Gregor Kastner
Impact in
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- Monetary Policy and Economic Impact
- Finance top 5%
- Financial Risk and Volatility Modeling
Papers in
- Finance 11
- Financial Risk and Volatility Modeling 10
- Stochastic processes and financial applications 2
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- Statistical Methods and Inference 6
- Co-authors
- Sylvia Frühwirth‐Schnatter (1 shared paper)Florian Huber (2 shared papers)Maximilian Röglinger (2 shared papers)Martin Feldkircher (1 shared paper)Anthony N. Rezitis (1 shared paper)Andrea Cremaschi (1 shared paper)Alessandra Guglielmi (1 shared paper)Leopold Sögner (1 shared paper)
In The Last Decade
Gregor Kastner
17 papers receiving 414 citations
Peers
Comparison fields: 5 of 58
- General Economics, Econometrics and Finance 164
- Finance 178
- Statistics and Probability 84
- Computational Mathematics 6
- Economics and Econometrics 229
Countries citing papers authored by Gregor Kastner
This map shows the geographic impact of Gregor Kastner'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 Gregor Kastner with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Gregor Kastner more than expected).
Fields of papers citing papers by Gregor Kastner
This network shows the impact of papers produced by Gregor Kastner. 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 Gregor Kastner. The network helps show where Gregor Kastner may publish in the future.
Co-authors
The 8 scholars most cited alongside Gregor Kastner, 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 | 2013 | 172 | |
| 2 | 2016 | 72 | |
| 3 | 2018 | 59 | |
| 4 | 2020 | 46 | |
| 5 | 2021 | 24 | |
| 6 | 2014 | 20 | |
| 7 | An Optimization Model for Valuating Process Flexibility | 2013 | 7 |
| 8 | 2020 | 5 | |
| 9 | Heavy-Tailed Innovations in the R Package stochvol | 2015 | 5 |
| 10 | 2022 | 4 | |
| 11 | 2024 | 3 | |
| 12 | 2025 | 2 | |
| 13 | 2021 | 2 | |
| 14 | 2013 | 2 | |
| 15 | 2023 | 1 | |
| 16 | Efficient Bayesian Inference for Stochastic Volatility (SV) Models [R package stochvol version 3.0.3] | 2020 | 1 |
| 17 | Efficient Bayesian Interference for Stochastic Volatility | 2016 | 1 |
About Gregor Kastner
Gregor Kastner is a scholar working on Finance, Statistics and Probability, General Economics, Econometrics and Finance, Economics and Econometrics and Artificial Intelligence, having authored 17 papers that have together received 426 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (10 papers), Statistical Methods and Inference (6 papers), Monetary Policy and Economic Impact (5 papers), Market Dynamics and Volatility (4 papers), Bayesian Methods and Mixture Models (3 papers), Stochastic processes and financial applications (2 papers), Business Process Modeling and Analysis (2 papers) and Data-Driven Disease Surveillance (2 papers). The work is most often cited by research in General Economics, Econometrics and Finance (164 citations), Finance (178 citations), Statistics and Probability (84 citations), Computational Mathematics (6 citations) and Economics and Econometrics (229 citations). Gregor Kastner has collaborated with scholars based in Austria, Germany and Greece. Frequent co-authors include Sylvia Frühwirth‐Schnatter, Florian Huber, Maximilian Röglinger, Martin Feldkircher, Anthony N. Rezitis, Andrea Cremaschi, Alessandra Guglielmi and Leopold Sögner. Their work appears in journals such as Journal of Forecasting, Journal of Statistical Software, International Journal of Forecasting, Australian Journal of Agricultural and Resource Economics and Business & Information Systems Engineering.
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.