Ernst Schaumburg

2.2k citations
38 papers · 1.2k indexed · 1 hit paper · h-index 14
Topics
Financial Markets and Investment Strategies (19 papers)Financial Risk and Volatility Modeling (14 papers)Monetary Policy and Economic Impact (13 papers)

In The Last Decade

Ernst Schaumburg

37 papers receiving 1.1k citations

Hit Papers

Jump-robust volatility estimation using nearest neighbor ...20122026201620212012100200300

Peers

Ernst Schaumburg
Comparison fields: 5 of 67
  • Finance 834
  • Economics and Econometrics 808
  • General Economics, Econometrics and Finance 491
  • Accounting 165
  • Management Science and Operations Research 114
Replace Anthony Neuberger with:
Anthony Neuberger United Kingdom
Alexandros Kostakis United Kingdom
Emanuel Moench Germany
Matthew Pritsker United States
Jimmy E. Hilliard United States
Christis Hassapis Cyprus
Harry M. Kat United Kingdom
Davide Pettenuzzo United States
Shu Yan United States
Nina Boyarchenko United States
Ernst Schaumburg relative to Anthony Neuberger United Kingdom Anthony Neuberger's profile →
Citations per field
00.5×1.5×1.9×
Anthony Neuberger · 1×
Citations per year

Countries citing papers authored by Ernst Schaumburg

Since Specialization
Citations

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

Fields of papers citing papers by Ernst Schaumburg

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Ernst Schaumburg

This figure shows the co-authorship network connecting the top 25 collaborators of Ernst Schaumburg. A scholar is included among the top collaborators of Ernst Schaumburg 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 Ernst Schaumburg. Ernst Schaumburg 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
#WorkIndexed citations
1
Primary Dealer Participation in the Secondary U.S. Treasury Market
3
2
Introduction to a Series on Market Liquidity
0
3
The Evolution of Workups in the U.S. Treasury Securities Market
5
4 2
5
Liquidity Provision and Market Fragility
2
6 22
7 124
8 2
9 3
10
What to Make of Market Measures of Inflation Expectations
4
11
The pricing of volatility risk across asset classes
9
12 13
13 80
14 35
15 4
16 83
17 2
18 2
19 41
20 91

About Ernst Schaumburg

Ernst Schaumburg is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 38 papers that have together received 1.2k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (19 papers), Financial Risk and Volatility Modeling (14 papers) and Monetary Policy and Economic Impact (13 papers). The work is most often cited by research in Finance (834 citations), General Economics, Econometrics and Finance (491 citations) and Economics and Econometrics (808 citations). Ernst Schaumburg has collaborated with scholars based in United States, Argentina and Canada. Frequent co-authors include Dobrislav Dobrev, Torben G. Andersen, Zhi Da, Christopher A. Sims, Sunghyun Kim, Jinill Kim, Qianqiu Liu, Søren Johansen, Andrea Tambalotti and Ravi Jagannathan. Their work appears in journals such as Management Science, The Review of Economics and Statistics and Journal of Econometrics.

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.

Explore authors with similar magnitude of impact

Rankless by CCL
2026