Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

CPQF Working Paper Series / Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF)

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.09000000.04
19910.09000000.05
19920.09000000.06
19930.1000000.05
19940.12000000.05
19950.16000000.09
19960.2000000.09
19970.2000000.08
19980.22000000.12
19990.27000000.15
20000.37000000.14
20010.38000000.17
20020.39000000.19
20030.42000000.19
20040.432207000.19
20050.451300200.23
20060.461407300.2
20070.43709200.17
20080.4111810.06104010.090.18
20090.37422081400.18
20100.070.3352720.07315100.16
20110.330.45229170.5909300.22
20120.290.48433501.52572051.250.24
20130.543300600.26
20140.233300400.17
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
2008On the valuation of fader and discrete barrier options in Hestons Stochastic Volatility Model. (2008). Griebsch, Susanne ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:17.

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7
2009Credit gap risk in a first passage time model with jumps. (2009). Packham, Natalie ; Schlogl, Lutz ; Schmidt, Wolfgang M.. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:22.

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7
2006Interest rate convexity and the volatility smile. (2006). Schmidt, Wolfgang M. ; Boenkost, Wolfram . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:4.

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7
2009Credit dynamics in a first passage time model with jumps. (2009). Packham, Natalie ; Schlogl, Lutz ; Schmidt, Wolfgang M.. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:21.

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7
2008Latin hypercube sampling with dependence and applications in finance. (2008). Packham, Natalie ; Schmidt, Wolfgang . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:15.

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7
2004Cross currency swap valuation. (2004). Schmidt, Wolfgang M. ; Boenkost, Wolfram . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:2.

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7
2007Instalment options: a closed-form solution and the limiting case. (2007). Griebsch, Susanne ; Kuhn, Christoph ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:5.

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6
2007Default swaps and hedging credit baskets. (2007). Schmidt, Wolfgang M.. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:7.

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6
2012Size matters! How position sizing determines risk and return of technical timing strategies. (2012). Scholz, Peter . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:31.

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5
2010Unifying exotic option closed formulas. (2010). Veiga, Carlos ; Wystup, Uwe ; Esquivel, Manuel L.. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:23.

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3
2008Riesterrente im Vergleich: Eine Simulationsstudie zur Verteilung der Renditen. (2008). Weber, Andreas ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:12.

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2
2012Das Geschäft mit Derivaten und strukturierten Produkten: Welche Rolle spielt die Bank?. (2012). Schmidt, Wolfgang M.. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:33.

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2
2007Accelerating the calibration of stochastic volatility models. (2007). Kilin, Fiodar . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:6.

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2
2008Closed formula for options with discrete dividends and its derivatives. (2008). Veiga, Carlos ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:16.

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1
2009FX volatility smile construction. (2009). Reiswich, Dimitri ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:20.

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1
2008Vergleich von Anlagestrategien bei Riesterrenten ohne Berücksichtigung von Gebühren: Eine Simulationsstudie zur Verteilung der Renditen. (2008). Weber, Andreas ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:13.

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1

Citing documents used to compute impact factor 0:

YearTitleSee

Cites in year: CiY

Recent citations received in: 2012

YearTitleSee
2012What are the channels for technology sourcing? Panel data evidence from German companies. (2012). van Reenen, John ; Mueller, Elisabeth ; Harhoff, Dietmar ; VanReenen, John . In: Frankfurt School - Working Paper Series. RePEc:zbw:fsfmwp:187.

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[Citation Analysis]
2012Roving bandits in action: Outside option and governmental predation in autocracies. (2012). Libman, Alexander ; Kozlov, Vladimir ; Schultz, Andre . In: Frankfurt School - Working Paper Series. RePEc:zbw:fsfmwp:190.

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[Citation Analysis]
2012What makes Chinese firms productive? Learning from indigenous and foreign sources of knowledge. (2012). Mueller, Elisabeth ; Sandner, Philipp ; Boeing, Philipp . In: Frankfurt School - Working Paper Series. RePEc:zbw:fsfmwp:196.

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[Citation Analysis]
2012Whos afraid of big bad banks? Bank competition, SME, and industry growth. (2012). Koetter, Michael ; Inklaar, Robert. In: Frankfurt School - Working Paper Series. RePEc:zbw:fsfmwp:197.

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[Citation Analysis]
2012Technological Capabilities of Chinese Enterprises: Who is Going to Compete Abroad?. (2012). Mueller, Elisabeth ; Muller, Elisabeth ; Boing, Philipp . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62081.

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[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.