Philipp Sibbertsen

1.2k citations
69 papers · 637 indexed · h-index 13
Topics
Financial Risk and Volatility Modeling (28 papers)Market Dynamics and Volatility (25 papers)Complex Systems and Time Series Analysis (23 papers)

In The Last Decade

Philipp Sibbertsen

60 papers receiving 603 citations

Peers

Philipp Sibbertsen
Comparison fields: 5 of 84
  • Economics and Econometrics 346
  • Finance 312
  • General Economics, Econometrics and Finance 171
  • Epidemiology 76
  • Surgery 48
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Stephen Gordon Canada
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Nick Taylor United Kingdom
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Citations per field
00.5×8.3×
Stephen Gordon · 1×
Citations per year

Countries citing papers authored by Philipp Sibbertsen

Since Specialization
Citations

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

Fields of papers citing papers by Philipp Sibbertsen

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Philipp Sibbertsen

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

All Works

20 of 20 papers shown
#WorkIndexed citations
1 0
2 1
3 0
4 0
5 0
6 2
7 1
8 12
9 18
10 70
11 1
12
The Periodogram of Spurious Long-Memory Processes
1
13 5
14
Identification problems in ESTAR models and a new model
1
15 49
16 9
17 0
18
Distinguishing between long-range dependence and deterministic trends
2
19
Testing for Structural Changes in the Presence of Long Memory
30
20
S-estimation in the nonlinear regression model with long-memory error terms
0

About Philipp Sibbertsen

Philipp Sibbertsen is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 69 papers that have together received 637 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (28 papers), Market Dynamics and Volatility (25 papers) and Complex Systems and Time Series Analysis (23 papers). The work is most often cited by research in Finance (312 citations), General Economics, Econometrics and Finance (171 citations) and Economics and Econometrics (346 citations). Philipp Sibbertsen has collaborated with scholars based in Germany, United Kingdom and Denmark. Frequent co-authors include Robinson Kruse, James Davidson, Christoph Wegener, Tobias Basse, Walter Krämer, Matthias Jentschke, Peter Hillemanns, Jeroen Becker, Marcel Prokopczuk and Pushpa Dissanayake. Their work appears in journals such as Water Resources Research, Journal of Econometrics and Journal of Banking & Finance.

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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