Immediate Impact
7 standout
Citing Papers
The characteristic function of rough Heston models
2019 Standout
Negative bubbles and shocks in cryptocurrency markets
2016 Standout
Works of Almut E. D. Veraart being referenced
Stochastic Volatility of Volatility and Variance Risk Premia
2012
Modelling Energy Spot Prices by Volatility Modulated Lévy-Driven Volterra Processes
2012
Author Peers
| Author | Last Decade | Papers | Cites | ||||
|---|---|---|---|---|---|---|---|
| Almut E. D. Veraart | 224 | 110 | 31 | 54 | 47 | 293 | |
| Raphaël Douady | 155 | 109 | 7 | 36 | 31 | 333 | |
| Jean-François Chassagneux | 240 | 41 | 16 | 31 | 27 | 280 | |
| Lauri Viitasaari | 178 | 80 | 6 | 60 | 44 | 292 | |
| Norbert Christopeit | 84 | 58 | 6 | 33 | 31 | 295 | |
| Jozef Komorník | 66 | 73 | 13 | 35 | 19 | 249 | |
| Hongbiao Zhao | 129 | 49 | 3 | 32 | 29 | 315 | |
| Igor Cialenco | 178 | 58 | 4 | 35 | 30 | 248 | |
| Hideo Nagai | 227 | 91 | 22 | 25 | 23 | 318 | |
| Wensheng Wang | 134 | 54 | 9 | 83 | 58 | 259 | |
| Matheus R. Grasselli | 138 | 180 | 6 | 22 | 26 | 306 |
All Works
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