Frederico Caeiro

823 total citations
54 papers, 369 citations indexed

About

Frederico Caeiro is a scholar working on Finance, Statistics and Probability and Global and Planetary Change. According to data from OpenAlex, Frederico Caeiro has authored 54 papers receiving a total of 369 indexed citations (citations by other indexed papers that have themselves been cited), including 39 papers in Finance, 29 papers in Statistics and Probability and 17 papers in Global and Planetary Change. Recurrent topics in Frederico Caeiro's work include Financial Risk and Volatility Modeling (39 papers), Statistical Methods and Inference (17 papers) and Hydrology and Drought Analysis (17 papers). Frederico Caeiro is often cited by papers focused on Financial Risk and Volatility Modeling (39 papers), Statistical Methods and Inference (17 papers) and Hydrology and Drought Analysis (17 papers). Frederico Caeiro collaborates with scholars based in Portugal, Brazil and Cabo Verde. Frederico Caeiro's co-authors include M. Ivette Gomes, Lígia Henriques‐Rodrigues, Dínis Pestana, Fernanda Figueiredo, Jan Beirlant, Tertius de Wet, Carlos A. Braumann, M. Manuela Neves, George Psihoyios and Filipe J. Marques and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Computational and Applied Mathematics and Computational Statistics & Data Analysis.

In The Last Decade

Frederico Caeiro

47 papers receiving 364 citations

Peers

Frederico Caeiro
Comparison fields: 5 of 60
  • Finance 292
  • Statistics and Probability 190
  • General Economics, Econometrics and Finance 111
  • Global and Planetary Change 105
  • Economics and Econometrics 60
Replace Isabel Fraga Alves with:
Isabel Fraga Alves Portugal
Axel Bücher Germany
Goedele Dierckx Belgium
Paramsothy Silvapulle Australia
Gunther Matthys Belgium
Laurent Gardès France
Alessio Sancetta United Kingdom
Hideatsu Tsukahara Japan
Abdelaati Daouia France
Pavel Krupskii Canada
Isabel Fraga Alves Portugal View profile →
Citations per field, relative to Frederico Caeiro
Frederico Caeiro · 1×
Citations per year, relative to Frederico Caeiro
Frederico Caeiro · 1×

Countries citing papers authored by Frederico Caeiro

Since Specialization
Citations

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

Fields of papers citing papers by Frederico Caeiro

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Frederico Caeiro

This figure shows the co-authorship network connecting the top 25 collaborators of Frederico Caeiro. A scholar is included among the top collaborators of Frederico Caeiro 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 Frederico Caeiro. Frederico Caeiro 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
# Work Indexed citations
1 1
2 0
3 1
4 0
5 4
6 1
7 15
8 4
9 5
10 2
11 3
12 1
13
A Partially Reduced-BiasValue-at-Risk Estimation Procedure
0
14 2
15 16
16 10
17
PORT-PPWM extreme value index estimation
1
18 21
19 38
20 29

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