Natalia Nolde

578 total citations
22 papers, 351 citations indexed

About

Natalia Nolde is a scholar working on Finance, Global and Planetary Change and Management Science and Operations Research. According to data from OpenAlex, Natalia Nolde has authored 22 papers receiving a total of 351 indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Finance, 7 papers in Global and Planetary Change and 6 papers in Management Science and Operations Research. Recurrent topics in Natalia Nolde's work include Financial Risk and Volatility Modeling (15 papers), Hydrology and Drought Analysis (7 papers) and Probability and Risk Models (5 papers). Natalia Nolde is often cited by papers focused on Financial Risk and Volatility Modeling (15 papers), Hydrology and Drought Analysis (7 papers) and Probability and Risk Models (5 papers). Natalia Nolde collaborates with scholars based in Canada, Switzerland and Netherlands. Natalia Nolde's co-authors include Johanna F. Ziegel, Scott McDougall, Jordan Aaron, Paul Embrechts, A. A. Balkema, A. Mitchell, Jennifer L. Wadsworth, Jinyuan Zhang, Chen Zhou and Harry Joe and has published in prestigious journals such as Water Resources Research, Journal of Business and Economic Statistics and Landslides.

In The Last Decade

Natalia Nolde

21 papers receiving 339 citations

Peers

Natalia Nolde

FINAN

MMPL

MSOR

GPC

Daniel Berg Germany

A. Sevtap Selcuk‐Kestel Türkiye

Gail Blattenberger United States

Sebastian Engelke Switzerland

Anandamayee Majumdar United States

Clément Dombry France

Mhamed Mesfioui Canada

Jennifer L. Wadsworth United Kingdom

Marco Oesting Germany

Daniel Berg Germany

Natalia Nolde

341 ×1.8

FINAN

185 ×1.6

6 ×0.1

MMPL

59 ×0.8

MSOR

114 ×1.6

GPC

Citations per year, relative to Natalia Nolde Natalia Nolde (= 1×) peers Daniel Berg

Countries citing papers authored by Natalia Nolde

Since Specialization

Citations

This map shows the geographic impact of Natalia Nolde'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 Natalia Nolde with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Natalia Nolde more than expected).

Fields of papers citing papers by Natalia Nolde

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Natalia Nolde. 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 Natalia Nolde. The network helps show where Natalia Nolde may publish in the future.

Co-authorship network of co-authors of Natalia Nolde

This figure shows the co-authorship network connecting the top 25 collaborators of Natalia Nolde. A scholar is included among the top collaborators of Natalia Nolde 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 Natalia Nolde. Natalia Nolde is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Joe, Harry, et al.. (2023). Copula-based conditional tail indices. Journal of Multivariate Analysis. 201. 105268–105268. 2 indexed citations

Joe, Harry, et al.. (2023). Margin‐closed vector autoregressive time series models. Journal of Time Series Analysis. 45(2). 269–297.

Aaron, Jordan, Scott McDougall, Julia Kowalski, A. Mitchell, & Natalia Nolde. (2022). Probabilistic prediction of rock avalanche runout using a numerical model. Landslides. 19(12). 2853–2869. 12 indexed citations

Nolde, Natalia & Jennifer L. Wadsworth. (2022). Linking representations for multivariate extremes via a limit set. Advances in Applied Probability. 54(3). 688–717. 14 indexed citations

Nolde, Natalia & Chen Zhou. (2021). Extreme Value Analysis for Financial Risk Management. Annual Review of Statistics and Its Application. 8(1). 217–240. 10 indexed citations

Nolde, Natalia, et al.. (2020). Samples with a limit shape, multivariate extremes, and risk. Advances in Applied Probability. 52(2). 491–522. 2 indexed citations

Mitchell, A., Scott McDougall, Natalia Nolde, et al.. (2019). Rock avalanche runout prediction using stochastic analysis of a regional dataset. Landslides. 17(4). 777–792. 30 indexed citations

Aaron, Jordan, Scott McDougall, & Natalia Nolde. (2019). Two methodologies to calibrate landslide runout models. Landslides. 16(5). 907–920. 49 indexed citations

Nolde, Natalia & Jinyuan Zhang. (2018). Conditional Extremes in Asymmetric Financial Markets. Journal of Business and Economic Statistics. 38(1). 201–213. 10 indexed citations

10.

Nolde, Natalia & Johanna F. Ziegel. (2017). Rejoinder: “Elicitability and backtesting: Perspectives for banking regulation”. The Annals of Applied Statistics. 11(4). 5 indexed citations

11.

Nolde, Natalia & Johanna F. Ziegel. (2017). Elicitability and backtesting: Perspectives for banking regulation. The Annals of Applied Statistics. 11(4). 128 indexed citations

12.

Nolde, Natalia & Matthias Jakob. (2015). Challenging the standard dike freeboard: Methods to quantify statistical uncertainties in river flood protection. Canadian Water Resources Journal / Revue canadienne des ressources hydriques. 41(1-2). 151–160. 3 indexed citations

13.

Nolde, Natalia. (2014). The effect of aggregation on extremes from asymptotically independent light-tailed risks. Extremes. 17(4). 615–631. 3 indexed citations

14.

Nolde, Natalia. (2013). Geometric interpretation of the residual dependence coefficient. Journal of Multivariate Analysis. 123. 85–95. 17 indexed citations

15.

Nolde, Natalia & Harry Joe. (2013). A Bayesian extreme value analysis of debris flows. Water Resources Research. 49(10). 7009–7022. 9 indexed citations

16.

Nolde, Natalia, et al.. (2012). Asymptotic Dependence for Light-Tailed Homothetic Densities. Advances in Applied Probability. 44(2). 506–527. 3 indexed citations

17.

Balkema, A. A., Paul Embrechts, & Natalia Nolde. (2010). Meta densities and the shape of their sample clouds. Journal of Multivariate Analysis. 101(7). 1738–1754. 23 indexed citations

18.

Nolde, Natalia, et al.. (2010). Asymptotic independence for unimodal densities. Advances in Applied Probability. 42(2). 411–432. 19 indexed citations

19.

Nolde, Natalia, et al.. (2010). Asymptotic independence for unimodal densities. Advances in Applied Probability. 42(2). 411–432. 7 indexed citations

20.

Embrechts, Paul, et al.. (2009). Sensitivity of the asymptotic behaviour of meta distributions. arXiv (Cornell University). 1 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.

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