Michael J. Klass
Impact in
- Finance top 0.5%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Economics and Econometrics top 1%
- Market Dynamics and Volatility
- Complex Systems and Time Series Analysis
Papers in
-
- Probability and Risk Models 19
-
- Random Matrices and Applications 7
- Co-authors
- Mark B. Garman (1 shared paper)Thomas S. Ferguson (2 shared papers)Marjorie G. Hahn (7 shared papers)Michael Taksar (1 shared paper)David Assaf (1 shared paper)Krzysztof Nowicki (11 shared papers)Henry Teicher (2 shared papers)Lawrence E. Myers (1 shared paper)
- Journals
- The Annals of Probability (26 papers)Probability Theory and Related Fields (6 papers)Journal of Theoretical Probability (5 papers)Stochastic Processes and their Applications (3 papers)Mathematical Social Sciences (1 paper)
- Partner nations
- United StatesSwedenIsrael
In The Last Decade
Michael J. Klass
54 papers receiving 1.6k citations
Michael J. Klass's Hit Papers
Peers
Comparison fields: 5 of 70
- Finance 1.2k
- Economics and Econometrics 950
- Management Science and Operations Research 403
- Statistics and Probability 266
- General Economics, Econometrics and Finance 239
Countries citing papers authored by Michael J. Klass
This map shows the geographic impact of Michael J. Klass'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 Michael J. Klass with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Michael J. Klass more than expected).
Fields of papers citing papers by Michael J. Klass
This network shows the impact of papers produced by Michael J. Klass. 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 Michael J. Klass. The network helps show where Michael J. Klass may publish in the future.
Co-authors
The 25 scholars most cited alongside Michael J. Klass, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 58 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | On the Estimation of Security Price Volatilities from Historical Data Hit paper breakdown → | 1980 | 1055 |
| 2 | 1972 | 154 | |
| 3 | 1988 | 124 | |
| 4 | 1976 | 48 | |
| 5 | 1977 | 37 | |
| 6 | 1980 | 31 | |
| 7 | 1977 | 29 | |
| 8 | 1978 | 25 | |
| 9 | 1976 | 24 | |
| 10 | 1973 | 20 | |
| 11 | 1988 | 19 | |
| 12 | 1985 | 16 | |
| 13 | 1985 | 16 | |
| 14 | 1981 | 16 | |
| 15 | 1974 | 13 | |
| 16 | 1984 | 13 | |
| 17 | 1997 | 13 | |
| 18 | 1980 | 13 | |
| 19 | 1996 | 11 | |
| 20 | 1981 | 11 |
About Michael J. Klass
Michael J. Klass is a scholar working on Management Science and Operations Research, Statistics and Probability, Mathematical Physics, Finance and Numerical Analysis, having authored 58 papers that have together received 1.8k indexed citations. Recurring topics across this work include Probability and Risk Models (19 papers), Stochastic processes and statistical mechanics (13 papers), Mathematical Approximation and Integration (12 papers), Stochastic processes and financial applications (11 papers), Random Matrices and Applications (7 papers), Bayesian Methods and Mixture Models (5 papers), Functional Equations Stability Results (4 papers) and Financial Risk and Volatility Modeling (4 papers). The work is most often cited by research in Finance (1.2k citations), Economics and Econometrics (950 citations), Management Science and Operations Research (403 citations), Statistics and Probability (266 citations) and General Economics, Econometrics and Finance (239 citations). Michael J. Klass has collaborated with scholars based in United States, Sweden and Israel. Frequent co-authors include Mark B. Garman, Thomas S. Ferguson, Marjorie G. Hahn, Michael Taksar, David Assaf, Krzysztof Nowicki, Henry Teicher, Lawrence E. Myers, S. Butman and Richard F. Lyon. Their work appears in journals such as The Annals of Probability, Probability Theory and Related Fields, Journal of Theoretical Probability, Stochastic Processes and their Applications and Mathematical Social Sciences.
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.