David Veredas
Impact in
- Finance top 1%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Banking stability, regulation, efficiency
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- Monetary Policy and Economic Impact
Papers in
- Finance 46
- Financial Risk and Volatility Modeling 32
- Financial Markets and Investment Strategies 15
- Banking stability, regulation, efficiency 7
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- Market Dynamics and Volatility 17
- Complex Systems and Time Series Analysis 15
- Co-authors
- Luc Bauwens (4 shared papers)Andrea Silvestrini (2 shared papers)Matteo Luciani (7 shared papers)Yves Dominicy (8 shared papers)Roberto Pascual (5 shared papers)Matteo Barigozzi (2 shared papers)Mardi Dungey (5 shared papers)Dieter Hess (2 shared papers)
- Journals
- Journal of Econometrics (8 papers)Empirical Economics (2 papers)Journal of Financial Econometrics (2 papers)Computational Economics (1 paper)Journal of Financial Stability (1 paper)
- Partner nations
- BelgiumUnited StatesUnited Kingdom
In The Last Decade
David Veredas
55 papers receiving 978 citations
Peers
Comparison fields: 5 of 69
- Finance 608
- General Economics, Econometrics and Finance 285
- Economics and Econometrics 671
- Statistics and Probability 113
- Accounting 128
Countries citing papers authored by David Veredas
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
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.
All Works
Showing the 20 most-cited of 63 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2003 | 159 | |
| 2 | 2008 | 140 | |
| 3 | 2012 | 55 | |
| 4 | 2012 | 46 | |
| 5 | 2012 | 44 | |
| 6 | 2012 | 43 | |
| 7 | 2020 | 42 | |
| 8 | How much does infrastructure matter to growth in Sub-Saharan Africa? | 2008 | 40 |
| 9 | 2011 | 34 | |
| 10 | High frequency financial econometrics : recent developments | 2007 | 30 |
| 11 | 2014 | 27 | |
| 12 | 2009 | 25 | |
| 13 | 2015 | 25 | |
| 14 | 2008 | 24 | |
| 15 | 2012 | 20 | |
| 16 | 2007 | 20 | |
| 17 | 2009 | 17 | |
| 18 | 2005 | 16 | |
| 19 | 2017 | 16 | |
| 20 | A Comparison of Financial Duration Models via Density Forecast | 2005 | 15 |
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.