Michael Rockinger
Impact in
- Finance top 0.2%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Banking stability, regulation, efficiency
- Global Financial Crisis and Policies
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- Monetary Policy and Economic Impact
Papers in
- Finance 59
- Financial Risk and Volatility Modeling 33
- Financial Markets and Investment Strategies 28
- Stochastic processes and financial applications 19
- Banking stability, regulation, efficiency 8
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- Market Dynamics and Volatility 19
- Complex Systems and Time Series Analysis 16
- Economic theories and models 5
- Co-authors
- Éric Jondeau (41 shared papers)Ser‐Huang Poon (5 shared papers)Jonathan A. Tawn (2 shared papers)Robert F. Engle (2 shared papers)Giovanni Urga (2 shared papers)Emmanuel Jurczenko (3 shared papers)Konstantinos Stathopoulos (3 shared papers)Karim M. Abadir (2 shared papers)
- Journals
- Journal of Economic Dynamics and Control (3 papers)Journal of Empirical Finance (2 papers)Journal of Econometrics (2 papers)Journal of Banking & Finance (2 papers)Journal of Financial Econometrics (2 papers)
- Partner nations
- SwitzerlandUnited KingdomFrance
In The Last Decade
Michael Rockinger
63 papers receiving 3.0k citations
Hit Papers
Peers
Comparison fields: 5 of 111
- Finance 2.5k
- General Economics, Econometrics and Finance 1.0k
- Economics and Econometrics 2.1k
- Management Science and Operations Research 318
- General Energy 20
Countries citing papers authored by Michael Rockinger
This map shows the geographic impact of Michael Rockinger'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 Rockinger with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Michael Rockinger more than expected).
Fields of papers citing papers by Michael Rockinger
This network shows the impact of papers produced by Michael Rockinger. 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 Rockinger. The network helps show where Michael Rockinger may publish in the future.
Co-authors
The 15 scholars most cited alongside Michael Rockinger, 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 68 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | The Copula-GARCH model of conditional dependencies: An international stock market application Hit paper breakdown → | 2006 | 512 |
| 2 | 2003 | 440 | |
| 3 | 2003 | 371 | |
| 4 | 2006 | 267 | |
| 5 | 2001 | 180 | |
| 6 | 2014 | 175 | |
| 7 | 1999 | 131 | |
| 8 | 2002 | 123 | |
| 9 | 2003 | 115 | |
| 10 | 2001 | 95 | |
| 11 | 2001 | 91 | |
| 12 | 2002 | 80 | |
| 13 | 2000 | 76 | |
| 14 | 2004 | 66 | |
| 15 | 2002 | 53 | |
| 16 | 2004 | 49 | |
| 17 | 2008 | 29 | |
| 18 | 2008 | 28 | |
| 19 | 2001 | 27 | |
| 20 | 2016 | 27 |
About Michael Rockinger
Michael Rockinger is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Accounting and Management Science and Operations Research, having authored 68 papers that have together received 3.3k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (33 papers), Financial Markets and Investment Strategies (28 papers), Stochastic processes and financial applications (19 papers), Market Dynamics and Volatility (19 papers), Monetary Policy and Economic Impact (17 papers), Complex Systems and Time Series Analysis (16 papers), Banking stability, regulation, efficiency (8 papers) and Economic theories and models (5 papers). The work is most often cited by research in Finance (2.5k citations), General Economics, Econometrics and Finance (1.0k citations), Economics and Econometrics (2.1k citations), Management Science and Operations Research (318 citations) and General Energy (20 citations). Michael Rockinger has collaborated with scholars based in Switzerland, United Kingdom and France. Frequent co-authors include Éric Jondeau, Ser‐Huang Poon, Jonathan A. Tawn, Robert F. Engle, Giovanni Urga, Emmanuel Jurczenko, Konstantinos Stathopoulos, Karim M. Abadir, Jérôme Lahaye and Michel Crouhy. Their work appears in journals such as Journal of Economic Dynamics and Control, Journal of Empirical Finance, Journal of Econometrics, Journal of Banking & Finance and Journal of Financial Econometrics.
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.