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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

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.05
19920.11000 (%)0.06
19930.14000 (%)0.07
19940.12000 (%)0.06
19950.16000 (%)0.1
19960.2000 (%)0.09
19970.21000 (%)0.09
19980.221100 (%)0.13
19990.28192060.3751116 (21.3%)30.160.16
20000.250.370.253858110.191362052058 (5.9%)40.110.14
20010.30.360.291270230.3331571758178 (25.8%)30.250.17
20020.320.370.371888330.3827501670262 (7.4%)20.110.18
20030.070.40.181199170.17173028816 (%)10.090.19
20040.210.420.218107220.2182969821 (%)0.19
20050.110.430.1611118340.296219287144 (6.5%)131.180.21
20060.370.450.329127330.261976019 (%)0.2
20070.30.390.1815142280.24120657104 (9.8%)30.20.17
20080.210.390.3311153300.2202455418 (%)0.17
20090.350.370.28153320.212695415 (%)0.18
20100.090.330.13153220.14111466 (%)0.15
20110.410.31153300.203511 (%)0.2
20120.460.27153240.160267 (%)0.21
20130.50.09153220.140111 (%)0.21
20140.54153230.1500 (%)0.26
20150.6153100.0700 (%)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:

#YearTitleCited
12000Does 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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79
21999Local Polynomial Estimation with a FARIMA-GARCH Error Process. (1999). Feng, Yuanhua ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:9908.

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18
32005Default risk sharing between banks and markets: the contribution of collateralized debt obligations. (2005). Krahnen, Jan ; Franke, Günter. In: CoFE Discussion Paper. RePEc:knz:cofedp:0504.

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17
42001Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties. (2001). Feng, Yuanhua ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:0111.

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16
52000Do Lending Relationships Matter? Evidence from Bank Survey Data in Germany. (2000). Neuberger, Doris ; Lehmann, Erik. In: CoFE Discussion Paper. RePEc:knz:cofedp:0004.

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16
61999SEMIFAR Forecasts, with Applications to Foreign Exchange Rates. (1999). Ocker, Dirk ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:9913.

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15
72002The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report. (2002). Hautsch, Nikolaus ; Hess, Dieter . In: CoFE Discussion Paper. RePEc:knz:cofedp:0206.

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15
82005Mispricing of S&P 500 Index Options. (2005). Perrakis, Stylianos ; Jackwerth, Jens ; Constantinides, George ; Constantinaides, George M.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0509.

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15
91999SEMIFAR 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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15
101999When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.. (1999). Franke, Günter ; Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: CoFE Discussion Paper. RePEc:knz:cofedp:9901.

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15
112005The dynamics of overconfidence: Evidence from stock market forecasters. (2005). Schröder, Michael ; Luders, Erik ; Deaves, Richard . In: CoFE Discussion Paper. RePEc:knz:cofedp:0510.

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10
122007Information asymmetries and securitization design. (2007). Franke, Günter ; Herrmann, Markus ; Weber, Thomas . In: CoFE Discussion Paper. RePEc:knz:cofedp:0710.

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9
132008Kinetic Equations modelling Wealth Redistribution: A comparison of Approaches. (2008). Düring, Bertram ; During, Bertram ; Matthes, Daniel. In: CoFE Discussion Paper. RePEc:knz:cofedp:0803.

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9
142000Horizontal and Vertical R&D Cooperation. (2000). Inkmann, Joachim. In: CoFE Discussion Paper. RePEc:knz:cofedp:0002.

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8
152005Option Pricing: Real and Risk-Neutral Distributions. (2005). Perrakis, Stylianos ; Jackwerth, Jens ; Constantinides, George ; Constantinaides, George M.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0506.

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8
162007Modelling financial time series with SEMIFAR-GARCH model. (2007). Feng, Yuanhua ; Beran, Jan ; Yu, Keming . In: CoFE Discussion Paper. RePEc:knz:cofedp:0714.

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8
172005Incentive Contracts and Hedge Fund Management. (2005). Jackwerth, Jens ; Hodder, James E.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0502.

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8
182007Hydrodynamics from kinetic models of conservative economies. (2007). Düring, Bertram ; During, B. ; Toscani, G.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0706.

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7
192003Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten. (2003). Pohlmeier, Winfried. In: CoFE Discussion Paper. RePEc:knz:cofedp:0304.

