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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

CoFE Discussion Paper / Center of Finance and Econometrics, University of Konstanz

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Impact Factor

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5-Years IF

10

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.15000 (%)0.1
19960.19000 (%)0.09
19970.2000 (%)0.08
19980.211100 (%)0.12
19990.27192060.3721116 (22.2%)30.160.15
20000.250.360.253858110.191242052058 (6.5%)40.110.14
20010.30.360.291270230.3331571758178 (25.8%)30.250.17
20020.280.370.341888310.3525501470242 (8%)20.110.18
20030.070.390.181199170.17173028816 (%)10.090.18
20040.210.410.28107210.262969820 (%)0.18
20050.110.430.1611118340.295819287144 (6.9%)131.180.22
20060.320.450.329127320.251966019 (%)0.19
20070.250.380.1615142270.19402055794 (10%)30.20.17
20080.210.380.3311153300.2132455418 (%)0.17
20090.350.350.28153310.22695415 (%)0.17
20100.090.320.11153190.12111465 (%)0.15
20110.410.31153290.1903511 (%)0.2
20120.460.27153230.150267 (%)0.21
20130.490.09153210.140111 (%)0.22
20140.56153200.1300 (%)0.3
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:

[Click on heading to sort table]

YearTitleCited
2000Does the Governed Corporation Perform Better? Governance Structures and Corporate Performance in Germany. (2000). Lehmann, Erik ; Weigand, Juergen . In: CoFE Discussion Paper. RePEc:knz:cofedp:0005.

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72
1999Local Polynomial Estimation with a FARIMA-GARCH Error Process. (1999). Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:9908.

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18
2001Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties. (2001). Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:0111.

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16
2005Default risk sharing between banks and markets: the contribution of collateralized debt obligations. (2005). . In: CoFE Discussion Paper. RePEc:knz:cofedp:0504.

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15
2000Do Lending Relationships Matter? Evidence from Bank Survey Data in Germany. (2000). Lehmann, Erik . In: CoFE Discussion Paper. RePEc:knz:cofedp:0004.

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15
2005Mispricing of S&P 500 Index Options. (2005). Constantinaides, George M. ; Perrakis, Stylianos . In: CoFE Discussion Paper. RePEc:knz:cofedp:0509.

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15
1999SEMIFAR Forecasts, with Applications to Foreign Exchange Rates. (1999). Ocker, Dirk ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:9913.

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14
1999SEMIFAR Models - A Semiparametric Framework for Modelling Trends, Long Range Dependence and Nonstationarity. (1999). Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:9916.

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14
2002The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report. (2002). Hess, Dieter . In: CoFE Discussion Paper. RePEc:knz:cofedp:0206.

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14
1999When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.. (1999). Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: CoFE Discussion Paper. RePEc:knz:cofedp:9901.

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14
2007Information asymmetries and securitization design. (2007). Herrmann, Markus ; Weber, Thomas . In: CoFE Discussion Paper. RePEc:knz:cofedp:0710.

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9
2005Option Pricing: Real and Risk-Neutral Distributions. (2005). Constantinaides, George M. ; Perrakis, Stylianos . In: CoFE Discussion Paper. RePEc:knz:cofedp:0506.

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8
2005The dynamics of overconfidence: Evidence from stock market forecasters. (2005). Luders, Erik ; Deaves, Richard ; Schroder, Michael . In: CoFE Discussion Paper. RePEc:knz:cofedp:0510.

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8
2005Incentive Contracts and Hedge Fund Management. (2005). Hodder, James E.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0502.

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8
2007Hydrodynamics from kinetic models of conservative economies. (2007). During, B. ; Toscani, G.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0706.

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7
2007Modelling financial time series with SEMIFAR-GARCH model. (2007). Beran, Jan ; Yu, Keming . In: CoFE Discussion Paper. RePEc:knz:cofedp:0714.

