CoFE Discussion Papers / University of Konstanz, Center of Finance and Econometrics (CoFE)
Citation Profile [Updated: 2024-11-03 20:16:59]
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
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1998 | 0 | 0.32 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0.18 | |||||
| 1999 | 0 | 0.39 | 0.7 | 0 | 19 | 20 | 107 | 13 | 14 | 1 | 1 | 13 | 100 | 13 | 0.68 | 0.26 | ||
| 2000 | 0.5 | 0.54 | 0.31 | 0.5 | 38 | 58 | 202 | 18 | 32 | 20 | 10 | 20 | 10 | 13 | 72.2 | 4 | 0.11 | 0.25 |
| 2001 | 0.32 | 0.49 | 0.33 | 0.31 | 12 | 70 | 9 | 23 | 55 | 57 | 18 | 58 | 18 | 9 | 39.1 | 1 | 0.08 | 0.28 |
| 2002 | 0.3 | 0.54 | 0.43 | 0.36 | 18 | 88 | 40 | 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 | 0.25 | 0.17 | 11 | 118 | 56 | 30 | 173 | 19 | 4 | 87 | 15 | 2 | 6.7 | 10 | 0.91 | 0.36 |
| 2006 | 0.42 | 0.59 | 0.22 | 0.22 | 9 | 127 | 4 | 28 | 201 | 19 | 8 | 60 | 13 | 3 | 10.7 | 1 | 0.11 | 0.34 |
| 2007 | 0.15 | 0.52 | 0.14 | 0.12 | 15 | 142 | 48 | 20 | 221 | 20 | 3 | 57 | 7 | 1 | 5 | 3 | 0.2 | 0.29 |
| 2008 | 0.21 | 0.59 | 0.22 | 0.22 | 11 | 153 | 40 | 34 | 255 | 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2000 | Does 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 | 145 |
| 2 | 2005 | Default 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 | 34 |
| 3 | 1999 | When 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 | 31 |
| 4 | 2002 | The 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. Full description at Econpapers || Download paper | 30 |
| 5 | 1999 | SEMIFAR 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 | 30 |
| 6 | 1999 | SEMIFAR 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 | 28 |
| 7 | 2008 | Kinetic 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 | 27 |
| 8 | 2007 | Modelling financial time series with SEMIFAR-GARCH model. (2007). Yu, Keming ; Beran, Jan ; Feng, Yuanhua. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0714. Full description at Econpapers || Download paper | 14 |
| 9 | 2007 | Hydrodynamics 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 | 14 |
| 10 | 2004 | Might a Securities Transactions Tax Mitigate Excess Volatility? Some Evidence From the Literature. (2004). Haberer, Markus. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0406. Full description at Econpapers || Download paper | 12 |
| 11 | 2000 | Horizontal and Vertical R&D Cooperation. (2000). Inkmann, Joachim. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0002. Full description at Econpapers || Download paper | 11 |
| 12 | 2008 | International 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 | 11 |
| 13 | 1999 | Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models. (1999). Ocker, Dirk ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9914. Full description at Econpapers || Download paper | 10 |
| 14 | 2005 | The dynamics of overconfidence: Evidence from stock market forecasters. (2005). Schroder, Michael ; Luders, Erik ; Deaves, Richard. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0510. Full description at Econpapers || Download paper | 10 |
| 15 | 2000 | BSDES With Stochastic Lipschitz Condition. (2000). Kohlmann, Michael ; Bender, Christian. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0008. Full description at Econpapers || Download paper | 8 |
| 16 | 2007 | Information asymmetries and securitization design. (2007). Weber, Thomas ; Herrmann, Markus ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0710. Full description at Econpapers || Download paper | 7 |
| 17 | 2000 | Commodity Taxation and international Trade in Imperfect Markets. (2000). Schjelderup, Guttorm ; Haufler, Andreas ; Stahler, Frank. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0032. Full description at Econpapers || Download paper | 7 |
| 18 | 2008 | A 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. Full description at Econpapers || Download paper | 6 |
| 19 | 2003 | Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten. (2003). Lechner, Sandra ; Pohlmeier, Winfried. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0304. Full description at Econpapers || Download paper | 6 |
| 20 | 1999 | Misspecified 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. Full description at Econpapers || Download paper | 6 |
| 21 | 2002 | Modelling Intraday Trading Activity Using Box-Cox-ACD Models. (2002). Hautsch, Nikolaus. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0205. Full description at Econpapers || Download paper | 6 |
| 22 | 1999 | Analyzing 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. Full description at Econpapers || Download paper | 6 |
| 23 | 2000 | Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models. (2000). Ocker, Dirk ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0022. Full description at Econpapers || Download paper | 5 |
| 24 | 1999 | A Survey on Nonparametric Time Series Analysis. (1999). Heiler, Siegfried. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9905. Full description at Econpapers || Download paper | 5 |
| 25 | 2007 | Customer 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. Full description at Econpapers || Download paper | 5 |
| 26 | 2003 | Some Criticism of the Tobin Tax. (2003). Haberer, Markus. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0301. Full description at Econpapers || Download paper | 5 |
| 27 | 2004 | Convergence 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. Full description at Econpapers || Download paper | 4 |
