Rafał Kulik

1.2k total citations
48 papers, 727 citations indexed

About

Rafał Kulik is a scholar working on Finance, Statistics and Probability and Management Science and Operations Research. According to data from OpenAlex, Rafał Kulik has authored 48 papers receiving a total of 727 indexed citations (citations by other indexed papers that have themselves been cited), including 26 papers in Finance, 16 papers in Statistics and Probability and 15 papers in Management Science and Operations Research. Recurrent topics in Rafał Kulik's work include Financial Risk and Volatility Modeling (26 papers), Probability and Risk Models (14 papers) and Stochastic processes and financial applications (14 papers). Rafał Kulik is often cited by papers focused on Financial Risk and Volatility Modeling (26 papers), Probability and Risk Models (14 papers) and Stochastic processes and financial applications (14 papers). Rafał Kulik collaborates with scholars based in Canada, Poland and Germany. Rafał Kulik's co-authors include Yuanhua Feng, Sucharita Ghosh, Jan Beran, Philippe Soulier, Ryszard Szekli, Hans Daduna, M. P. Schwarz, Volker Schmidt, Michelle A. Chaput and Konrad Gajewski and has published in prestigious journals such as Proceedings of the National Academy of Sciences, The Annals of Statistics and Journal of Applied Probability.

In The Last Decade

Rafał Kulik

42 papers receiving 703 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Rafał Kulik Canada	11	309	181	165	132	85	48	727
V. I. Piterbarg Russia	17	582 1.9×	88 0.5×	156 0.9×	52 0.4×	282 3.3×	82	893
Deborah Nolan United States	15	118 0.4×	122 0.7×	865 5.2×	18 0.1×	144 1.7×	43	1.3k
J. L. Teugels Belgium	17	439 1.4×	133 0.7×	318 1.9×	99 0.8×	483 5.7×	58	905
J. Huston McCulloch United States	22	1.6k 5.1×	990 5.5×	202 1.2×	15 0.1×	147 1.7×	55	2.3k
M. Bhaskara Rao United States	12	130 0.4×	78 0.4×	409 2.5×	47 0.4×	142 1.7×	39	1.1k
KK	12	176 0.6×	186 1.0×	201 1.2×	17 0.1×	89 1.0×	18	797
Nick Polson United States	15	680 2.2×	453 2.5×	466 2.8×	20 0.2×	357 4.2×	33	1.8k
Jem N. Corcoran United States	5	121 0.4×	94 0.5×	95 0.6×	19 0.1×	72 0.8×	10	340
Konstantin Borovkov Australia	15	242 0.8×	61 0.3×	245 1.5×	45 0.3×	243 2.9×	83	728
Floyd B. Hanson United States	17	277 0.9×	118 0.7×	44 0.3×	32 0.2×	83 1.0×	83	1.0k

Countries citing papers authored by Rafał Kulik

Since Specialization

Citations

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

Fields of papers citing papers by Rafał Kulik

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Rafał Kulik

This figure shows the co-authorship network connecting the top 25 collaborators of Rafał Kulik. A scholar is included among the top collaborators of Rafał Kulik 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 Rafał Kulik. Rafał Kulik 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

Kokoszka, Piotr & Rafał Kulik. (2022). Principal component analysis of infinite variance functional data. Journal of Multivariate Analysis. 193. 105123–105123. 7 indexed citations

Kulik, Rafał, et al.. (2022). Integral Functionals and the Bootstrap for the Tail Empirical Process. Extremes. 26(1). 1–41.

Kulik, Rafał & Philippe Soulier. (2020). Heavy-Tailed Time Series. SPIRE - Sciences Po Institutional REpository. 47 indexed citations

Kulik, Rafał, et al.. (2019). Testing for Change in Long‐Memory Stochastic Volatility Time Series. Journal of Time Series Analysis. 40(5). 707–738. 5 indexed citations

Kulik, Rafał, et al.. (2019). Statistical inference for heavy tailed series with extremal independence. Extremes. 23(1). 1–33. 1 indexed citations

Kulik, Rafał, et al.. (2018). Goodness‐of‐fit tests for Lévy‐driven Ornstein‐Uhlenbeck processes. Canadian Journal of Statistics. 46(2). 355–376. 4 indexed citations

Kulik, Rafał, et al.. (2018). Estimation of the expected shortfall given an extreme component under conditional extreme value model. Extremes. 22(1). 29–70. 3 indexed citations

Kulik, Rafał, Philippe Soulier, & Olivier Wintenberger. (2015). The tail empirical process of regularly varying functions of geometrically ergodic Markov chains. arXiv (Cornell University). 8 indexed citations

Chaput, Michelle A., Matthew Betts, Andrew Martindale, et al.. (2015). Spatiotemporal distribution of Holocene populations in North America. Proceedings of the National Academy of Sciences. 112(39). 12127–12132. 51 indexed citations

10.

Kulik, Rafał, et al.. (2014). Model verification for Lévy-driven Ornstein-Uhlenbeck processes. Electronic Journal of Statistics. 8(1). 7 indexed citations

11.

Kulik, Rafał, et al.. (2013). Empirical process of residuals for regression models with long memory errors. Statistics & Probability Letters. 86. 7–16.

12.

Beran, Jan, Yuanhua Feng, Sucharita Ghosh, & Rafał Kulik. (2013). Long-Memory Processes. CERN Document Server (European Organization for Nuclear Research). 269 indexed citations

13.

Kulik, Rafał & Philippe Soulier. (2012). Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances. Advances in Applied Probability. 44(4). 1113–1141. 4 indexed citations

14.

Kulik, Rafał, et al.. (2011). Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors. Electronic Journal of Statistics. 5(none). 13 indexed citations

15.

Kulik, Rafał & Philippe Soulier. (2010). The tail empirical process for long memory stochastic volatility sequences. Stochastic Processes and their Applications. 121(1). 109–134. 23 indexed citations

16.

Kulik, Rafał, et al.. (2010). Kink estimation in stochastic regression with dependent errors and predictors. Electronic Journal of Statistics. 4(none). 3 indexed citations

17.

Kulik, Rafał, et al.. (2009). Some notes on poisson limits for empirical point processes. Canadian Journal of Statistics. 37(3). 347–360. 3 indexed citations

18.

Kulik, Rafał, et al.. (2007). Dependence in Lag for Markov Chains on Partially Ordered State Spaces with Applications to Degradable Networks. Stochastic Models. 23(4). 683–696. 1 indexed citations

19.

Kulik, Rafał & Ryszard Szekli. (2003). Dependence orderings for some functionals of multivariate point processes. Journal of Multivariate Analysis. 92(1). 145–173. 3 indexed citations

20.

Kulik, Rafał & Ryszard Szekli. (2001). Sufficient conditions for long-range count dependence of stationary point processes on the real line. Journal of Applied Probability. 38(2). 570–581. 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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