472 total citations 46 papers, 329 citations indexed
About
Dawn Hunter is a scholar working on Finance, Demography and Economics and Econometrics.
According to data from OpenAlex, Dawn Hunter has authored 46 papers receiving a total of 329 indexed citations (citations by other indexed papers that have themselves been cited), including 17 papers in Finance, 5 papers in Demography and 4 papers in Economics and Econometrics. Recurrent topics in Dawn Hunter's work include Stochastic processes and financial applications (11 papers), Credit Risk and Financial Regulations (6 papers) and Banking stability, regulation, efficiency (6 papers). Dawn Hunter is often cited by papers focused on Stochastic processes and financial applications (11 papers), Credit Risk and Financial Regulations (6 papers) and Banking stability, regulation, efficiency (6 papers). Dawn Hunter collaborates with scholars based in United Kingdom. Dawn Hunter's co-authors include Paul Bates, Keith Storey and Wes Williams and has published in prestigious journals such as The Computer Journal, The Journal of Computational Finance and Perspectives in Public Health.
In The Last Decade
Dawn Hunter
35 papers
receiving
291 citations
Peers — A (Enhanced Table)
Peers by citation overlap · career bar shows stage (early→late)
cites ·
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This map shows the geographic impact of Dawn Hunter'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 Dawn Hunter with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Dawn Hunter more than expected).
This network shows the impact of papers produced by Dawn Hunter. 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 Dawn Hunter. The network helps show where Dawn Hunter may publish in the future.
Co-authorship network of co-authors of Dawn Hunter
This figure shows the co-authorship network connecting the top 25 collaborators of Dawn Hunter.
A scholar is included among the top collaborators of Dawn Hunter 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 Dawn Hunter. Dawn Hunter is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
All Works
20 of 20 papers shown
1.
Hunter, Dawn. (2010). Realized hedge ratio properties, performance and implications for risk management: evidence from the Spanish IBEX 35 spot and futures markets.4 indexed citations
2.
Hunter, Dawn. (2010). Tests of the performance of structural models in bankruptcy prediction. The Journal of Credit Risk.5 indexed citations
3.
Hunter, Dawn. (2009). Computing tails of compound distributions using direct numerical integration. The Journal of Computational Finance.
4.
Hunter, Dawn. (2009). Tail-risk management: an investor's perspective. The Journal of Credit Risk.1 indexed citations
5.
Hunter, Dawn. (2009). Modeling credit exposure for collateralized counterparties. The Journal of Credit Risk.4 indexed citations
6.
Hunter, Dawn. (2008). Operational loss scaling by exposure indicators: evidence from the ORX database. The Journal of Operational Risk.1 indexed citations
7.
Hunter, Dawn. (2008). Simple and efficient simulation of the Heston stochastic volatility model. The Journal of Computational Finance.
8.
Hunter, Dawn. (2007). Impact analysis of VaR methodologies on regulatory capital. The Journal of Risk Model Validation.
9.
Hunter, Dawn. (2005). Risk-neutral correlations in the pricing and hedging of basket credit derivatives. The Journal of Credit Risk.1 indexed citations
Hunter, Dawn. (2004). Technical note: Dependence and two-asset options pricing. The Journal of Computational Finance.2 indexed citations
12.
Hunter, Dawn. (2003). Dependent defaults in models of portfolio credit risk.146 indexed citations
13.
Hunter, Dawn. (2002). The Cornish–Fisher expansion in the context of Delta–Gamma-normal approximations.1 indexed citations
14.
Hunter, Dawn. (2002). Pricing moving average barrier options. The Journal of Computational Finance.3 indexed citations
15.
Hunter, Dawn. (2001). A new algorithm for constructing implied binomial trees: does the implied model fit any volatility smile?. The Journal of Computational Finance.1 indexed citations
16.
Hunter, Dawn. (2000). Option valuation using the fast Fourier transform. The Journal of Computational Finance.1 indexed citations
17.
Hunter, Dawn. (2000). The pricing of discretely sampled Asian and lookback options: a change of numeraire approach. The Journal of Computational Finance.1 indexed citations
18.
Hunter, Dawn. (2000). Valuation of mortgage-backed securities using Brownian bridges to reduce effective dimension. The Journal of Computational Finance.1 indexed citations
19.
Hunter, Dawn. (1998). The elasticity of interest rate volatility: Chan, Karolyi, Longstaff, and Sanders revisited.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive
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incomplete records, variations in author disambiguation, differences in journal indexing, and
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