Gita Persand

1.4k citations
20 papers · 759 indexed · h-index 11
Topics
Financial Risk and Volatility Modeling (14 papers)Monetary Policy and Economic Impact (12 papers)Market Dynamics and Volatility (11 papers)

In The Last Decade

Gita Persand

17 papers receiving 676 citations

Peers

Gita Persand
Comparison fields: 5 of 55
  • Finance 644
  • Economics and Econometrics 599
  • General Economics, Econometrics and Finance 286
  • Management Science and Operations Research 77
  • Accounting 47
Replace Sassan Alizadeh with:
Sassan Alizadeh United States
José Gonzalo Rangel United States
Francesco Audrino Switzerland
Dobrislav Dobrev United States
Mark Pitts United States
Alan E. H. Speight United Kingdom
Burak Saltoğlu Türkiye
Ángel León Spain
Thomas H. McCurdy Canada
Paul Kofman Australia
Gita Persand relative to Sassan Alizadeh United States Sassan Alizadeh's profile →
Citations per field
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Sassan Alizadeh · 1×
Citations per year

Countries citing papers authored by Gita Persand

Since Specialization
Citations

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

Fields of papers citing papers by Gita Persand

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Gita Persand

This figure shows the co-authorship network connecting the top 25 collaborators of Gita Persand. A scholar is included among the top collaborators of Gita Persand 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 Gita Persand. Gita Persand 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
Autoregressive Conditional Kurtosis
15
2 13
3 3
4
A Word of Caution on Calculating Market-based Minimum Capital Risk Requirements
1
5
The Trading Profitability of Forecasts of the Gilt-Equity Yield Ratio
2
6 3
7
Model Choice and Value-at-Risk Performance
2
8 35
9
Equity portfolio analysis
0
10 52
11
The Effect of Asymmetries on Optimal Hedge Ratios
7
12 50
13 131
14 0
15 4
16 164
17 110
18 82
19 53
20 32

About Gita Persand

Gita Persand is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 20 papers that have together received 759 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (14 papers), Monetary Policy and Economic Impact (12 papers) and Market Dynamics and Volatility (11 papers). The work is most often cited by research in Finance (644 citations), General Economics, Econometrics and Finance (286 citations) and Economics and Econometrics (599 citations). Gita Persand has collaborated with scholars based in United Kingdom, Australia and New Zealand. Frequent co-authors include Chris Brooks, Ólan T. Henry, Simon P. Burke, Andrew Clare, Saeed Heravi and Apostolos Katsaris. Their work appears in journals such as Journal of Banking & Finance, The Journal of Business and International Journal of Forecasting.

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.

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