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

Citation Profile [Updated: 2025-11-20 18:08:17]
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 0.32 0 0 1 1 0 0 0 0 0 0 0.18
1999 0 0.41 0.75 0 19 20 107 14 15 1 1 13 92.9 14 0.74 0.26
2000 0.5 0.56 0.33 0.5 38 58 205 19 34 20 10 20 10 13 68.4 5 0.13 0.25
2001 0.32 0.49 0.33 0.31 12 70 9 23 57 57 18 58 18 9 39.1 1 0.08 0.27
2002 0.3 0.55 0.43 0.36 18 88 40 38 95 50 15 70 25 17 44.7 5 0.28 0.31
2003 0 0.53 0.23 0.24 11 99 17 23 118 30 88 21 2 8.7 2 0.18 0.3
2004 0.21 0.6 0.25 0.24 8 107 20 27 145 29 6 98 24 2 7.4 1 0.13 0.36
2005 0.21 0.61 0.27 0.2 11 118 56 32 177 19 4 87 17 2 6.3 10 0.91 0.36
2006 0.42 0.58 0.22 0.22 9 127 4 28 205 19 8 60 13 3 10.7 1 0.11 0.34
2007 0.15 0.52 0.15 0.14 15 142 48 21 226 20 3 57 8 1 4.8 3 0.2 0.29
2008 0.21 0.58 0.23 0.22 11 153 40 35 261 24 5 54 12 6 17.1 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). Lehmann, Erik ; Weigand, Jurgen. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0005.

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148
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). Stapleton, Richard C ; Subrahmanyam, Marti G ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9901.

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31
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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30
61999SEMIFAR Forecasts, with Applications to Foreign Exchange Rates. (1999). Beran, Jan ; Ocker, Dirk. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9913.

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28
72008Kinetic equations modelling wealth redistribution: A comparison of approaches. (2008). Düring, Bertram ; Toscani, Giuseppe ; Matthes, Daniel ; During, Bertram. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0803.

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27
82007Hydrodynamics from kinetic models of conservative economies. (2007). Düring, Bertram ; 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). Feng, Yuanhua ; Yu, Keming ; Beran, Jan. 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
122008International and domestic trading and wealth distribution. (2008). Düring, Bertram ; Toscani, Giuseppe ; During, Bertram. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0802.

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11
132005The dynamics of overconfidence: Evidence from stock market forecasters. (2005). Schröder, Michael ; Deaves, Richard ; Schroder, Michael ; Luders, Erik. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0510.

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10
141999Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models. (1999). Beran, Jan ; Ocker, Dirk. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9914.

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10
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). Stähler, Frank ; Schjelderup, Guttorm ; Haufler, Andreas ; Stahler, Frank. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0032.

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7
181999Misspecified 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
192002Modelling Intraday Trading Activity Using Box-Cox-ACD Models. (2002). Hautsch, Nikolaus. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0205.

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6
201999Analyzing 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
212008A Boltzmann-type approach to the formation of wealth distribution curves. (2008). Düring, Bertram ; Toscani, Giuseppe ; Matthes, Daniel ; During, Bertram. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0805.

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6
222003Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten. (2003). Pohlmeier, Winfried ; Nolte (Lechner), Sandra. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0304.

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6
232003Some Criticism of the Tobin Tax. (2003). Haberer, Markus. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0301.

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5
242000Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models. (2000). Beran, Jan ; Ocker, Dirk. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0022.

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5
251999A Survey on Nonparametric Time Series Analysis. (1999). Heiler, Siegfried. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9905.

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5
262007Customer trading in the foreign exchange market empirical evidence from an internet trading platform. (2007). Nolte, Ingmar ; Nolte (Lechner), Sandra. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0703.

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5
272000Data-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
282004Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation. (2004). Düring, Bertram ; Fournie, Michel ; During, Bertram ; Jungel, Ansgar. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0402.

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4
291999International repercussions of direct taxes. (1999). Eggert, Wolfgang. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9902.

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4
302008Recovering 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
312000Do 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
322004Why Do Asset Prices Not Follow Random Walks?. (2004). Franke, Gunter ; Luders, Erik. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0405.

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3
332007Estimating 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
342008Modelling and forecasting multivariate realized volatility. (2008). Voev, Valeri ; Chiriac, Roxana. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0806.

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3
351999Local 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
362000Determinants 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
372001Accounting for Nonresponse Heterogeneity in Panel Data. (2001). Inkmann, Joachim. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0103.

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3
382007Two-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
392003A Dynamic Integer Count Data Model for Financial Transaction Prices. (2003). Pohlmeier, Winfried ; Liesenfeld, Roman. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0303.

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3
402001Surprises 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
411999SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices. (1999). Feng, Yuanhua ; Beran, Jan ; Franke, Gunter ; Ocker, Dirk ; Hess, Dieter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9918.

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2
422000Efficient Bargaining and the Skill-Structure of Wages and Employment. (2000). Kaiser, Ulrich ; Pohlmeier, Winfried. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0024.

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2
432006Wie werden Collateralized Debt Obligation-Transaktionen gestaltet?. (2006). Weber, Thomas ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0608.

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2
442004Conditionally parametric fits for CAPM betas. (2004). Abberger, Klaus. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0404.

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2
452000Modifying the double smoothing bandwidth selector in nonparametric regression. (2000). Feng, Yuanhua ; Heiler, Siegfried ; Beran, Jan. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0037.

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2
462005Mispricing of S&P 500 index options. (2005). Perrakis, Stylianos ; Constantinides, George ; Jackwerth, Jens Carsten. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0509.

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2
472002An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series. (2002). Feng, Yuanhua. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0204.

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2
482005Incentive contracts and hedge fund management. (2005). Jackwerth, Jens Carsten ; Hodder, James E. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0502.

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2
492006A Multivariate Integer Count Hurdle model: Theory and application to exchange rate dynamics. (2006). Pohlmeier, Winfried ; Nolte, Ingmar ; Bień-Barkowska, Katarzyna ; Bien, Katarzyna . In: CoFE Discussion Papers. RePEc:zbw:cofedp:0606.

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2
502005Incremental risk vulnerability. (2005). Stapleton, Richard C ; Subrahmanyam, Marti G ; Franke, Gunter. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0508.

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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). Lehmann, Erik ; Weigand, Jurgen. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0005.

Full description at Econpapers || Download paper

6
22008International and domestic trading and wealth distribution. (2008). Düring, Bertram ; Toscani, Giuseppe ; During, Bertram. In: CoFE Discussion Papers. RePEc:zbw:cofedp:0802.

Full description at Econpapers || Download paper

4
31999A Survey on Nonparametric Time Series Analysis. (1999). Heiler, Siegfried. In: CoFE Discussion Papers. RePEc:zbw:cofedp:9905.

Full description at Econpapers || Download paper

3
Citing documents used to compute impact factor:
YearTitle
Recent citations