Robert Ferstl
Impact in
- Finance top 5%
- Financial Markets and Investment Strategies
- Banking stability, regulation, efficiency
- Stochastic processes and financial applications
- Economics and Econometrics top 5%
- Energy, Environment, Economic Growth
- Market Dynamics and Volatility
- Insurance and Financial Risk Management
Papers in
- Finance 8
- Stochastic processes and financial applications 5
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- Risk and Portfolio Optimization 3
- Auction Theory and Applications 2
- Co-authors
- Michael SigmundMaximilian WimmerSebastian UtzAlex WeissensteinerDavid S. SeresStefan BuehlerThomas ReiningerMartin Feldkircher
- Journals
- Quantitative Finance (1 paper)Journal of Statistical Software (1 paper)Economics Letters (1 paper)Austrian Journal of Statistics (1 paper)The Quarterly Review of Economics and Finance (1 paper)
- Partner nations
- AustriaGermanySwitzerland
In The Last Decade
Robert Ferstl
15 papers receiving 257 citations
Peers
Comparison fields: 5 of 61
- Finance 90
- Economics and Econometrics 172
- General Energy 5
- Accounting 54
- Management Science and Operations Research 50
Countries citing papers authored by Robert Ferstl
This map shows the geographic impact of Robert Ferstl'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 Robert Ferstl with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Robert Ferstl more than expected).
Fields of papers citing papers by Robert Ferstl
This network shows the impact of papers produced by Robert Ferstl. 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 Robert Ferstl. The network helps show where Robert Ferstl may publish in the future.
Co-authorship network
The 11 scholars most cited alongside Robert Ferstl, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2019 | 88 | |
| 2 | Panel Vector Autoregression in R with the Panelvar Package | 2017 | 4 |
| 3 | 2017 | 18 | |
| 4 | 2016 | 4 | |
| 5 | ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System | 2013 | 7 |
| 6 | 2012 | 51 | |
| 7 | Clustering Austrian Banks’ Business Models and Peer Groups in the European Banking Sector | 2012 | 7 |
| 8 | 2011 | 44 | |
| 9 | 2011 | 11 | |
| 10 | Zero Coupon Yield Curve Estimation with the Package Termstrc | 2010 | 5 |
| 11 | 2010 | 8 | |
| 12 | 2010 | 12 | |
| 13 | 2009 | 5 | |
| 14 | 2009 | 4 | |
| 15 | 2008 | 1 | |
| 16 | 2008 | 0 |
About Robert Ferstl
Robert Ferstl is a scholar working on Finance, Management Science and Operations Research, General Economics, Econometrics and Finance, Economics and Econometrics and Marketing, having authored 16 papers that have together received 269 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (5 papers), Spatial and Panel Data Analysis (4 papers), Risk and Portfolio Optimization (3 papers), Monetary Policy and Economic Impact (3 papers), Energy, Environment, Economic Growth (2 papers), Nuclear reactor physics and engineering (2 papers), Market Dynamics and Volatility (2 papers) and Auction Theory and Applications (2 papers). The work is most often cited by research in Finance (90 citations), Economics and Econometrics (172 citations), General Energy (5 citations), Accounting (54 citations) and Management Science and Operations Research (50 citations). Robert Ferstl has collaborated with scholars based in Austria, Germany and Switzerland. Frequent co-authors include Michael Sigmund, Maximilian Wimmer, Sebastian Utz, Alex Weissensteiner, David S. Seres, Stefan Buehler, Thomas Reininger, Martin Feldkircher, Stefan W. Schmitz and Claus Puhr. Their work appears in journals such as Quantitative Finance, Journal of Statistical Software, Economics Letters, Austrian Journal of Statistics and The Quarterly Review of Economics and 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.