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Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
3
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
2002 0 0.54 0 0 2 2 0 0 0 0 0 0 0.31
2003 0 0.53 0 0 2 4 0 0 2 2 0 0 0.3
2004 0 0.6 0 0 6 10 1 0 4 4 0 0 0.36
2005 0.13 0.6 0.06 0.1 6 16 0 1 1 8 1 10 1 1 100 0 0.36
2006 0 0.59 0 0 5 21 0 1 12 16 0 0 0.34
2007 0 0.52 0 0 2 23 0 1 11 21 0 0 0.29
2008 0 0.59 0.04 0.05 2 25 0 1 2 7 21 1 0 0 0.29
2009 0 0.58 0.03 0 4 29 3 1 3 4 21 1 100 1 0.25 0.33
2010 0 0.52 0 0 2 31 2 3 6 19 0 0 0.3
2011 0.17 0.62 0.03 0.07 3 34 5 1 4 6 1 15 1 0 0 0.37
2012 0.2 0.68 0.11 0.15 4 38 0 4 8 5 1 13 2 2 50 0 0.36
2013 0.29 0.66 0.1 0.13 4 42 0 4 12 7 2 15 2 3 75 0 0.35
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
12011Pitfalls in modeling loss given default of bank loans. (2011). Gurtler, Marc ; Hibbeln, Martin . In: Working Papers. RePEc:zbw:tbsifw:if35v1.

Full description at Econpapers || Download paper

4
22009Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series model. (2009). Gurtler, Marc ; Rauh, Ronald . In: Working Papers. RePEc:zbw:tbsifw:if32v2.

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3
32010Financial crises and information transfer: An empirical analysis of the lead-lag relationship between equity and CDS iTraxx Indices. (2010). Gurtler, Marc ; Olboeter, Sven ; Ehlers, Stefan . In: Working Papers. RePEc:zbw:tbsifw:if34v1.

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3
42004Der Loss Given Default und die Behandlung erwarteter Verluste im Baseler IRB-Ansatz. (2004). Heithecker, Dirk ; Gurtler, Marc. In: Working Papers. RePEc:zbw:tbsifw:fw07v1.

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2
52009A non-stationary approach for financial returns with nonparametric heteroscedasticity. (2009). Kreiss, Jens-Peter ; Rauh, Ronald ; Gurtler, Marc. In: Working Papers. RePEc:zbw:tbsifw:if31v2.

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2
62011Piecewise continuous cumulative prospect theory and behavioral financial engineering. (2011). Stolpe, Julia ; Gurtler, Marc. In: Working Papers. RePEc:zbw:tbsifw:if37v1.

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1
72011Inequality aversion and externalities. (2011). Gürtler, Oliver ; Gurtler, Marc. In: Working Papers. RePEc:zbw:tbsifw:if36v1.

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1
82009Accuracy of premium calculation models for CAT bonds: An empirical analysis. (2009). Winkelvos, Christine ; Gurtler, Marc ; Galeotti, Marcello . In: Working Papers. RePEc:zbw:tbsifw:if29v4.

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1
92006Concentration risk under Pillar 2: When are credit portfolios infinitely fine grained?. (2006). Heithecker, Dirk ; Hibbeln, Martin ; Gurtler, Marc. In: Working Papers. RePEc:zbw:tbsifw:fw20v4.

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1
102005Systematic credit cycle risk of financial collaterals: Modelling and evidence. (2005). Heithecker, Dirk ; Gurtler, Marc. In: Working Papers. RePEc:zbw:tbsifw:fw15v2.

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1
112012Challenging traditional risk models by a non-stationary approach with nonparametric heteroscedasticity. (2012). Gurtler, Marc ; Rauh, Ronald . In: Working Papers. RePEc:zbw:tbsifw:if41v1.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
Citing documents used to compute impact factor:
YearTitle
Recent citations