| 28 | 1999 | International repercussions of direct taxes. (1999). Eggert, Wolfgang. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9902. Full description at Econpapers || Download paper | 4 |
| 29 | 2008 | Recovering delisting returns of hedge funds. (2008). Kolokolova, Olga ; Jackwerth, Jens Carsten ; Hodder, James E. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0809. Full description at Econpapers || Download paper | 4 |
| 30 | 2000 | Do Lending Relationships Matter? Evidence from Bank Survey Data in Germany. (2000). Neuberger, Doris ; Lehmann, Erik. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0004. Full description at Econpapers || Download paper | 4 |
| 31 | 2000 | Data-driven estimation of semiparametric fractional autoregressive models. (2000). Feng, Yuanhua ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0016. Full description at Econpapers || Download paper | 4 |
| 32 | 2008 | Modelling and forecasting multivariate realized volatility. (2008). Voev, Valeri ; Chiriac, Roxana. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0806. Full description at Econpapers || Download paper | 3 |
| 33 | 1999 | Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent errors. (1999). Feng, Yuanhua ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9907. Full description at Econpapers || Download paper | 3 |
| 34 | 2000 | Determinants 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. Full description at Econpapers || Download paper | 3 |
| 35 | 2001 | Accounting for Nonresponse Heterogeneity in Panel Data. (2001). Inkmann, Joachim. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0103. Full description at Econpapers || Download paper | 3 |
| 36 | 2007 | Two-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. Full description at Econpapers || Download paper | 3 |
| 37 | 2003 | A Dynamic Integer Count Data Model for Financial Transaction Prices. (2003). Liesenfeld, Roman ; Pohlmeier, Winfried. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0303. Full description at Econpapers || Download paper | 3 |
| 38 | 2004 | Why Do Asset Prices Not Follow Random Walks?. (2004). Luders, Erik ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0405. Full description at Econpapers || Download paper | 3 |
| 39 | 2007 | Estimating high-frequency based (co-) variances: A unified approach. (2007). Voev, Valeri ; Nolte, Ingmar. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0707. Full description at Econpapers || Download paper | 3 |
| 40 | 2005 | Incentive contracts and hedge fund management. (2005). Jackwerth, Jens Carsten ; Hodder, James E. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0502. Full description at Econpapers || Download paper | 2 |
| 41 | 2006 | A Multivariate Integer Count Hurdle model: Theory and application to exchange rate dynamics. (2006). Pohlmeier, Winfried ; Nolte, Ingmar ; Bien, Katarzyna . In: CoFE Discussion Papers. RePEc:zbw:cofedp:0606. Full description at Econpapers || Download paper | 2 |
| 42 | 2005 | Incremental risk vulnerability. (2005). Subrahmanyam, Marti G ; Stapleton, Richard C ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0508. Full description at Econpapers || Download paper | 2 |
| 43 | 2007 | Dual 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. Full description at Econpapers || Download paper | 2 |
| 44 | 2005 | Employee stock options: Much more valuable than you thought. (2005). Jackwerth, Jens Carsten ; Hodder, James E. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0501. Full description at Econpapers || Download paper | 2 |
| 45 | 1999 | The 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. Full description at Econpapers || Download paper | 2 |
| 46 | 2001 | Heterogeneity of Investors and Asset Pricing in a Risk-Value World. (2001). Weber, Martin ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0108. Full description at Econpapers || Download paper | 2 |
| 47 | 2002 | Simultaneously Modelling Conditional Heteroskedasticity and Scale Change. (2002). Feng, Yuanhua. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0212. Full description at Econpapers || Download paper | 2 |
| 48 | 2000 | Taxation of Investment and Finance in an International Setting: Implications for Tax Competition. (2000). Mintz, Jack. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0033. Full description at Econpapers || Download paper | 2 |
| 49 | 2005 | An 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. Full description at Econpapers || Download paper | 2 |
| 50 | 2005 | What can we expect from the new trade of C02-allowances?. (2005). Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0511. Full description at Econpapers || Download paper | 2 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2000 | Does 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 | 6 |
| 2 | 2008 | International 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 | 5 |
| 3 | 2008 | Kinetic 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 | 3 |
| 4 | 1999 | A Survey on Nonparametric Time Series Analysis. (1999). Heiler, Siegfried. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9905. Full description at Econpapers || Download paper | 3 |
| 5 | 1999 | SEMIFAR 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 |
| 6 | 2000 | BSDES With Stochastic Lipschitz Condition. (2000). Kohlmann, Michael ; Bender, Christian. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0008. Full description at Econpapers || Download paper | 2 |
| 7 | 1999 | When 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:
| Year | Title |
|---|
Recent citations
10 most frequent citing series