Remigijus Leipus

2.5k total citations
89 papers, 1.5k citations indexed

About

Remigijus Leipus is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Remigijus Leipus has authored 89 papers receiving a total of 1.5k indexed citations (citations by other indexed papers that have themselves been cited), including 59 papers in Finance, 36 papers in Management Science and Operations Research and 28 papers in Economics and Econometrics. Recurrent topics in Remigijus Leipus's work include Financial Risk and Volatility Modeling (53 papers), Probability and Risk Models (35 papers) and Stochastic processes and financial applications (20 papers). Remigijus Leipus is often cited by papers focused on Financial Risk and Volatility Modeling (53 papers), Probability and Risk Models (35 papers) and Stochastic processes and financial applications (20 papers). Remigijus Leipus collaborates with scholars based in Lithuania, United Kingdom and Bulgaria. Remigijus Leipus's co-authors include Piotr Kokoszka, Liudas Giraitis, Jonas Šiaulys, Gilles Teyssière, Донатас Сургайлис, Yang Yang, Anne Philippe, Dimitrios G. Konstantinides, Vygantas Paulauskas and Lajos Horváth and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Econometrics and Journal of Mathematical Analysis and Applications.

In The Last Decade

Remigijus Leipus

81 papers receiving 1.4k citations

Peers

Remigijus Leipus

FINAN

MSOR

GEEF

Patrick Cheridito Switzerland

Rüdiger Frey Switzerland

Siegfried Hörmann United States

Nakahiro Yoshida Japan

Mark Podolskij Denmark

D. L. McLeish Canada

J.H.J. Einmahl Netherlands

Michael J. Klass United States

Fabio Mercurio United States

Joann Jasiak Canada

Patrick Cheridito Switzerland

Remigijus Leipus

1.9k ×1.7

FINAN

892 ×1.2

867 ×2.1

MSOR

204 ×0.6

126 ×0.5

GEEF

Citations per year, relative to Remigijus Leipus Remigijus Leipus (= 1×) peers Patrick Cheridito

Countries citing papers authored by Remigijus Leipus

Since Specialization

Citations

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

Fields of papers citing papers by Remigijus Leipus

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Remigijus Leipus

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

Šiaulys, Jonas, et al.. (2024). The Random Effect Transformation for Three Regularity Classes. Mathematics. 12(24). 3932–3932.

Leipus, Remigijus, et al.. (2024). Randomly Stopped Sums, Minima and Maxima for Heavy-Tailed and Light-Tailed Distributions. Axioms. 13(6). 355–355.

Leipus, Remigijus, et al.. (2023). On the distribution-tail behaviour of the product of normal random variables. Journal of Inequalities and Applications. 2023(1). 3 indexed citations

Leipus, Remigijus, Jonas Šiaulys, & Dimitrios G. Konstantinides. (2023). Closure Properties for Heavy-Tailed and Related Distributions. 8 indexed citations

Šiaulys, Jonas, et al.. (2023). Truncated Moments for Heavy-Tailed and Related Distribution Classes. Mathematics. 11(9). 2172–2172. 2 indexed citations

Konstantinides, Dimitrios G., Remigijus Leipus, & Jonas Šiaulys. (2022). On the non-closure under convolution for strong subexponential distributions. Nonlinear Analysis Modelling and Control. 28. 1–19. 3 indexed citations

Konstantinides, Dimitrios G., Remigijus Leipus, & Jonas Šiaulys. (2022). A note on product-convolution for generalized subexponential distributions. Nonlinear Analysis Modelling and Control. 27. 1–14. 6 indexed citations

Leipus, Remigijus & Jonas Šiaulys. (2020). On a closure property of convolution equivalent class of distributions. Journal of Mathematical Analysis and Applications. 490(1). 124226–124226. 4 indexed citations

Leipus, Remigijus, et al.. (2017). CLOSURE PROPERTY AND TAIL PROBABILITY ASYMPTOTICS FOR RANDOMLY WEIGHTED SUMS OF DEPENDENT RANDOM VARIABLES WITH HEAVY TAILS. Journal of the Korean Mathematical Society. 54(6). 1879–1903. 2 indexed citations

10.

Leipus, Remigijus, et al.. (2016). Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data. Journal of Multivariate Analysis. 153. 121–135. 2 indexed citations

11.

Leipus, Remigijus, et al.. (2016). Weak max-sum equivalence for dependent heavy-tailed random variables. Lithuanian Mathematical Journal. 56(1). 49–59. 6 indexed citations

12.

Yang, Yang, Remigijus Leipus, & Jonas Šiaulys. (2012). On the ruin probability in a dependent discrete time risk model with insurance and financial risks. Journal of Computational and Applied Mathematics. 236(13). 3286–3295. 13 indexed citations

13.

Yang, Yang, Remigijus Leipus, & Jonas Šiaulys. (2012). Precise large deviations for compound random sums in the presence of dependence structures. Computers & Mathematics with Applications. 64(6). 2074–2083. 9 indexed citations

14.

Yang, Yang, et al.. (2011). Uniform estimates for the finite-time ruin probability in the dependent renewal risk model. Journal of Mathematical Analysis and Applications. 383(1). 215–225. 16 indexed citations

15.

Leipus, Remigijus, et al.. (2010). Asymptotic normality of the mixture density estimator in a disaggregation scheme. Journal of nonparametric statistics. 22(4). 425–442. 8 indexed citations

16.

Horváth, Lajos & Remigijus Leipus. (2008). Effect of aggregation on estimators in AR(1) sequence. Test. 18(3). 546–567. 5 indexed citations

17.

Leipus, Remigijus, et al.. (2008). Tail behavior of random sums under consistent variation with applications to the compound renewal risk model. Extremes. 11(3). 261–279. 31 indexed citations

18.

Leipus, Remigijus & Донатас Сургайлис. (2007). On Long-Range Dependence in Regenerative Processes Based on a General ON/OFF Scheme. Journal of Applied Probability. 44(2). 379–392.

19.

Giraitis, Liudas, Piotr Kokoszka, & Remigijus Leipus. (2001). Testing for long memory in the presence of a general trend. Journal of Applied Probability. 38(4). 1033–1054. 23 indexed citations

20.

Rich, Don R. & Remigijus Leipus. (1994). Financial Contracting in the Presence of Multiple Indenture Provisions: An Option Pricing Framework. SSRN Electronic Journal. 3 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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