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7
201999Volatility 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
212002Modelling Intraday Trading Activity Using Box-Cox-ACD Models. (2002). Hautsch, Nikolaus. In: CoFE Discussion Paper. RePEc:knz:cofedp:0205.

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6
222000Nonparametric M-Estimation with Long-Memory Errors. (2000). Sibbertsen, Philipp ; Beran, Jan ; Gosh, Sucharita. In: CoFE Discussion Paper. RePEc:knz:cofedp:0019.

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6
232007Estimating High-Frequency Based (Co-) Variances: A Unified Approach. (2007). Voev, Valeri ; Nolte, Ingmar. In: CoFE Discussion Paper. RePEc:knz:cofedp:0707.

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6
242002Simultaneously Modelling Conditional Heteroskedasticity and Scale Change. (2002). Feng, Yuanhua. In: CoFE Discussion Paper. RePEc:knz:cofedp:0212.

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5
251999Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators. (1999). Inkmann, Joachim. In: CoFE Discussion Paper. RePEc:knz:cofedp:9904.

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5
262008Modelling and Forecasting Multivariate Realized Volatility. (2008). Voev, Valeri ; Halbleib, Roxana ; Chiriac, Roxana. In: CoFE Discussion Paper. RePEc:knz:cofedp:0806.

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5
272000Commodity Taxation and international Trade in Imperfect Markets. (2000). Stähler, Frank ; Schjelderup, Guttorm ; Haufler, Andreas ; Staehler, Frank . In: CoFE Discussion Paper. RePEc:knz:cofedp:0032.

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5
282001Estimating the Neighborhood Influence on Decision Makers: Theory and an Application on the Analysis of Innovation Decisions. (2001). Hautsch, Nikolaus. In: CoFE Discussion Paper. RePEc:knz:cofedp:0104.

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5
292000Data-driven estimation of semiparametric fractional autoregressive models. (2000). Feng, Yuanhua ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:0016.

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4
302001Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities. (2001). Pohlmeier, Winfried ; Hautsch, Nikolaus. In: CoFE Discussion Paper. RePEc:knz:cofedp:0105.

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4
312005An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity. (2005). Luo, Guo Ying ; Luders, Erik ; Deaves, Richard . In: CoFE Discussion Paper. RePEc:knz:cofedp:0507.

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4
322007Dynamic Modeling of Large Dimensional Covariance Matrices. (2007). Voev, Valeri. In: CoFE Discussion Paper. RePEc:knz:cofedp:0701.

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4
332003Multiplicative Background Risk. (2003). Schlesinger, Harris ; Stapleton, Richard C.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0305.

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3
342001Accounting for Nonresponse Heterogeneity in Panel Data. (2001). Inkmann, Joachim. In: CoFE Discussion Paper. RePEc:knz:cofedp:0103.

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3
352000Modifying the double smoothing bandwidth selector in nonparametric regression. (2000). Feng, Yuanhua ; Beran, Jan ; Heiler, Siegfried . In: CoFE Discussion Paper. RePEc:knz:cofedp:0037.

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3
362004Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation. (2004). Jüngel, Ansgar ; Düring, Bertram ; Jungel, Ansgar ; Fournie, Michel ; During, Bertram . In: CoFE Discussion Paper. RePEc:knz:cofedp:0402.

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3
372003A Dynamic Integer Count Data Model for Financial Transaction Prices. (2003). Pohlmeier, Winfried ; Liesenfeld, Roman . In: CoFE Discussion Paper. RePEc:knz:cofedp:0303.

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3
382000Taxation of Investment and Finance in an International Setting: Implications for Tax Competition. (2000). Mintz, Jack. In: CoFE Discussion Paper. RePEc:knz:cofedp:0033.

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3
392000Determinants of Inter-Trade Durations and Hazard Rates Using Proportional Hazard ARMA Model. (2000). Hautsch, Nikolaus ; Gerhard, Frank . In: CoFE Discussion Paper. RePEc:knz:cofedp:0020.

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3
402007Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options.. (2007). Franke, Günter ; Huang, James ; Stapleton, Richard . In: CoFE Discussion Paper. RePEc:knz:cofedp:0708.

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3
412003Some Criticism of the Tobin Tax. (2003). Haberer, Markus. In: CoFE Discussion Paper. RePEc:knz:cofedp:0301.

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3
422000Finite Sample Properties of One-step, Two-step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation. (2000). Inkmann, Joachim. In: CoFE Discussion Paper. RePEc:knz:cofedp:0003.

