RePEc:knz:cofedp:9908 Local Polynomial Estimation with a FARIMA-GARCH Error Process (1999). (6) RePEc:knz:cofedp:0002 Horizontal and Vertical R&D Cooperation (2000). (7) RePEc:knz:cofedp:0005 Does the Governed Corporation Perform Better?
Governance Structures and Corporate Performance in Germany (2000). (8) RePEc:knz:cofedp:0212 Simultaneously Modelling Conditional Heteroskedasticity and Scale Change (2002). (9) RePEc:knz:cofedp:0303 A Dynamic Integer Count Data Model for Financial Transaction Prices (2003). (10) RePEc:knz:cofedp:0206 The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report (2002). (11) RePEc:knz:cofedp:9904 Misspecified heteroskedasticity in the panel probit model:
A small sample comparison of GMM and SML estimators (1999). (12) RePEc:knz:cofedp:9916 SEMIFAR Models - A Semiparametric Framework for Modelling Trends, Long
Range Dependence and Nonstationarity (1999). (13) RePEc:knz:cofedp:0108 Heterogeneity of Investors and Asset Pricing in a Risk-Value World (2001). (14) RePEc:knz:cofedp:9914 Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models (1999). (15) RePEc:knz:cofedp:0510 The dynamics of overconfidence: Evidence from stock market forecasters (2005). (16) RePEc:knz:cofedp:9913 SEMIFAR Forecasts, with Applications to Foreign Exchange Rates (1999). (17) RePEc:knz:cofedp:0037 Modifying the double smoothing bandwidth selector in nonparametric regression (2000). (18) RePEc:knz:cofedp:0507 An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity (2005). (19) RePEc:knz:cofedp:9906 The Service Sentiment Indicator - A Business Climate Indicator for the
German Business - Related Services Sector (1999). (20) RePEc:knz:cofedp:9918 SEMIFAR Models, with Applications to Commodities, Exchange Rates and the
Volatility of Stock Market Indices (1999). (21) RePEc:knz:cofedp:0305 Multiplicative Background Risk (2003). (22) RePEc:knz:cofedp:0509 Mispricing of S&P 500 Index Options (2005). (23) RePEc:knz:cofedp:0016 Data-driven estimation of semiparametric fractional autoregressive models (2000). (24) RePEc:knz:cofedp:9919 Volatility Estimation on the Basis of Price Intensities (1999). (25) RePEc:knz:cofedp:0205 Modelling Intraday Trading Activity Using Box-Cox-ACD Models (2002). (26) RePEc:knz:cofedp:0032 Commodity Taxation and international Trade in Imperfect Markets (2000). (27) RePEc:knz:cofedp:0502 Incentive Contracts and Hedge Fund Management (2005). (28) RePEc:knz:cofedp:0024 Efficient Bargaining and the Skill-Structure of Wages and Employment (2000). (29) RePEc:knz:cofedp:0306 Double Taxation, Tax Credits and the Information Exchange Puzzle (2003). (30) RePEc:knz:cofedp:9915 Capital Tax Competition with Inefficient Government Spending (1999). (31) RePEc:knz:cofedp:0022 Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models (2000). (32) RePEc:knz:cofedp:0014 Do Forecasters use Monetary Models? An Empirical Analysis of Exchange Rate Expectations (2000). (33) RePEc:knz:cofedp:0033 Taxation of Investment and Finance in an International Setting: Implications for Tax Competition (2000). (34) RePEc:knz:cofedp:0204 An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series (2002). (35) RePEc:knz:cofedp:0028 Einfache oekonomische Verfahren fuer die Kreditrisikomessung (2000). (36) RePEc:knz:cofedp:0307 The Taxation of Financial Capital under Asymmetric Information and the Tax-Competition Paradox (2003). (37) RePEc:knz:cofedp:0003 Finite Sample Properties of One-step, Two-step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation (2000). (38) RePEc:knz:cofedp:9901 When are Options Overpriced? The Black-Scholes Model and
Alternative Characterisations of the Pricing Kernel. (1999). (39) RePEc:knz:cofedp:0023 Is tax harmonization useful? (2000). (40) RePEc:knz:cofedp:0104 Estimating the Neighborhood Influence on Decision Makers: Theory and an Application on
the Analysis of Innovation Decisions (2001). (41) RePEc:knz:cofedp:0036 Standard Risk Aversion and the Demand for Risky Assets in the Presence of Background Risk (2000). (42) RePEc:knz:cofedp:0506 Option Pricing: Real and Risk-Neutral Distributions (2005). (43) RePEc:knz:cofedp:0009 On the Relationship of Information Processes and Asset Price Processes (2000). (44) RePEc:knz:cofedp:9905 A Survey on Nonparametric Time Series Analysis (1999). (45) RePEc:knz:cofedp:9917 Tacit Collusion under Destination - and Origin-Based Commodity Taxation (1999). (46) RePEc:knz:cofedp:9903 Analyzing the Time between Trades with a Gamma Compounded Hazard Model.
An Application to LIFFE Bund Future Transactions (1999). Latest citations received in: | 2005 | 2004 | 2003 | 2002 Latest citations received in: 2005 (1) RePEc:cpr:ceprdp:5420 Demand-Based Option Pricing (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (2) RePEc:fip:fedkpr:y:2005:i:aug:p:313-369 Has financial development made the world riskier? (2005). Proceedings (3) 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 (4) RePEc:nbr:nberwo:11579 How Much Do Banks Use Credit Derivatives to Reduce Risk? (2005). National Bureau of Economic Research, Inc / NBER Working Papers (5) RePEc:nbr:nberwo:11728 Has Financial Development Made the World Riskier? (2005). National Bureau of Economic Research, Inc / NBER Working Papers (6) RePEc:nbr:nberwo:11843 Demand-Based Option Pricing (2005). National Bureau of Economic Research, Inc / NBER Working Papers (7) RePEc:zbw:zewdip:4566 The Dynamics of Overconfidence: Evidence from Stock Market Forecasters (2005). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers 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 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. |
