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

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

5 Years IF

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	0.13	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	0.19	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	0.12
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	0.47	0	0	0	0	0		0	0		0			0		0	0.2
2001	0	0.4	0	0	0	0	0		0	0		0			0		0	0.22
2002	0	0.41	0	0	0	0	0		0	0		0			0		0	0.23
2003	0	0.42	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	0.27
2007	0	0.41	0	0	3	7	10		0	2		4			0		0	0.22
2008	0	0.46	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	0.2
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	0.54	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	0.57	0.03	0.17	0	33	0	1	78	0		6	1		0		0	0.29
2017	0	0.58	0.03	0	0	33	0	1	79	0		4			0		0	0.28
2018	0	0.6	0.03	0	0	33	0	1	80	0		0			0		0	0.31
2019	0	0.65	0.06	0	0	33	0	2	82	0		0			0		0	0.38

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

#	Year	Title	Cited
1	2008	Latin hypercube sampling with dependence and applications in finance. (2008). Packham, Natalie ; Schmidt, Wolfgang . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:15. Full description at Econpapers \|\| Download paper	11
2	2004	Cross currency swap valuation. (2004). Schmidt, Wolfgang M. ; Boenkost, Wolfram . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:2. Full description at Econpapers \|\| Download paper	11
3	2009	Credit 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. Full description at Econpapers \|\| Download paper	7
4	2007	Instalment 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. Full description at Econpapers \|\| Download paper	7
5	2008	On 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. Full description at Econpapers \|\| Download paper	7
6	2006	Interest rate convexity and the volatility smile. (2006). Schmidt, Wolfgang M. ; Boenkost, Wolfram . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:4. Full description at Econpapers \|\| Download paper	7
7	2009	Credit 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. Full description at Econpapers \|\| Download paper	7
8	2007	Default swaps and hedging credit baskets. (2007). Schmidt, Wolfgang M.. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:7. Full description at Econpapers \|\| Download paper	6
9	2012	Size matters! How position sizing determines risk and return of technical timing strategies. (2012). Scholz, Peter . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:31. Full description at Econpapers \|\| Download paper	5
10	2007	Accelerating the calibration of stochastic volatility models. (2007). Kilin, Fiodar . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:6. Full description at Econpapers \|\| Download paper	3
11	2010	Unifying exotic option closed formulas. (2010). Veiga, Carlos ; Wystup, Uwe ; Esquivel, Manuel L.. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:23. Full description at Econpapers \|\| Download paper	3
12	2012	Das GeschÃ¤ft mit Derivaten und strukturierten Produkten: Welche Rolle spielt die Bank?. (2012). Schmidt, Wolfgang M.. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:33. Full description at Econpapers \|\| Download paper	2
13	2012	The impact of network inhomogeneities on contagion and system stability. (2012). Hubsch, Arnd ; Walther, Ursula . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:32. Full description at Econpapers \|\| Download paper	2
14	2008	Riesterrente im Vergleich: Eine Simulationsstudie zur Verteilung der Renditen. (2008). Weber, Andreas ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:12. Full description at Econpapers \|\| Download paper	2
15	2008	Closed formula for options with discrete dividends and its derivatives. (2008). Veiga, Carlos ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:16. Full description at Econpapers \|\| Download paper	1
16	2009	FX volatility smile construction. (2009). Reiswich, Dimitri ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:20. Full description at Econpapers \|\| Download paper	1
17	2008	Vergleich von Anlagestrategien bei Riesterrenten ohne BerÃ¼cksichtigung von GebÃ¼hren: Eine Simulationsstudie zur Verteilung der Renditen. (2008). Weber, Andreas ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:13. Full description at Econpapers \|\| Download paper	1

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

#	Year	Title	Cited
1	2004	Cross currency swap valuation. (2004). Schmidt, Wolfgang M. ; Boenkost, Wolfram . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:2. Full description at Econpapers \|\| Download paper	3

Citing documents used to compute impact factor:

Year	Title

Recent citations

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	54	2
2	PhD Thesis / Finance Discipline Group, UTS Business School, University of Technology, Sydney	4	2
3	Journal of Multivariate Analysis / Elsevier	40	1
4	Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney	23	1
5	Advances in Complex Systems (ACS) / World Scientific Publishing Co. Pte. Ltd.	10	1