Ramazan Gençay
Impact in
- Finance top 0.2%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Economics and Econometrics top 0.1%
- Market Dynamics and Volatility
- Complex Systems and Time Series Analysis
Papers in
-
- Complex Systems and Time Series Analysis 58
- Market Dynamics and Volatility 42
- Finance 75
- Financial Risk and Volatility Modeling 43
- Financial Markets and Investment Strategies 32
- Stochastic processes and financial applications 11
- Co-authors
- Faruk Selçuk∥ (21 shared papers)Brandon Whitcher (9 shared papers)Nikola Gradojević (18 shared papers)W. Davis Dechert (6 shared papers)Yanqin Fan (3 shared papers)René García (1 shared paper)Jasmina Arifovic (2 shared papers)Paul M. Anglin (1 shared paper)
- Journals
- Economics Letters (8 papers)Physica A Statistical Mechanics and its Applications (7 papers)Studies in Nonlinear Dynamics and Econometrics (6 papers)Journal of Banking & Finance (5 papers)Physica D Nonlinear Phenomena (5 papers)
- Partner nations
- CanadaTürkiyeUnited States
In The Last Decade
Ramazan Gençay
111 papers receiving 4.6k citations
Ramazan Gençay's Hit Papers
Peers
Comparison fields: 5 of 134
- Finance 2.5k
- Economics and Econometrics 3.4k
- General Economics, Econometrics and Finance 905
- Management Science and Operations Research 1.3k
- Statistical and Nonlinear Physics 358
Countries citing papers authored by Ramazan Gençay
This map shows the geographic impact of Ramazan Gençay'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 Ramazan Gençay with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ramazan Gençay more than expected).
Fields of papers citing papers by Ramazan Gençay
This network shows the impact of papers produced by Ramazan Gençay. 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 Ramazan Gençay. The network helps show where Ramazan Gençay may publish in the future.
Co-authors
The 25 scholars most cited alongside Ramazan Gençay, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 116 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | An Introduction to Wavelets and Other Filtering Methods in Finance and Economics Hit paper breakdown → | 2002 | 804 |
| 2 | 2004 | 271 | |
| 3 | 2004 | 233 | |
| 4 | 1999 | 222 | |
| 5 | 1998 | 191 | |
| 6 | 2000 | 155 | |
| 7 | 1996 | 149 | |
| 8 | 1992 | 144 | |
| 9 | 2001 | 144 | |
| 10 | 2001 | 138 | |
| 11 | 2001 | 129 | |
| 12 | 2003 | 125 | |
| 13 | 2010 | 118 | |
| 14 | 2001 | 117 | |
| 15 | 1998 | 109 | |
| 16 | 1997 | 96 | |
| 17 | 2010 | 92 | |
| 18 | 1998 | 87 | |
| 19 | 1996 | 87 | |
| 20 | 2009 | 65 |
About Ramazan Gençay
Ramazan Gençay is a scholar working on Economics and Econometrics, Finance, Management Science and Operations Research, General Economics, Econometrics and Finance and Artificial Intelligence, having authored 116 papers that have together received 5.0k indexed citations. Recurring topics across this work include Complex Systems and Time Series Analysis (58 papers), Financial Risk and Volatility Modeling (43 papers), Market Dynamics and Volatility (42 papers), Financial Markets and Investment Strategies (32 papers), Stock Market Forecasting Methods (22 papers), Monetary Policy and Economic Impact (18 papers), Stochastic processes and financial applications (11 papers) and Neural Networks and Applications (9 papers). The work is most often cited by research in Finance (2.5k citations), Economics and Econometrics (3.4k citations), General Economics, Econometrics and Finance (905 citations), Management Science and Operations Research (1.3k citations) and Statistical and Nonlinear Physics (358 citations). Ramazan Gençay has collaborated with scholars based in Canada, Türkiye and United States. Frequent co-authors include Faruk Selçuk∥, Brandon Whitcher, Nikola Gradojević, W. Davis Dechert, Yanqin Fan, René García, Jasmina Arifovic, Paul M. Anglin, Thanasis Stengos and Tung Liu. Their work appears in journals such as Economics Letters, Physica A Statistical Mechanics and its Applications, Studies in Nonlinear Dynamics and Econometrics, Journal of Banking & Finance and Physica D Nonlinear Phenomena.
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.