David Veredas

1.8k citations
63 papers · 1.0k · h-index 17

Impact in

Papers in

    • Financial Risk and Volatility Modeling 32
    • Financial Markets and Investment Strategies 15
    • Banking stability, regulation, efficiency 7
    • Market Dynamics and Volatility 17
    • Complex Systems and Time Series Analysis 15

David Veredas

55 papers receiving 978 citations

Peers

David Veredas
Comparison fields: 5 of 69
  • Finance 608
  • General Economics, Econometrics and Finance 285
  • Economics and Econometrics 671
  • Statistics and Probability 113
  • Accounting 128
Replace Andrea Silvestrini with:
Andrea Silvestrini Italy
Erik Hjalmarsson United States
Fabio Spagnolo United Kingdom
Javier Perote Spain
Sung K. Ahn United States
Michael J. Stutzer United States
Michael B. Gordy United States
Frank A. Sortino United States
Alexandre M. Baptista United States
K. Holden United Kingdom
David Veredas relative to Andrea Silvestrini Italy Andrea Silvestrini's profile →
Citations per field
00.5×7.1×
Andrea Silvestrini · 1×
Citations per year

Countries citing papers authored by David Veredas

Since Specialization
Citations

This map shows the geographic impact of David Veredas'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 David Veredas with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites David Veredas more than expected).

Fields of papers citing papers by David Veredas

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by David Veredas. 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 David Veredas. The network helps show where David Veredas may publish in the future.

Co-authors

The 25 scholars most cited alongside David Veredas, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with David Veredas Line = papers co-authored together David Veredas links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 63 papers — load more, or switch the sort, to bring in the rest.

#Work
1 2003159
2 2008140
3 201255
4 201246
5 201244
6 201243
7 202042
8
How much does infrastructure matter to growth in Sub-Saharan Africa?
200840
9 201134
10
High frequency financial econometrics : recent developments
200730
11 201427
12 200925
13 201525
14 200824
15 201220
16 200720
17 200917
18 200516
19 201716
20
A Comparison of Financial Duration Models via Density Forecast
200515

About David Veredas

David Veredas is a scholar working on Finance, Economics and Econometrics, Statistics and Probability, General Economics, Econometrics and Finance and Accounting, having authored 63 papers that have together received 1.0k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (32 papers), Market Dynamics and Volatility (17 papers), Financial Markets and Investment Strategies (15 papers), Complex Systems and Time Series Analysis (15 papers), Monetary Policy and Economic Impact (15 papers), Statistical Methods and Inference (11 papers), Advanced Statistical Methods and Models (8 papers) and Banking stability, regulation, efficiency (7 papers). The work is most often cited by research in Finance (608 citations), General Economics, Econometrics and Finance (285 citations), Economics and Econometrics (671 citations), Statistics and Probability (113 citations) and Accounting (128 citations). David Veredas has collaborated with scholars based in Belgium, United States and United Kingdom. Frequent co-authors include Luc Bauwens, Andrea Silvestrini, Matteo Luciani, Yves Dominicy, Roberto Pascual, Matteo Barigozzi, Mardi Dungey, Dieter Hess, Nikolaus Hautsch and Antonio Estache. Their work appears in journals such as Journal of Econometrics, Empirical Economics, Journal of Financial Econometrics, Computational Economics and Journal of Financial Stability.

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.

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