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CoFE Discussion Papers / University of Konstanz, Center of Finance and Econometrics (CoFE)

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
9
Impact Factor
0
5 Years IF
0
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.11
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 1 1 0 0 0 0 0 0 0.15
1999 0 0.32 0.45 0 19 20 64 9 9 1 1 8 88.9 9 0.47 0.21
2000 0.25 0.46 0.17 0.25 38 58 115 10 19 20 5 20 5 7 70 3 0.08 0.2
2001 0.16 0.39 0.14 0.16 12 70 6 10 29 57 9 58 9 4 40 0 0.22
2002 0.22 0.42 0.31 0.24 18 88 20 27 56 50 11 70 17 15 55.6 5 0.28 0.24
2003 0 0.41 0.13 0.14 11 99 10 13 69 30 88 12 1 7.7 1 0.09 0.24
2004 0.17 0.47 0.19 0.18 8 107 14 20 89 29 5 98 18 2 10 1 0.13 0.27
2005 0.05 0.49 0.17 0.08 11 118 44 20 109 19 1 87 7 2 10 9 0.82 0.29
2006 0.26 0.48 0.13 0.15 9 127 2 17 126 19 5 60 9 2 11.8 1 0.11 0.26
2007 0.15 0.4 0.09 0.14 15 142 25 13 139 20 3 57 8 0 0 0.22
2008 0.21 0.45 0.18 0.17 11 153 26 27 166 24 5 54 9 6 22.2 1 0.09 0.23
2009 0.23 0.43 0.18 0.28 0 153 0 28 194 26 6 54 15 0 0 0.23
2010 0.18 0.37 0.1 0.09 0 153 0 15 209 11 2 46 4 0 0 0.19
2011 0 0.47 0.13 0.17 0 153 0 20 229 0 35 6 0 0 0.25
2012 0 0.5 0.1 0.19 0 153 0 16 245 0 26 5 0 0 0.26
2013 0 0.52 0.12 0.18 0 153 0 19 264 0 11 2 0 0 0.24
2014 0 0.55 0.13 0 0 153 0 20 284 0 0 0 0 0.28
2015 0 0.54 0.08 0 0 153 0 12 296 0 0 0 0 0.28
2016 0 0.58 0.12 0 0 153 0 18 314 0 0 0 0 0.29
2017 0 0.6 0.09 0 0 153 0 14 328 0 0 0 0 0.3
2018 0 0.62 0.12 0 0 153 0 18 346 0 0 0 0 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations 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
50 most cited documents in this series
#YearTitleCited
12000Does the Governed Corporation Perform Better? Governance Structures and Corporate Performance in Germany. (2000). WEIGAND, JuRGEN ; Lehmann, Erik. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0005.

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84
22005Default risk sharing between banks and markets: The contribution of collateralized debt obligations. (2005). Krahnen, Jan Pieter ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0504.

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27
31999SEMIFAR Forecasts, with Applications to Foreign Exchange Rates. (1999). Ocker, Dirk ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9913.

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23
42008Kinetic equations modelling wealth redistribution: A comparison of approaches. (2008). Toscani, Giuseppe ; Matthes, Daniel ; During, Bertram. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0803.

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20
52002The 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 Papers. RePEc:zbw:cofedp:0206.

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17
61999When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.. (1999). Subrahmanyam, Marti G ; Stapleton, Richard C ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9901.

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14
72007Hydrodynamics from kinetic models of conservative economies. (2007). Toscani, Giuseppe ; During, B. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0706.

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11
81999Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models. (1999). Ocker, Dirk ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9914.

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10
91999SEMIFAR Models - A Semiparametric Framework for Modelling Trends, Long Range Dependence and Nonstationarity. (1999). Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9916.

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9
102005The dynamics of overconfidence: Evidence from stock market forecasters. (2005). Schroder, Michael ; Luders, Erik ; Deaves, Richard. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0510.

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8
112004Might a Securities Transactions Tax Mitigate Excess Volatility? Some Evidence From the Literature. (2004). Haberer, Markus. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0406.

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8
122000Commodity Taxation and international Trade in Imperfect Markets. (2000). Schjelderup, Guttorm ; Haufler, Andreas ; Stahler, Frank. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0032.

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7
132007Information asymmetries and securitization design. (2007). Weber, Thomas ; Herrmann, Markus ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0710.

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6
142003Some Criticism of the Tobin Tax. (2003). Haberer, Markus. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0301.

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5
151999Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions. (1999). Hautsch, Nikolaus. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9903.

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4
161999International repercussions of direct taxes. (1999). Eggert, Wolfgang. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9902.

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4
172000Horizontal and Vertical R&D Cooperation. (2000). Inkmann, Joachim. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0002.

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4
182008International and domestic trading and wealth distribution. (2008). Toscani, Giuseppe ; During, Bertram. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0802.

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4
192004Why Do Asset Prices Not Follow Random Walks?. (2004). Luders, Erik ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0405.

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3
202000BSDES With Stochastic Lipschitz Condition. (2000). Kohlmann, Michael ; Bender, Christian. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0008.

