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Discussion Papers / Friedrich-Alexander University Erlangen-Nuremberg, Chair of Statistics and Econometrics

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
1995 0 0.22 0 0 3 3 1 0 0 0 0 0 0.13
1996 0.67 0.25 0.22 0.67 6 9 3 2 2 3 2 3 2 2 100 0 0.14
1997 0 0.27 0 0 1 10 0 2 9 9 0 0 0.15
1998 0 0.32 0 0 3 13 0 2 7 10 0 0 0.18
1999 0 0.39 0.12 0.15 4 17 0 2 4 4 13 2 0 0 0.26
2000 0 0.54 0.04 0 7 24 2 1 5 7 17 1 100 1 0.14 0.25
2001 0 0.49 0.04 0.05 3 27 0 1 6 11 21 1 0 0 0.28
2002 0 0.54 0.03 0 5 32 6 1 7 10 18 1 100 1 0.2 0.31
2003 0.13 0.53 0.1 0.05 8 40 6 4 11 8 1 22 1 4 100 3 0.38 0.3
2004 0.15 0.6 0.04 0.07 8 48 2 2 13 13 2 27 2 1 50 0 0.36
2005 0 0.6 0 0 1 49 0 13 16 31 0 0 0.36
2006 0 0.59 0.04 0.04 6 55 1 2 15 9 25 1 1 50 1 0.17 0.34
2007 0 0.52 0.02 0 5 60 11 1 16 7 28 0 1 0.2 0.29
2008 0 0.59 0 0 1 61 0 16 11 28 0 0 0.29
2009 0 0.58 0 0 1 62 0 16 6 21 0 0 0.33
2010 0 0.52 0.03 0.14 1 63 0 2 18 2 14 2 0 0 0.3
2011 0 0.62 0.06 0.29 1 64 0 4 22 2 14 4 0 0 0.37
2012 0 0.68 0.02 0 2 66 0 1 23 2 9 0 0 0.36
2013 0 0.66 0.01 0 1 67 0 1 24 3 6 0 0 0.35
2014 0.33 0.67 0.03 0.17 1 68 0 2 26 3 1 6 1 1 50 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
#YearTitleCited
12007Multivariate Copula Models at Work: Outperforming the desert island copula?. (2007). Weigert, Florian ; Kock, Christian ; Schluter, Stephan ; Fischer, Matthias. In: Discussion Papers. RePEc:zbw:faucse:792007.

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6
22007Some results on weak and strong tail dependence coefficients for means of copulas. (2007). Klein, Ingo ; Fischer, Matthias. In: Discussion Papers. RePEc:zbw:faucse:782007.

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5
32003Tailoring copula-based multivariate generalized hyperbolic secant distributions to financial return data: an empirical investigation. (2003). Fischer, Matthias. In: Discussion Papers. RePEc:zbw:faucse:472003.

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4
42002Solving the Esscher puzzle: the NEF-GHS option pricing model. (2002). Fischer, Matthias. In: Discussion Papers. RePEc:zbw:faucse:42a2002.

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2
52006A note on a non-parametric tail dependence estimator. (2006). Dorflinger, Marco ; Fischer, Matthias. In: Discussion Papers. RePEc:zbw:faucse:762006.

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2
61995Clusteranalyse mit gemischtskalierten Merkmalen. (1995). Buttler, Gunter ; Fickel, Norman . In: Discussion Papers. RePEc:zbw:faucse:021995.

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2
72000The folded EGB2 distribution and its application to financial return data. (2000). Fischer, Matthias. In: Discussion Papers. RePEc:zbw:faucse:322000.

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2
82000The Esscher-EGB2 option pricing model. (2000). Fischer, Matthias. In: Discussion Papers. RePEc:zbw:faucse:312000.

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2
92004Grundlagenstreit in der Statistik. (2004). Klein, Ingo. In: Discussion Papers. RePEc:zbw:faucse:602004.

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2
102002Classes of skew generalized hyperbolic secant distributions. (2002). Vaughan, David ; Fischer, Matthias. In: Discussion Papers. RePEc:zbw:faucse:452002.

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2
111996Dienstleistungen in der amtlichen Statistik. (1996). Link, Joachim . In: Discussion Papers. RePEc:zbw:faucse:131996.

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2
122003Tukey-type distributions in the context of financial data. (2003). Horn, Armin ; Fischer, Matthias ; Klein, Ingo. In: Discussion Papers. RePEc:zbw:faucse:522003.

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2
132002A split questionnaire survey design applied to German media and consumer surveys. (2002). Maenpaa, Christine ; Rassler, Susanne ; Koller, Florian . In: Discussion Papers. RePEc:zbw:faucse:42b2002.

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2
141996Ein einfaches Verfahren zur Identifikation von Ausreißern bei multivariaten Daten. (1996). Buttler, Gunter . In: Discussion Papers. RePEc:zbw:faucse:091996.

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2
152013Lehrverbesserung durch Online-Tests: Effekte der Eigenarbeit von Studierenden. (2013). Mangold, Benedikt ; Pleier, Thomas . In: Discussion Papers. RePEc:zbw:faucse:902013.

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1
162004The Beta-Hyperbolic Secant (BHS) Distribution. (2004). Vaughan, David ; Fischer, Matthias J.. In: Discussion Papers. RePEc:zbw:faucse:642004.

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1
172002Skew generalized secant hyperbolic distributions: unconditional and conditional fit to asset returns. (2002). Fischer, Matthias. In: Discussion Papers. RePEc:zbw:faucse:462002.

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1
182007Constructing and generalizing multivariate copulas: a generalizing approach. (2007). Kock, Christian ; Fischer, Matthias. In: Discussion Papers. RePEc:zbw:faucse:802007.

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1
192003Kurtosis modelling by means of the J-transformation. (2003). Klein, Ingo ; Fischer, Matthias. In: Discussion Papers. RePEc:zbw:faucse:512003.

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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