Paul Labys

8.2k total citations · 3 hit papers
6 papers, 5.3k citations indexed

About

Paul Labys is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Paul Labys has authored 6 papers receiving a total of 5.3k indexed citations (citations by other indexed papers that have themselves been cited), including 6 papers in Finance, 6 papers in Economics and Econometrics and 1 paper in General Economics, Econometrics and Finance. Recurrent topics in Paul Labys's work include Financial Risk and Volatility Modeling (6 papers), Complex Systems and Time Series Analysis (5 papers) and Market Dynamics and Volatility (4 papers). Paul Labys is often cited by papers focused on Financial Risk and Volatility Modeling (6 papers), Complex Systems and Time Series Analysis (5 papers) and Market Dynamics and Volatility (4 papers). Paul Labys collaborates with scholars based in United States, Denmark and Canada. Paul Labys's co-authors include Tim Bollerslev, Francis X. Diebold and Torben G. Andersen and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and The Faculty Digital Archive (New York University).

In The Last Decade

Paul Labys

6 papers receiving 5.0k citations

Hit Papers

Modeling and Forecasting Realized Volatility 2001 2026 2009 2017 2003 2001 2001 500 1000 1.5k 2.0k 2.5k
What are hit papers?

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.

  1. Modeling and Forecasting Realized Volatility
    2003 2.6k citations Torben G. Andersen, Tim Bollerslev et al. Econometrica profile →
  2. The Distribution of Realized Exchange Rate Volatility
    2001 1.5k citations Torben G. Andersen, Tim Bollerslev et al. Journal of the American Statistical Association profile →
  3. Modeling and Forecasting Realized Volatility
    2001 511 citations Torben G. Andersen, Tim Bollerslev et al. SSRN Electronic Journal profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Paul Labys United States 6 4.7k 4.0k 1.5k 405 224 6 5.3k
Asger Lunde Denmark 27 4.7k 1.0× 3.9k 1.0× 1.5k 1.0× 542 1.3× 355 1.6× 70 5.5k
Ray Yeutien Chou Taiwan 16 3.6k 0.8× 3.2k 0.8× 1.4k 0.9× 398 1.0× 176 0.8× 34 4.3k
Zhuanxin Ding United States 10 3.0k 0.6× 2.9k 0.7× 903 0.6× 293 0.7× 137 0.6× 17 3.5k
Fulvio Corsi Italy 22 3.2k 0.7× 3.0k 0.8× 924 0.6× 478 1.2× 116 0.5× 61 3.8k
Ser‐Huang Poon United Kingdom 22 3.8k 0.8× 3.3k 0.8× 1.1k 0.7× 539 1.3× 76 0.3× 97 4.6k
Jean‐Michel Zakoïan France 25 3.3k 0.7× 2.7k 0.7× 1.5k 1.0× 332 0.8× 708 3.2× 70 4.0k
Simone Manganelli Germany 23 2.3k 0.5× 2.0k 0.5× 1.1k 0.8× 228 0.6× 224 1.0× 65 3.1k
Jeffrey R. Russell United States 19 2.6k 0.6× 2.0k 0.5× 792 0.5× 333 0.8× 313 1.4× 34 3.1k
Michael W. Brandt United States 32 5.1k 1.1× 3.2k 0.8× 1.7k 1.2× 623 1.5× 127 0.6× 75 5.9k
Kris Jacobs United States 35 4.3k 0.9× 2.2k 0.6× 719 0.5× 179 0.4× 74 0.3× 125 4.7k

Countries citing papers authored by Paul Labys

Since Specialization
Citations

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

Fields of papers citing papers by Paul Labys

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Paul Labys

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

All Works

6 of 6 papers shown
1.
Andersen, Torben G., Tim Bollerslev, Francis X. Diebold, & Paul Labys. (2003). Modeling and Forecasting Realized Volatility. Econometrica. 71(2). 579–625. 2583 indexed citations breakdown →
2.
Andersen, Torben G., Tim Bollerslev, Francis X. Diebold, & Paul Labys. (2001). The Distribution of Realized Exchange Rate Volatility. Journal of the American Statistical Association. 96(453). 42–55. 1538 indexed citations breakdown →
3.
Andersen, Torben G., Tim Bollerslev, Francis X. Diebold, & Paul Labys. (2001). Modeling and Forecasting Realized Volatility. SSRN Electronic Journal. 511 indexed citations breakdown →
4.
Andersen, Torben G., Tim Bollerslev, Francis X. Diebold, & Paul Labys. (2001). The Distribution of Realized Exchange Rate Volatility. SSRN Electronic Journal. 260 indexed citations
5.
Andersen, Torben G., Tim Bollerslev, Francis X. Diebold, & Paul Labys. (2000). Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. Multinational Finance Journal. 4(3/4). 159–179. 110 indexed citations
6.
Andersen, Torben G., Tim Bollerslev, Francis X. Diebold, & Paul Labys. (1999). The Distribution of Exchange Rate Volatility. The Faculty Digital Archive (New York University). 287 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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