Eike Brechmann
- Finance top 1%
- Financial Risk and Volatility Modeling 8
- Credit Risk and Financial Regulations 3
- Statistics and Probability top 2%
- Statistical Methods and Inference 2
- Statistical Methods and Bayesian Inference 1
- Economics and Econometrics top 2%
- Market Dynamics and Volatility 4
- Complex Systems and Time Series Analysis 3
- Insurance and Financial Risk Management 2
- General Energy top 10%
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- Polynomial and algebraic computation 1
- Co-authors
- Claudia CzadoDorota KurowickaKjersti AasHarry JoeSandra PaterliniUlf SchepsmeierNicole KrämerCarole Bernard
- Journals
- Insurance Mathematics and Economics (2 papers)Computational Statistics & Data Analysis (2 papers)Journal of Banking & Finance (1 paper)
- Partner nations
- GermanyCanadaNetherlands
In The Last Decade
Eike Brechmann
13 papers receiving 1.0k citations
Hit Papers
Peers
Comparison fields: 5 of 87
- Finance 495
- Statistics and Probability 189
- General Economics, Econometrics and Finance 134
- Economics and Econometrics 410
- General Energy 14
Countries citing papers authored by Eike Brechmann
This map shows the geographic impact of Eike Brechmann'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 Eike Brechmann with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Eike Brechmann more than expected).
Fields of papers citing papers by Eike Brechmann
This network shows the impact of papers produced by Eike Brechmann. 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 Eike Brechmann. The network helps show where Eike Brechmann may publish in the future.
Co-authorship network
The 8 scholars most cited alongside Eike Brechmann, 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 | 2015 | 28 | |
| 2 | 2014 | 14 | |
| 3 | CDVine: Modeling Dependence with C- and D-Vine Copulas in R | 2013 | 23 |
| 4 | 2013 | 54 | |
| 5 | 2013 | 122 | |
| 6 | 2013 | 39 | |
| 7 | 2013 | 5 | |
| 8 | 2013 | 43 | |
| 9 | Selecting and estimating regular vine copulae and application to financial returnsbreakdown → | 2012 | 490 |
| 10 | 2012 | 1 | |
| 11 | 2012 | 189 | |
| 12 | Quantifying geographical and macroeconomic effects on bank branch deposits using linear mixed models | 2011 | 1 |
| 13 | Truncated and simplified regular vines and their applications | 2010 | 39 |
About Eike Brechmann
Eike Brechmann is a scholar working on Finance, Statistics and Probability, Economics and Econometrics, Management Science and Operations Research and General Economics, Econometrics and Finance, having authored 13 papers that have together received 1.0k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (8 papers), Market Dynamics and Volatility (4 papers), Credit Risk and Financial Regulations (3 papers), Complex Systems and Time Series Analysis (3 papers), Insurance and Financial Risk Management (2 papers), Statistical Methods and Inference (2 papers), Statistical Methods and Bayesian Inference (1 paper) and Polynomial and algebraic computation (1 paper). The work is most often cited by research in Finance (495 citations), Statistics and Probability (189 citations), General Economics, Econometrics and Finance (134 citations), Economics and Econometrics (410 citations) and General Energy (14 citations). Eike Brechmann has collaborated with scholars based in Germany, Canada and Netherlands. Frequent co-authors include Claudia Czado, Dorota Kurowicka, Kjersti Aas, Harry Joe, Sandra Paterlini, Ulf Schepsmeier, Nicole Krämer and Carole Bernard. Their work appears in journals such as Insurance Mathematics and Economics, Computational Statistics & Data Analysis, Journal of Banking & Finance, Journal of Multivariate Analysis and Journal of Statistical Software.
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.