A. Tolga Ergün
- Economics and Econometrics top 2%
- Finance top 2%
- General Economics, Econometrics and Finance top 5%
- Management Science and Operations Research top 10%
- Accounting top 10%
- Topics
- Financial Risk and Volatility Modeling (6 papers)Financial Markets and Investment Strategies (5 papers)Market Dynamics and Volatility (3 papers)
- Partner nations
- United StatesAustralia
In The Last Decade
A. Tolga Ergün
12 papers receiving 551 citations
Hit Papers
Peers
Comparison fields: 5 of 41
- Economics and Econometrics 439
- Finance 424
- General Economics, Econometrics and Finance 122
- Management Science and Operations Research 54
- Accounting 47
Countries citing papers authored by A. Tolga Ergün
This map shows the geographic impact of A. Tolga Ergün's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by A. Tolga Ergün with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites A. Tolga Ergün more than expected).
Fields of papers citing papers by A. Tolga Ergün
This network shows the impact of papers produced by A. Tolga Ergün. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by A. Tolga Ergün. The network helps show where A. Tolga Ergün may publish in the future.
Co-authorship network of co-authors of A. Tolga Ergün
This figure shows the co-authorship network connecting the top 25 collaborators of A. Tolga Ergün. A scholar is included among the top collaborators of A. Tolga Ergün based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with A. Tolga Ergün. A. Tolga Ergün is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 5 | |
| 2 | Systemic risk measurement: Multivariate GARCH estimation of CoVaRbreakdown → | 453 |
| 3 | 46 | |
| 4 | 3 | |
| 5 | 4 | |
| 6 | How to Account for Interdependence of Risk in Financial Markets? A GARCH Approach to CoVaR Estimation | 1 |
| 7 | 24 | |
| 8 | 1 | |
| 9 | 3 | |
| 10 | 13 | |
| 11 | 2 | |
| 12 | 11 |
About A. Tolga Ergün
A. Tolga Ergün is a scholar working on Finance, General Economics, Econometrics and Finance and Statistics and Probability, having authored 12 papers that have together received 566 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (6 papers), Financial Markets and Investment Strategies (5 papers) and Market Dynamics and Volatility (3 papers). The work is most often cited by research in Finance (424 citations), Economics and Econometrics (439 citations) and General Energy (15 citations). A. Tolga Ergün has collaborated with scholars based in United States and Australia. Frequent co-authors include Giulio Girardi, Alan P. Ker, Satheesh V. Aradhyula, George O. Aragon and Mila Getmansky Sherman. Their work appears in journals such as Journal of Banking & Finance, Journal of Risk & Insurance and Management Research Review.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.