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

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
11
Impact Factor (IF)
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
1998 0 0.31 0 0 1 1 0 0 0 0 0 0 0.18
1999 0 0.39 0.7 0 19 20 104 13 14 1 1 13 100 13 0.68 0.25
2000 0.5 0.54 0.31 0.5 38 58 199 18 32 20 10 20 10 13 72.2 4 0.11 0.24
2001 0.32 0.49 0.33 0.31 12 70 9 23 55 57 18 58 18 9 39.1 1 0.08 0.27
2002 0.3 0.54 0.43 0.36 18 88 38 38 93 50 15 70 25 17 44.7 5 0.28 0.31
2003 0 0.53 0.23 0.24 11 99 17 23 116 30 88 21 2 8.7 2 0.18 0.3
2004 0.21 0.6 0.25 0.24 8 107 20 27 143 29 6 98 24 2 7.4 1 0.13 0.36
2005 0.21 0.6 0.27 0.2 11 118 56 32 175 19 4 87 17 2 6.3 10 0.91 0.36
2006 0.42 0.59 0.21 0.22 9 127 4 27 202 19 8 60 13 3 11.1 1 0.11 0.34
2007 0.15 0.52 0.14 0.12 15 142 48 20 222 20 3 57 7 1 5 3 0.2 0.29
2008 0.21 0.59 0.22 0.22 11 153 36 34 256 24 5 54 12 6 17.6 1 0.09 0.29
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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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142
22005Default risk sharing between banks and markets: The contribution of collateralized debt obligations. (2005). Krahnen, Jan ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0504.

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34
31999When 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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30
41999SEMIFAR 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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30
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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28
61999SEMIFAR Forecasts, with Applications to Foreign Exchange Rates. (1999). Ocker, Dirk ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9913.

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28
72008Kinetic 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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26
82007Hydrodynamics from kinetic models of conservative economies. (2007). Toscani, Giuseppe ; During, B. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0706.

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14
92007Modelling financial time series with SEMIFAR-GARCH model. (2007). Yu, Keming ; Beran, Jan ; Feng, Yuanhua. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0714.

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14
102004Might 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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12
112000Horizontal and Vertical R&D Cooperation. (2000). Inkmann, Joachim. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0002.

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11
121999Volatility 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
132005The 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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10
142008International and domestic trading and wealth distribution. (2008). Toscani, Giuseppe ; During, Bertram. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0802.

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8
152000BSDES With Stochastic Lipschitz Condition. (2000). Kohlmann, Michael ; Bender, Christian. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0008.

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8
162007Information asymmetries and securitization design. (2007). Weber, Thomas ; Herrmann, Markus ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0710.

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7
172000Commodity 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
182008A 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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6
192003Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten. (2003). Lechner, Sandra ; Pohlmeier, Winfried. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0304.

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6
201999Misspecified 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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6
212002Modelling Intraday Trading Activity Using Box-Cox-ACD Models. (2002). Hautsch, Nikolaus. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0205.

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6
221999Analyzing 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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6
232007Customer trading in the foreign exchange market empirical evidence from an internet trading platform. (2007). Nolte, Ingmar ; Lechner, Sandra . In: CoFE Discussion Papers. RePEc:zbw:cofedp:0703.

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5
242003Some Criticism of the Tobin Tax. (2003). Haberer, Markus. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0301.

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5
252000Temporal 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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5
262008Recovering 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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4
272000Do Lending Relationships Matter? Evidence from Bank Survey Data in Germany. (2000). Neuberger, Doris ; Lehmann, Erik. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0004.

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4
282000Data-driven estimation of semiparametric fractional autoregressive models. (2000). Feng, Yuanhua ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0016.

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4
292004Convergence 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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4
301999International repercussions of direct taxes. (1999). Eggert, Wolfgang. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9902.

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4
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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3
321999A Survey on Nonparametric Time Series Analysis. (1999). Heiler, Siegfried. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9905.

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3
332001Accounting for Nonresponse Heterogeneity in Panel Data. (2001). Inkmann, Joachim. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0103.

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3
342007Two-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
352003A 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
362004Why 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
372007Estimating 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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3
382008Modelling and forecasting multivariate realized volatility. (2008). Voev, Valeri ; Chiriac, Roxana. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0806.

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3
391999Local 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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3
402007Dual 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
412005Employee stock options: Much more valuable than you thought. (2005). Jackwerth, Jens Carsten ; Hodder, James E. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0501.

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2
421999The 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
432001Heterogeneity 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
442002Simultaneously Modelling Conditional Heteroskedasticity and Scale Change. (2002). Feng, Yuanhua. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0212.

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2
452005An 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
462000Taxation 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
472005What can we expect from the new trade of C02-allowances?. (2005). Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0511.

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2
482000Exports and Hedging Exchange Rate Risks: The Multi-Country Case. (2000). , Axel. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0010.

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2
491999SEMIFAR 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
502001Surprises in U.S. macroeconomic releases: Determinants of their relative impact on T-Bond futures. (2001). Hess, Dieter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0101.

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

Full description at Econpapers || Download paper

7
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

4
32000BSDES With Stochastic Lipschitz Condition. (2000). Kohlmann, Michael ; Bender, Christian. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0008.

Full description at Econpapers || Download paper

3
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

2
51999SEMIFAR Forecasts, with Applications to Foreign Exchange Rates. (1999). Ocker, Dirk ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9913.

Full description at Econpapers || Download paper

2
62005Default risk sharing between banks and markets: The contribution of collateralized debt obligations. (2005). Krahnen, Jan ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0504.

Full description at Econpapers || Download paper

2
71999SEMIFAR Models - A Semiparametric Framework for Modelling Trends, Long Range Dependence and Nonstationarity. (1999). Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9916.

Full description at Econpapers || Download paper

2
81999When 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.

Full description at Econpapers || Download paper

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