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

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
7
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 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.39 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 0 0 0 0 0 0.24
2003 0 0.41 0 0 0 0 0 0 0 0 0 0 0.24
2004 0 0.47 0 0 2 2 10 0 0 0 0 0 0.27
2005 0 0.49 0 0 1 3 0 0 2 2 0 0 0.29
2006 0 0.48 0 0 1 4 6 0 3 3 0 0 0.26
2007 0 0.4 0 0 3 7 10 0 2 4 0 0 0.22
2008 0 0.45 0.06 0 11 18 12 1 1 4 7 1 100 1 0.09 0.23
2009 0 0.43 0 0 4 22 7 1 14 18 0 0 0.23
2010 0.07 0.37 0.11 0.15 5 27 2 3 4 15 1 20 3 0 0 0.19
2011 0.22 0.47 0.66 0.13 2 29 0 19 23 9 2 24 3 0 0 0.25
2012 0.29 0.5 1.55 0.28 4 33 6 51 74 7 2 25 7 0 8 2 0.26
2013 0 0.52 0 0 0 33 0 74 6 26 0 0 0.24
2014 0 0.55 0.03 0 0 33 0 1 75 4 15 0 0 0.28
2015 0 0.54 0.06 0 0 33 0 2 77 0 11 0 0 0.28
2016 0 0.58 0.03 0.17 0 33 0 1 78 0 6 1 0 0 0.29
2017 0 0.6 0.03 0 0 33 0 1 79 0 4 0 0 0.3
2018 0 0.62 0.03 0 0 33 0 1 80 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
12004Cross currency swap valuation. (2004). Schmidt, Wolfgang M. ; Boenkost, Wolfram . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:2.

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11
22008Latin 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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11
32007Instalment 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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7
42008On 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
52006Interest 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
62009Credit 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
72009Credit 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
82007Default swaps and hedging credit baskets. (2007). Schmidt, Wolfgang M.. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:7.

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6
92012Size 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
102007Accelerating the calibration of stochastic volatility models. (2007). Kilin, Fiodar . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:6.

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3
112010Unifying 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
122012The impact of network inhomogeneities on contagion and system stability. (2012). Hubsch, Arnd ; Walther, Ursula . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:32.

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2
132008Riesterrente 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
142012Das 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
152009FX volatility smile construction. (2009). Reiswich, Dimitri ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:20.

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1
162008Vergleich 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
172008Closed 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
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12004Cross currency swap valuation. (2004). Schmidt, Wolfgang M. ; Boenkost, Wolfram . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:2.

Full description at Econpapers || Download paper

4
Citing documents used to compute impact factor:
YearTitle
Recent citations