Murad S. Taqqu
- Computer Networks and Communications top 0.05%
- Finance top 0.05%
- Economics and Econometrics top 0.05%
- Electrical and Electronic Engineering top 1%
- Statistical and Nonlinear Physics top 0.1%
- Co-authors
- Walter WillingerDaniel V. WilsonW.E. LelandRobert P. ShermanVadim TeverovskyGennady SamorodnitskyRobert FoxThomas Mikosch
- Topics
- Financial Risk and Volatility Modeling (110 papers)Complex Systems and Time Series Analysis (98 papers)Stochastic processes and financial applications (94 papers)
- Journals
- Journal of Geophysical Research AtmospheresJournal of the American Statistical AssociationWater Resources Research
- Partner nations
- United StatesFranceUnited Kingdom
In The Last Decade
Murad S. Taqqu
241 papers receiving 18.0k citations
Hit Papers
Peers
Comparison fields: 5 of 159
- Computer Networks and Communications 7.1k
- Finance 6.8k
- Economics and Econometrics 5.8k
- Electrical and Electronic Engineering 2.9k
- Statistical and Nonlinear Physics 2.8k
Countries citing papers authored by Murad S. Taqqu
This map shows the geographic impact of Murad S. Taqqu'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 Murad S. Taqqu with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Murad S. Taqqu more than expected).
Fields of papers citing papers by Murad S. Taqqu
This network shows the impact of papers produced by Murad S. Taqqu. 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 Murad S. Taqqu. The network helps show where Murad S. Taqqu may publish in the future.
Co-authorship network of co-authors of Murad S. Taqqu
This figure shows the co-authorship network connecting the top 25 collaborators of Murad S. Taqqu. A scholar is included among the top collaborators of Murad S. Taqqu 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 Murad S. Taqqu. Murad S. Taqqu is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 3 | |
| 2 | Long-Range Dependence and Self-Similarity | 20 |
| 3 | 5 | |
| 4 | 21 | |
| 5 | 3 | |
| 6 | 8 | |
| 7 | 1 | |
| 8 | 16 | |
| 9 | Confidence intervals for the long memory parameter based on wavelets and resampling | 8 |
| 10 | How to Estimate Spatial Contagion between Financial Markets | 19 |
| 11 | Empirical Evidence on Spatial Contagion Between Financial Markets | 22 |
| 12 | Framework for Analyzing Spatial Contagion between Financial Markets | 29 |
| 13 | Theory and applications of long-range dependencebreakdown → | 756 |
| 14 | On estimating the intensity of long-range dependence in finite and infinite variance time series | 123 |
| 15 | Self-similarity and heavy tails: structural modeling of network traffic | 233 |
| 16 | Stock Market Prices and Long-Range Dependence | 2 |
| 17 | Heavy-tailed probability distributions in the World Wide Web | 221 |
| 18 | 2 | |
| 19 | 6 | |
| 20 | Dependence in probability and statistics : a survey of recent results (Oberwolfach, 1985) | 2 |
About Murad S. Taqqu
Murad S. Taqqu is a scholar working on Finance, Mathematical Physics and Statistics and Probability, having authored 243 papers that have together received 19.8k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (110 papers), Complex Systems and Time Series Analysis (98 papers) and Stochastic processes and financial applications (94 papers). The work is most often cited by research in Finance (6.8k citations), Computer Networks and Communications (7.1k citations) and Statistics and Probability (2.1k citations). Murad S. Taqqu has collaborated with scholars based in United States, France and United Kingdom. Frequent co-authors include Walter Willinger, Daniel V. Wilson, W.E. Leland, Robert P. Sherman, Vadim Teverovsky, Gennady Samorodnitsky, Robert Fox, Thomas Mikosch, Vladas Pipiras and Georges Oppenheim. Their work appears in journals such as Journal of Geophysical Research Atmospheres, Journal of the American Statistical Association and Water Resources Research.
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.