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3
431999SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices. (1999). Franke, Günter ; Feng, Yuanhua ; Hess, Dieter ; Beran, Jan ; Ocker, Dirk . In: CoFE Discussion Paper. RePEc:knz:cofedp:9918.

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2
442008Recovering Delisting Returns of Hedge Funds. (2008). Jackwerth, Jens ; Hodder, James E. ; Kolokolova, Olga . In: CoFE Discussion Paper. RePEc:knz:cofedp:0809.

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2
452000Temporal 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
462001Heterogeneity of Investors and Asset Pricing in a Risk-Value World. (2001). Weber, Martin ; Franke, Günter. In: CoFE Discussion Paper. RePEc:knz:cofedp:0108.

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2
471999Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions. (1999). Hautsch, Nikolaus. In: CoFE Discussion Paper. RePEc:knz:cofedp:9903.

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2
482007An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics. (2007). Pohlmeier, Winfried ; Nolte, Ingmar ; Bień-Barkowska, Katarzyna ; Bien, Katarzyna . In: CoFE Discussion Paper. RePEc:knz:cofedp:0704.

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2
492004Might a Securities Transactions Tax Mitigate Excess Volatility?: Some Evidence From the Literature. (2004). Haberer, Markus. In: CoFE Discussion Paper. RePEc:knz:cofedp:0406.

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2
501999The Service Sentiment Indicator - A Business Climate Indicator for the German Business - Related Services Sector. (1999). Kaiser, Ulrich ; Buscher, Herbert S.. In: CoFE Discussion Paper. RePEc:knz:cofedp:9906.

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2

50 most relevant documents in this series (papers most cited in the last two years)

#YearTitleCited
12000Does 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

7
22008Kinetic Equations modelling Wealth Redistribution: A comparison of Approaches. (2008). Düring, Bertram ; During, Bertram ; Matthes, Daniel. In: CoFE Discussion Paper. RePEc:knz:cofedp:0803.

Full description at Econpapers || Download paper

6
32007Modelling financial time series with SEMIFAR-GARCH model. (2007). Feng, Yuanhua ; Beran, Jan ; Yu, Keming . In: CoFE Discussion Paper. RePEc:knz:cofedp:0714.

Full description at Econpapers || Download paper

4
42005Default risk sharing between banks and markets: the contribution of collateralized debt obligations. (2005). Krahnen, Jan ; Franke, Günter. In: CoFE Discussion Paper. RePEc:knz:cofedp:0504.

Full description at Econpapers || Download paper

4
52002Modelling Intraday Trading Activity Using Box-Cox-ACD Models. (2002). Hautsch, Nikolaus. In: CoFE Discussion Paper. RePEc:knz:cofedp:0205.

Full description at Econpapers || Download paper

3
61999SEMIFAR 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

3
72004Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation. (2004). Jüngel, Ansgar ; Düring, Bertram ; Jungel, Ansgar ; Fournie, Michel ; During, Bertram . In: CoFE Discussion Paper. RePEc:knz:cofedp:0402.

Full description at Econpapers || Download paper

2
82000BSDES With Stochastic Lipschitz Condition. (2000). Bender, Christian ; KOHLMANN, MICHAEL. In: CoFE Discussion Paper. RePEc:knz:cofedp:0008.

Full description at Econpapers || Download paper

2
91999When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.. (1999). Franke, Günter ; Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: CoFE Discussion Paper. RePEc:knz:cofedp:9901.

Full description at Econpapers || Download paper

2
102007Hydrodynamics from kinetic models of conservative economies. (2007). Düring, Bertram ; During, B. ; Toscani, G.. In: CoFE Discussion Paper. RePEc:knz:cofedp:0706.

Full description at Econpapers || Download paper

2
111999SEMIFAR 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

2
122008Filtered Log-periodogram Regression of long memory processes. (2008). Feng, Yuanhua ; Beran, Jan . In: CoFE Discussion Paper. RePEc:knz:cofedp:0810.

Full description at Econpapers || Download paper

2
132004Might a Securities Transactions Tax Mitigate Excess Volatility?: Some Evidence From the Literature. (2004). Haberer, Markus. In: CoFE Discussion Paper. RePEc:knz:cofedp:0406.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 0:

YearTitle

Recent citations (cites in year: CiY)

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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team