Louis O. Scott
- Finance top 0.5%
- Economics and Econometrics top 1%
- General Economics, Econometrics and Finance top 1%
- Demography top 2%
- Management Science and Operations Research top 5%
- Topics
- Stochastic processes and financial applications (15 papers)Financial Markets and Investment Strategies (12 papers)Financial Risk and Volatility Modeling (7 papers)
- Journals
- Review of Financial StudiesThe Review of Economics and StatisticsJournal of Financial and Quantitative Analysis
- Partner nations
- United StatesNetherlands
In The Last Decade
Louis O. Scott
24 papers receiving 1.8k citations
Hit Papers
Peers
Comparison fields: 5 of 60
- Finance 1.9k
- Economics and Econometrics 781
- General Economics, Econometrics and Finance 486
- Demography 211
- Management Science and Operations Research 113
Countries citing papers authored by Louis O. Scott
This map shows the geographic impact of Louis O. Scott'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 Louis O. Scott with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Louis O. Scott more than expected).
Fields of papers citing papers by Louis O. Scott
This network shows the impact of papers produced by Louis O. Scott. 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 Louis O. Scott. The network helps show where Louis O. Scott may publish in the future.
Co-authorship network of co-authors of Louis O. Scott
This figure shows the co-authorship network connecting the top 25 collaborators of Louis O. Scott. A scholar is included among the top collaborators of Louis O. Scott 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 Louis O. Scott. Louis O. Scott is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 0 | |
| 2 | 6 | |
| 3 | 10 | |
| 4 | Multi-Factor Cox-Ingersoll-Ross Models of the Term Structure: Estimates and Tests from a Kalman Filter Model | 8 |
| 5 | 104 | |
| 6 | The Valuation of Interest Rate Derivatives in a Multi-Factor Term Structure Model with Deterministic Components | 6 |
| 7 | 249 | |
| 8 | 13 | |
| 9 | 423 | |
| 10 | 24 | |
| 11 | 128 | |
| 12 | 2 | |
| 13 | 25 | |
| 14 | 42 | |
| 15 | 3 | |
| 16 | Asset prices, market fundamentals, and long term expectations : some new tests of present value models / 1553 | 2 |
| 17 | 185 | |
| 18 | Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Applicationbreakdown → | 631 |
| 19 | 26 | |
| 20 | 1 |
About Louis O. Scott
Louis O. Scott is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 25 papers that have together received 2.0k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (15 papers), Financial Markets and Investment Strategies (12 papers) and Financial Risk and Volatility Modeling (7 papers). The work is most often cited by research in Finance (1.9k citations), General Economics, Econometrics and Finance (486 citations) and Economics and Econometrics (781 citations). Louis O. Scott has collaborated with scholars based in United States and Netherlands. Frequent co-authors include Ren‐Raw Chen, Marc Chesney, Peter M. Garber, Robert P. Flood, Stefano Cavaglia and Tarun Gupta. Their work appears in journals such as Review of Financial Studies, The Review of Economics and Statistics and Journal of Financial and Quantitative Analysis.
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.