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3
212008A Boltzmann-type approach to the formation of wealth distribution curves. (2008). Toscani, Giuseppe ; Matthes, Daniel ; During, Bertram. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0805.

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3
222000Data-driven estimation of semiparametric fractional autoregressive models. (2000). Feng, Yuanhua ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0016.

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3
232001Accounting for Nonresponse Heterogeneity in Panel Data. (2001). Inkmann, Joachim. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0103.

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3
242007Two-dimensional risk neutral valuation relationships for the pricing of options. (2007). Stapleton, Richard C ; Huang, James ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0708.

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3
252003A Dynamic Integer Count Data Model for Financial Transaction Prices. (2003). Liesenfeld, Roman ; Pohlmeier, Winfried. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0303.

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3
262000Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models. (2000). Ocker, Dirk ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0022.

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2
271999SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices. (1999). Ocker, Dirk ; Hess, Dieter ; Franke, Gunter ; Feng, Yuanhua ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9918.

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2
282000Modifying the double smoothing bandwidth selector in nonparametric regression. (2000). Heiler, Siegfried ; Feng, Yuanhua ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0037.

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2
292008Modelling and forecasting multivariate realized volatility. (2008). Voev, Valeri ; Chiriac, Roxana. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0806.

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2
301999Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent errors. (1999). Feng, Yuanhua ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9907.

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2
312000Determinants of Inter-Trade Durations and Hazard Rates Using Proportional Hazard ARMA Model. (2000). Hautsch, Nikolaus ; Gerhard, Frank . In: CoFE Discussion Papers. RePEc:zbw:cofedp:0020.

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2
322000Taxation of Investment and Finance in an International Setting: Implications for Tax Competition. (2000). Mintz, Jack. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0033.

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2
332007Dual income taxation as a stepping stone towards a European corporate income tax. (2007). Schindler, Dirk ; Genser, Bernd. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0705.

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2
342002Simultaneously Modelling Conditional Heteroskedasticity and Scale Change. (2002). Feng, Yuanhua. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0212.

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2
352004Conditionally parametric fits for CAPM betas. (2004). Abberger, Klaus. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0404.

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2
361999The Service Sentiment Indicator - A Business Climate Indicator for the German Business - Related Services Sector. (1999). Kaiser, Ulrich ; Buscher, Herbert S. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9906.

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2
372005Mispricing of S&P 500 index options. (2005). Perrakis, Stylianos ; Jackwerth, Jens Carsten ; Constantinides, George M. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0509.

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2
382001Heterogeneity of Investors and Asset Pricing in a Risk-Value World. (2001). Weber, Martin ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0108.

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2
392005Incentive contracts and hedge fund management. (2005). Jackwerth, Jens Carsten ; Hodder, James E. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0502.

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2
402004Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation. (2004). Jungel, Ansgar ; During, Bertram ; Fournie, Michel. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0402.

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2
412005Incremental risk vulnerability. (2005). Subrahmanyam, Marti G ; Stapleton, Richard C ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0508.

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2
422008Recovering delisting returns of hedge funds. (2008). Kolokolova, Olga ; Jackwerth, Jens Carsten ; Hodder, James E. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0809.

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2
432006Wie werden Collateralized Debt Obligation-Transaktionen gestaltet?. (2006). Weber, Thomas ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0608.

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2
442002An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series. (2002). Feng, Yuanhua. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0204.

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2
451999Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators. (1999). Inkmann, Joachim. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9904.

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2
462005An experimental test of the impact of overconfidence and gender on trading activity. (2005). Luo, Guo Ying ; Luders, Erik ; Deaves, Richard. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0507.

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2
472007Estimating high-frequency based (co-) variances: A unified approach. (2007). Voev, Valeri ; Nolte, Ingmar. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0707.

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2
482006Return predictability and stock market crashes in a simple rational expectation models. (2006). Luders, Erik ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0605.

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1
492002Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors. (2002). Feng, Yuanhua. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0201.

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1
502008A nonparametric regression cross spectrum for multivariate time series. (2008). Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0801.

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1
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). WEIGAND, JuRGEN ; Lehmann, Erik. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0005.

Full description at Econpapers || Download paper

12
22008Kinetic equations modelling wealth redistribution: A comparison of approaches. (2008). Toscani, Giuseppe ; Matthes, Daniel ; During, Bertram. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0803.

Full description at Econpapers || Download paper

8
32005Default risk sharing between banks and markets: The contribution of collateralized debt obligations. (2005). Krahnen, Jan Pieter ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0504.

Full description at Econpapers || Download paper

4
42008International and domestic trading and wealth distribution. (2008). Toscani, Giuseppe ; During, Bertram. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0802.

Full description at Econpapers || Download paper

3
52007Hydrodynamics from kinetic models of conservative economies. (2007). Toscani, Giuseppe ; During, B. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0706.

Full description at Econpapers || Download paper

3
62000BSDES With Stochastic Lipschitz Condition. (2000). Kohlmann, Michael ; Bender, Christian. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0008.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations