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Updated February, 5 2013 465.484 documents processed, 11.198.332
references and 4.512.497 citations
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CPQF Working Paper Series / EconStor: Digital Archive for Economics and Business studies at ZBW - German National Library of Economics
Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), Recent citations and documents published in this series in EconPapers.  Create citation feed for this series
Missing citations? Add them with our user input service
Incorrect content? Let us know
| Raw data: |
|
IF |
AIF |
DOC |
CIT |
D2Y |
C2Y |
SC(%) |
CiY |
II |
AII |
| 1990 | | 0.09 | | 0 | 0 | | 0 | | | 0.04 |
| 1991 | | 0.1 | | 0 | 0 | | 0 | | | 0.05 |
| 1992 | | 0.09 | | 0 | 0 | | 0 | | | 0.05 |
| 1993 | | 0.1 | | 0 | 0 | | 0 | | | 0.05 |
| 1994 | | 0.12 | | 0 | 0 | | 0 | | | 0.04 |
| 1995 | | 0.17 | | 0 | 0 | | 0 | | | 0.09 |
| 1996 | | 0.2 | | 0 | 0 | | 0 | | | 0.09 |
| 1997 | | 0.21 | | 0 | 0 | | 0 | | | 0.09 |
| 1998 | | 0.22 | | 0 | 0 | | 0 | | | 0.13 |
| 1999 | | 0.29 | | 0 | 0 | | 0 | | | 0.15 |
| 2000 | | 0.4 | | 0 | 0 | | 0 | | | 0.15 |
| 2001 | | 0.38 | | 0 | 0 | | 0 | | | 0.18 |
| 2002 | | 0.41 | | 0 | 0 | | 0 | | | 0.2 |
| 2003 | | 0.44 | | 0 | 0 | | 0 | | | 0.2 |
| 2004 | | 0.46 | 2 | 6 | 0 | | 0 | | | 0.2 |
| 2005 | | 0.46 | 1 | 0 | 2 | | 0 | | | 0.25 |
| 2006 | | 0.49 | 1 | 6 | 3 | | 0 | | | 0.22 |
| 2007 | | 0.42 | 3 | 8 | 2 | | 0 | | | 0.19 |
| 2008 | | 0.43 | 11 | 7 | 4 | | 0 | 1 | 0.09 | 0.19 |
| 2009 | | 0.4 | 4 | 7 | 14 | | 0 | | | 0.19 |
| 2010 | 0.07 | 0.33 | 5 | 2 | 15 | 1 | 0 | | | 0.16 |
| 2011 | 0.11 | 0.5 | 2 | 0 | 9 | 1 | 0 | | | 0.27 |
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Main indicatorsMost cited documents in this series: |
| 2006 | Interest rate convexity and the volatility smile
RePEc:zbw:cpqfwp:4 [Citation Analysis] | 6 | | 2009 | Credit dynamics in a first passage time model with jumps
RePEc:zbw:cpqfwp:21 [Citation Analysis] | 6 | | 2004 | Cross currency swap valuation
RePEc:zbw:cpqfwp:2 [Citation Analysis] | 6 | | 2008 | On the valuation of fader and discrete barrier options in Hestons Stochastic Volatility Model
RePEc:zbw:cpqfwp:17 [Citation Analysis] | 6 | | 2009 | Credit gap risk in a first passage time model with jumps
RePEc:zbw:cpqfwp:22 [Citation Analysis] | 6 | | 2007 | Default swaps and hedging credit baskets
RePEc:zbw:cpqfwp:7 [Citation Analysis] | 5 | | 2012 | Size matters! How position sizing determines risk and return of technical timing strategies
RePEc:zbw:cpqfwp:31 [Citation Analysis] | 5 | | 2007 | Instalment options: a closed-form solution and the limiting case
RePEc:zbw:cpqfwp:5 [Citation Analysis] | 5 | | 2012 | Das Geschäft mit Derivaten und strukturierten Produkten: Welche Rolle spielt die Bank?
RePEc:zbw:cpqfwp:33 [Citation Analysis] | 2 | | 2007 | Accelerating the calibration of stochastic volatility models
RePEc:zbw:cpqfwp:6 [Citation Analysis] | 2 | | 2010 | Unifying exotic option closed formulas
RePEc:zbw:cpqfwp:23 [Citation Analysis] | 2 | | 2008 | Riesterrente im Vergleich: Eine Simulationsstudie zur Verteilung der Renditen
RePEc:zbw:cpqfwp:12 [Citation Analysis] | 1 | | 2009 | FX volatility smile construction
RePEc:zbw:cpqfwp:20 [Citation Analysis] | 1 | Citing documents used to compute impact factor 1: |
| 2011 | Barriers to energy efficiency improvement: Empirical evidence from small-and-medium sized enterprises in China
RePEc:zbw:fsfmwp:178 | [Citation Analysis] | Cites in year: CiY Recent citations received in: 2010 Recent citations received in: 2009 Recent citations received in: 2008 |
| 2008 | Vergleich von Anlagestrategien bei Riesterrenten ohne Berücksichtigung von Gebühren: Eine Simulationsstudie zur Verteilung der Renditen
RePEc:zbw:cpqfwp:13 | [Citation Analysis] | 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. |
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