Daniel Straumann
Impact in
- Finance top 1%
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Credit Risk and Financial Regulations
- Statistics and Probability top 2%
- Statistical Methods and Inference
- Statistical Distribution Estimation and Applications
Papers in ⓘ
- Finance 6
- Financial Risk and Volatility Modeling 6
- Stochastic processes and financial applications 2
- Credit Risk and Financial Regulations 2
-
- Complex Systems and Time Series Analysis 2
- Market Dynamics and Volatility 2
- Health Systems, Economic Evaluations, Quality of Life 2
- Co-authors
- Thomas Mikosch (3 shared papers)Paul Embrechts (1 shared paper)Alexander J. McNeil (1 shared paper)Víctor Valderrábano (2 shared papers)Claudio Dora (2 shared papers)W. Dick (2 shared papers)M. Eckstein (2 shared papers)
- Journals
- The Annals of Statistics (2 papers)Hip International (2 papers)Stochastic Processes and their Applications (1 paper)The Journal of Alternative Investments (1 paper)Medical Entomology and Zoology (1 paper)
- Partner nations
- SwitzerlandDenmark
In The Last Decade
Daniel Straumann
8 papers receiving 558 citations
Peers
Comparison fields: 5 of 53
- Finance 537
- Statistics and Probability 164
- General Economics, Econometrics and Finance 155
- Economics and Econometrics 319
- Management Science and Operations Research 57
Countries citing papers authored by Daniel Straumann
This map shows the geographic impact of Daniel Straumann'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 Daniel Straumann with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Daniel Straumann more than expected).
Fields of papers citing papers by Daniel Straumann
This network shows the impact of papers produced by Daniel Straumann. 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 Daniel Straumann. The network helps show where Daniel Straumann may publish in the future.
Co-authors
The 7 scholars most cited alongside Daniel Straumann, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2006 | 238 | |
| 2 | Correlation: Pitfalls and Alternatives | 1999 | 202 |
| 3 | Estimation in Conditionally Herteroscedastic Time Series Models | 2004 | 78 |
| 4 | 2006 | 49 | |
| 5 | 2002 | 29 | |
| 6 | 2009 | 19 | |
| 7 | 2006 | 3 | |
| 8 | 2006 | 3 |
About Daniel Straumann
Daniel Straumann is a scholar working on Finance, Economics and Econometrics, Statistics and Probability, Global and Planetary Change and Surgery, having authored 8 papers that have together received 621 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (6 papers), Complex Systems and Time Series Analysis (2 papers), Stochastic processes and financial applications (2 papers), Credit Risk and Financial Regulations (2 papers), Market Dynamics and Volatility (2 papers), Orthopaedic implants and arthroplasty (2 papers), Health Systems, Economic Evaluations, Quality of Life (2 papers) and Total Knee Arthroplasty Outcomes (2 papers). The work is most often cited by research in Finance (537 citations), Statistics and Probability (164 citations), General Economics, Econometrics and Finance (155 citations), Economics and Econometrics (319 citations) and Management Science and Operations Research (57 citations). Daniel Straumann has collaborated with scholars based in Switzerland and Denmark. Frequent co-authors include Thomas Mikosch, Paul Embrechts, Alexander J. McNeil, Víctor Valderrábano, Claudio Dora, W. Dick and M. Eckstein. Their work appears in journals such as The Annals of Statistics, Hip International, Stochastic Processes and their Applications, The Journal of Alternative Investments and Medical Entomology and Zoology.
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.