Drew Creal
Impact in
- Finance top 0.5%
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Credit Risk and Financial Regulations
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- Monetary Policy and Economic Impact
Papers in ⓘ
- Finance 36
- Financial Risk and Volatility Modeling 25
- Stochastic processes and financial applications 12
- Credit Risk and Financial Regulations 10
- Financial Markets and Investment Strategies 5
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- Monetary Policy and Economic Impact 15
- Co-authors
- Siem Jan Koopman (17 shared papers)André Lucas (14 shared papers)Jing Cynthia Wu (8 shared papers)Ruey S. Tsay (3 shared papers)Bernd Schwaab (4 shared papers)Neil Shephard (1 shared paper)Eric Zivot (2 shared papers)Mikhail Chernov (5 shared papers)
- Journals
- Journal of Econometrics (5 papers)Journal of Business and Economic Statistics (3 papers)Journal of Applied Econometrics (2 papers)Journal of International Economics (1 paper)Computational Statistics & Data Analysis (1 paper)
- Partner nations
- United StatesNetherlandsDenmark
In The Last Decade
Drew Creal
39 papers receiving 1.6k citations
Hit Papers
Peers
Comparison fields: 5 of 91
- Finance 1.1k
- General Economics, Econometrics and Finance 600
- Economics and Econometrics 1.1k
- Statistics and Probability 201
- General Energy 13
Countries citing papers authored by Drew Creal
This map shows the geographic impact of Drew Creal'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 Drew Creal with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Drew Creal more than expected).
Fields of papers citing papers by Drew Creal
This network shows the impact of papers produced by Drew Creal. 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 Drew Creal. The network helps show where Drew Creal may publish in the future.
Co-authors
The 16 scholars most cited alongside Drew Creal, 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 42 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS Hit paper breakdown → | 2012 | 616 |
| 2 | 2011 | 188 | |
| 3 | 2011 | 175 | |
| 4 | 2017 | 107 | |
| 5 | 2013 | 85 | |
| 6 | 2008 | 63 | |
| 7 | 2008 | 54 | |
| 8 | 2014 | 53 | |
| 9 | 2014 | 47 | |
| 10 | 2008 | 31 | |
| 11 | 2010 | 22 | |
| 12 | 2011 | 19 | |
| 13 | 2007 | 19 | |
| 14 | 2010 | 18 | |
| 15 | 2014 | 17 | |
| 16 | 2012 | 14 | |
| 17 | 2015 | 14 | |
| 18 | 2020 | 13 | |
| 19 | Sequential Monte Carlo samplers for Bayesian DSGE models | 2007 | 13 |
| 20 | 2022 | 10 |
About Drew Creal
Drew Creal is a scholar working on Finance, General Economics, Econometrics and Finance, Economics and Econometrics, Statistics and Probability and Demography, having authored 42 papers that have together received 1.7k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (25 papers), Monetary Policy and Economic Impact (15 papers), Stochastic processes and financial applications (12 papers), Credit Risk and Financial Regulations (10 papers), Statistical Methods and Inference (8 papers), Complex Systems and Time Series Analysis (6 papers), Market Dynamics and Volatility (6 papers) and Financial Markets and Investment Strategies (5 papers). The work is most often cited by research in Finance (1.1k citations), General Economics, Econometrics and Finance (600 citations), Economics and Econometrics (1.1k citations), Statistics and Probability (201 citations) and General Energy (13 citations). Drew Creal has collaborated with scholars based in United States, Netherlands and Denmark. Frequent co-authors include Siem Jan Koopman, André Lucas, Jing Cynthia Wu, Ruey S. Tsay, Bernd Schwaab, Neil Shephard, Eric Zivot, Mikhail Chernov, Robert B. Gramacy and Leslie A. Robinson. Their work appears in journals such as Journal of Econometrics, Journal of Business and Economic Statistics, Journal of Applied Econometrics, Journal of International Economics and Computational Statistics & Data Analysis.
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.