Working Papers / Technische Universität Braunschweig, Institute of Finance
Citation Profile [Updated: 2025-11-20 18:08:17]
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 | 0.55 | 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 | 0.61 | 0.06 | 0.1 | 6 | 16 | 0 | 1 | 1 | 8 | 1 | 10 | 1 | 1 | 100 | 0 | 0.36 | |
| 2006 | 0 | 0.58 | 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 | 0.58 | 0.04 | 0.05 | 2 | 25 | 0 | 1 | 2 | 7 | 21 | 1 | 0 | 0 | 0.29 | |||
| 2009 | 0 | 0.59 | 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 | 0.61 | 0.03 | 0.07 | 3 | 34 | 5 | 1 | 4 | 6 | 1 | 15 | 1 | 0 | 0 | 0.36 | ||
| 2012 | 0.2 | 0.67 | 0.11 | 0.15 | 4 | 38 | 0 | 4 | 8 | 5 | 1 | 13 | 2 | 2 | 50 | 0 | 0.36 | |
| 2013 | 0.29 | 0.64 | 0.1 | 0.13 | 4 | 42 | 0 | 4 | 12 | 7 | 2 | 15 | 2 | 3 | 75 | 0 | 0.34 |
| 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 | 2011 | Pitfalls in modeling loss given default of bank loans. (2011). Hibbeln, Martin ; Gurtler, Marc. In: Working Papers. RePEc:zbw:tbsifw:if35v1. Full description at Econpapers || Download paper | 4 |
| 2 | 2010 | Financial crises and information transfer: An empirical analysis of the lead-lag relationship between equity and CDS iTraxx Indices. (2010). Ehlers, Stefan ; Gurtler, Marc ; Olboeter, Sven . In: Working Papers. RePEc:zbw:tbsifw:if34v1. Full description at Econpapers || Download paper | 3 |
| 3 | 2009 | Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series model. (2009). Rauh, Ronald ; Gurtler, Marc. In: Working Papers. RePEc:zbw:tbsifw:if32v2. Full description at Econpapers || Download paper | 3 |
| 4 | 2004 | Der Loss Given Default und die Behandlung erwarteter Verluste im Baseler IRB-Ansatz. (2004). Gurtler, Marc ; Heithecker, Dirk. In: Working Papers. RePEc:zbw:tbsifw:fw07v1. Full description at Econpapers || Download paper | 2 |
| 5 | 2009 | A non-stationary approach for financial returns with nonparametric heteroscedasticity. (2009). Gurtler, Marc ; Kreiss, Jens-Peter ; Rauh, Ronald . In: Working Papers. RePEc:zbw:tbsifw:if31v2. Full description at Econpapers || Download paper | 2 |
| 6 | 2005 | Systematic credit cycle risk of financial collaterals: Modelling and evidence. (2005). Gurtler, Marc ; Heithecker, Dirk. In: Working Papers. RePEc:zbw:tbsifw:fw15v2. Full description at Econpapers || Download paper | 1 |
| 7 | 2012 | Challenging traditional risk models by a non-stationary approach with nonparametric heteroscedasticity. (2012). Rauh, Ronald ; Gurtler, Marc. In: Working Papers. RePEc:zbw:tbsifw:if41v1. Full description at Econpapers || Download paper | 1 |
| 8 | 2011 | Piecewise continuous cumulative prospect theory and behavioral financial engineering. (2011). Gurtler, Marc ; Stolpe, Julia . In: Working Papers. RePEc:zbw:tbsifw:if37v1. Full description at Econpapers || Download paper | 1 |
| 9 | 2011 | Inequality aversion and externalities. (2011). Gürtler, Oliver ; Gurtler, Oliver. In: Working Papers. RePEc:zbw:tbsifw:if36v1. Full description at Econpapers || Download paper | 1 |
| 10 | 2009 | Accuracy of premium calculation models for CAT bonds: An empirical analysis. (2009). Galeotti, Marcello ; Winkelvos, Christine ; Gurtler, Marc. In: Working Papers. RePEc:zbw:tbsifw:if29v4. Full description at Econpapers || Download paper | 1 |
| 11 | 2006 | Concentration risk under Pillar 2: When are credit portfolios infinitely fine grained?. (2006). Gurtler, Marc ; Heithecker, Dirk ; Hibbeln, Martin. In: Working Papers. RePEc:zbw:tbsifw:fw20v4. 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 |
|---|
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series
| # | Series | H | Cites | |
|---|---|---|---|---|
| 1 | Mathematics / MDPI | 18 | 2 | |
| 2 | SAGE Open / SAGE Publications | 25 | 1 | |
| 3 | Bank i Kredyt / Narodowy Bank Polski | 8 | 1 |