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7
2003Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten. (2003). . In: CoFE Discussion Paper. RePEc:knz:cofedp:0304.

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7
1999Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models. (1999). Ocker, Dirk ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:9914.

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7
2000Horizontal and Vertical R&D Cooperation. (2000). . In: CoFE Discussion Paper. RePEc:knz:cofedp:0002.

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6
2000Nonparametric M-Estimation with Long-Memory Errors. (2000). Beran, Jan ; Gosh, Sucharita. In: CoFE Discussion Paper. RePEc:knz:cofedp:0019.

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6
2007Estimating High-Frequency Based (Co-) Variances: A Unified Approach. (2007). . In: CoFE Discussion Paper. RePEc:knz:cofedp:0707.

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6
2008Kinetic Equations modelling Wealth Redistribution: A comparison of Approaches. (2008). During, Bertram ; Toscani, Giuseppe ; Matthes, Daniel. In: CoFE Discussion Paper. RePEc:knz:cofedp:0803.

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6
2008Modelling and Forecasting Multivariate Realized Volatility. (2008). Chiriac, Roxana. In: CoFE Discussion Paper. RePEc:knz:cofedp:0806.

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5
2001Estimating the Neighborhood Influence on Decision Makers: Theory and an Application on the Analysis of Innovation Decisions. (2001). . In: CoFE Discussion Paper. RePEc:knz:cofedp:0104.

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5
1999Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators. (1999). . In: CoFE Discussion Paper. RePEc:knz:cofedp:9904.

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5
2002Simultaneously Modelling Conditional Heteroskedasticity and Scale Change. (2002). . In: CoFE Discussion Paper. RePEc:knz:cofedp:0212.

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5
2002Modelling Intraday Trading Activity Using Box-Cox-ACD Models. (2002). . In: CoFE Discussion Paper. RePEc:knz:cofedp:0205.

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5
2000Commodity Taxation and international Trade in Imperfect Markets. (2000). Staehler, Frank . In: CoFE Discussion Paper. RePEc:knz:cofedp:0032.

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5
2005An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity. (2005). Luders, Erik ; Deaves, Richard . In: CoFE Discussion Paper. RePEc:knz:cofedp:0507.

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4
2007Dynamic Modeling of Large Dimensional Covariance Matrices. (2007). . In: CoFE Discussion Paper. RePEc:knz:cofedp:0701.

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4
2000Data-driven estimation of semiparametric fractional autoregressive models. (2000). Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:0016.

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4
2001Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities. (2001). . In: CoFE Discussion Paper. RePEc:knz:cofedp:0105.

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4
2003Multiplicative Background Risk. (2003). Schlesinger, Harris ; Stapleton, Richard C.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0305.

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3
2001Accounting for Nonresponse Heterogeneity in Panel Data. (2001). . In: CoFE Discussion Paper. RePEc:knz:cofedp:0103.

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3
2000Modifying the double smoothing bandwidth selector in nonparametric regression. (2000). Beran, Jan ; Heiler, Siegfried . In: CoFE Discussion Paper. RePEc:knz:cofedp:0037.

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3
2003A Dynamic Integer Count Data Model for Financial Transaction Prices. (2003). Liesenfeld, Roman . In: CoFE Discussion Paper. RePEc:knz:cofedp:0303.

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3
2000Taxation of Investment and Finance in an International Setting: Implications for Tax Competition. (2000). MINTZ, Jack M.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0033.

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3
2000Finite Sample Properties of One-step, Two-step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation. (2000). . In: CoFE Discussion Paper. RePEc:knz:cofedp:0003.

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3
2000Determinants of Inter-Trade Durations and Hazard Rates Using Proportional Hazard ARMA Model. (2000). Gerhard, Frank . In: CoFE Discussion Paper. RePEc:knz:cofedp:0020.

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3
2007Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options.. (2007). Huang, James ; Stapleton, Richard . In: CoFE Discussion Paper. RePEc:knz:cofedp:0708.

