Robert Stelzer
Impact in
- Finance top 2%
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Statistics and Probability top 5%
- Statistical Methods and Inference
Papers in ⓘ
- Finance 28
- Stochastic processes and financial applications 21
- Financial Risk and Volatility Modeling 20
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- Statistical Distribution Estimation and Applications 6
- Random Matrices and Applications 5
- Co-authors
- Ole E. Barndorff–Nielsen (4 shared papers)Christian Pigorsch (2 shared papers)Tina Marquardt (1 shared paper)Johannes Muhle‐Karbe (1 shared paper)Eberhard Mayerhofer (1 shared paper)Martin Möser (3 shared papers)Víctor Pérez‐Abreu (1 shared paper)Eckhard Schlemm (1 shared paper)
- Journals
- Stochastic Processes and their Applications (5 papers)Advances in Applied Probability (3 papers)Bernoulli (2 papers)Journal of Multivariate Analysis (2 papers)SIAM Journal on Financial Mathematics (2 papers)
- Partner nations
- GermanyUnited KingdomAustria
In The Last Decade
Robert Stelzer
33 papers receiving 524 citations
Peers
Comparison fields: 5 of 58
- Finance 453
- Statistics and Probability 131
- Mathematical Physics 66
- Economics and Econometrics 193
- Management Science and Operations Research 86
Countries citing papers authored by Robert Stelzer
This map shows the geographic impact of Robert Stelzer'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 Stelzer with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Robert Stelzer more than expected).
Fields of papers citing papers by Robert Stelzer
This network shows the impact of papers produced by Robert Stelzer. 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 Stelzer. The network helps show where Robert Stelzer may publish in the future.
Co-authors
The 15 scholars most cited alongside Robert Stelzer, 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 33 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2005 | 55 | |
| 2 | 2006 | 51 | |
| 3 | 2011 | 49 | |
| 4 | 2012 | 43 | |
| 5 | 2010 | 42 | |
| 6 | 2011 | 40 | |
| 7 | Positive-definite matrix processes of finite variation | 2007 | 36 |
| 8 | 2009 | 30 | |
| 9 | A multivariate Ornstein-Uhlenbeck type stochastic volatility model | 2009 | 29 |
| 10 | 2009 | 27 | |
| 11 | 2015 | 18 | |
| 12 | 2011 | 17 | |
| 13 | 2014 | 14 | |
| 14 | 2010 | 14 | |
| 15 | 2012 | 13 | |
| 16 | 2008 | 13 | |
| 17 | 2007 | 12 | |
| 18 | 2011 | 11 | |
| 19 | 2013 | 8 | |
| 20 | 2019 | 7 |
About Robert Stelzer
Robert Stelzer is a scholar working on Finance, Statistics and Probability, Management Science and Operations Research, Economics and Econometrics and Mathematical Physics, having authored 33 papers that have together received 557 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (21 papers), Financial Risk and Volatility Modeling (20 papers), Probability and Risk Models (8 papers), Complex Systems and Time Series Analysis (7 papers), Statistical Distribution Estimation and Applications (6 papers), Random Matrices and Applications (5 papers), Stochastic processes and statistical mechanics (4 papers) and Risk and Portfolio Optimization (2 papers). The work is most often cited by research in Finance (453 citations), Statistics and Probability (131 citations), Mathematical Physics (66 citations), Economics and Econometrics (193 citations) and Management Science and Operations Research (86 citations). Robert Stelzer has collaborated with scholars based in Germany, United Kingdom and Austria. Frequent co-authors include Ole E. Barndorff–Nielsen, Christian Pigorsch, Tina Marquardt, Johannes Muhle‐Karbe, Eberhard Mayerhofer, Martin Möser, Víctor Pérez‐Abreu, Eckhard Schlemm, Almut E. D. Veraart and Mark Podolskij. Their work appears in journals such as Stochastic Processes and their Applications, Advances in Applied Probability, Bernoulli, Journal of Multivariate Analysis and SIAM Journal on Financial Mathematics.
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.