Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies
if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the
same subfield and year (this is the minimum needed to enter the top 1%, not the average
within it), or reaches the top citation threshold in at least one of its specific research
topics.
The Copula-GARCH model of conditional dependencies: An international stock market application
2006512 citationsÉric Jondeau, Michael RockingerJournal of International Money and Financeprofile →
Peers — A (Enhanced Table)
Peers by citation overlap · career bar shows stage (early→late)
cites ·
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Countries citing papers authored by Michael Rockinger
Since
Specialization
Citations
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-authorship network of co-authors of Michael Rockinger
This figure shows the co-authorship network connecting the top 25 collaborators of Michael Rockinger.
A scholar is included among the top collaborators of Michael Rockinger 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 Michael Rockinger. Michael Rockinger is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
Rockinger, Michael, et al.. (2016). Violating United Nations Global Compact Principles: An Event Study. RePEc: Research Papers in Economics. 4–19.1 indexed citations
6.
Jondeau, Éric & Michael Rockinger. (2014). Optimal Long-Term Allocation with Pension Fund Liabilities. RePEc: Research Papers in Economics.1 indexed citations
Jondeau, Éric & Michael Rockinger. (2010). Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty. RePEc: Research Papers in Economics.
9.
Jondeau, Éric & Michael Rockinger. (2009). The Impact of Shocks on Higher Moments. SSRN Electronic Journal.3 indexed citations
Jondeau, Éric & Michael Rockinger. (2006). The Copula-GARCH model of conditional dependencies: An international stock market application. Journal of International Money and Finance. 25(5). 827–853.512 indexed citations breakdown →
Benos, Alexandros & Michael Rockinger. (2000). Market response to earning announcements and interim reports: an analysis of SBFI 20 companies. Annals of Economics and Statistics. 151–176.3 indexed citations
19.
Rockinger, Michael & Giovanni Urga. (1999). A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economics. SSRN Electronic Journal.18 indexed citations
20.
Rockinger, Michael. (1998). Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election. SSRN Electronic Journal.5 indexed citations
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.