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3
2003Some Criticism of the Tobin Tax. (2003). Haberer, Markus. In: CoFE Discussion Paper. RePEc:knz:cofedp:0301.

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3
2004Why Do Asset Prices Not Follow Random Walks?. (2004). Luders, Erik ; Franke, Gunter . In: CoFE Discussion Paper. RePEc:knz:cofedp:0405.

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2
1999Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions. (1999). . In: CoFE Discussion Paper. RePEc:knz:cofedp:9903.

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2
2004Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation. (2004). Jungel, Ansgar ; Fournie, Michel ; During, Bertram . In: CoFE Discussion Paper. RePEc:knz:cofedp:0402.

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2
2000Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models. (2000). Ocker, Dirk ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:0022.

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2
2001Heterogeneity of Investors and Asset Pricing in a Risk-Value World. (2001). Weber, Martin . In: CoFE Discussion Paper. RePEc:knz:cofedp:0108.

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2
1999The Service Sentiment Indicator - A Business Climate Indicator for the German Business - Related Services Sector. (1999). Buscher, Herbert S.. In: CoFE Discussion Paper. RePEc:knz:cofedp:9906.

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2
1999Volatility Estimation on the Basis of Price Intensities. (1999). Gerhard, Frank . In: CoFE Discussion Paper. RePEc:knz:cofedp:9919.

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2
2007An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics. (2007). Bien, Katarzyna . In: CoFE Discussion Paper. RePEc:knz:cofedp:0704.

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2
2008Recovering Delisting Returns of Hedge Funds. (2008). Hodder, James E. ; Kolokolova, Olga . In: CoFE Discussion Paper. RePEc:knz:cofedp:0809.

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2

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2000Does the Governed Corporation Perform Better? Governance Structures and Corporate Performance in Germany. (2000). Lehmann, Erik ; Weigand, Juergen . In: CoFE Discussion Paper. RePEc:knz:cofedp:0005.

Full description at Econpapers || Download paper

11
2008Kinetic Equations modelling Wealth Redistribution: A comparison of Approaches. (2008). During, Bertram ; Toscani, Giuseppe ; Matthes, Daniel. In: CoFE Discussion Paper. RePEc:knz:cofedp:0803.

Full description at Econpapers || Download paper

4
2005Default risk sharing between banks and markets: the contribution of collateralized debt obligations. (2005). . In: CoFE Discussion Paper. RePEc:knz:cofedp:0504.

Full description at Econpapers || Download paper

4
2007Modelling financial time series with SEMIFAR-GARCH model. (2007). Beran, Jan ; Yu, Keming . In: CoFE Discussion Paper. RePEc:knz:cofedp:0714.

Full description at Econpapers || Download paper

4
2007Hydrodynamics from kinetic models of conservative economies. (2007). During, B. ; Toscani, G.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0706.

Full description at Econpapers || Download paper

3
1999SEMIFAR Forecasts, with Applications to Foreign Exchange Rates. (1999). Ocker, Dirk ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:9913.

Full description at Econpapers || Download paper

3
2001Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties. (2001). Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:0111.

Full description at Econpapers || Download paper

3
1999When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.. (1999). Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: CoFE Discussion Paper. RePEc:knz:cofedp:9901.

Full description at Econpapers || Download paper

2
2002Modelling Intraday Trading Activity Using Box-Cox-ACD Models. (2002). . In: CoFE Discussion Paper. RePEc:knz:cofedp:0205.

Full description at Econpapers || Download paper

2
1999Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models. (1999). Ocker, Dirk ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:9914.

Full description at Econpapers || Download paper

2
1999SEMIFAR Models - A Semiparametric Framework for Modelling Trends, Long Range Dependence and Nonstationarity. (1999). Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:9916.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 0:

[Click on heading to sort table]

YearTitleSee

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.