Roel C. A. Oomen
- Finance top 1%
- Economics and Econometrics top 2%
- General Economics, Econometrics and Finance top 5%
- Management Science and Operations Research top 10%
- Statistics and Probability top 10%
- Co-authors
- Harry M. KatGeorge J. JiangJim E. GriffinNikolaus HautschKim ChristensenMark PodolskijJim GatheralDevraj Basu
- Topics
- Financial Risk and Volatility Modeling (24 papers)Financial Markets and Investment Strategies (21 papers)Complex Systems and Time Series Analysis (14 papers)
- Journals
- Journal of EconometricsJournal of Business and Economic StatisticsJournal of Applied Econometrics
- Partner nations
- United KingdomUnited StatesNetherlands
In The Last Decade
Roel C. A. Oomen
40 papers receiving 724 citations
Peers
Comparison fields: 5 of 42
- Finance 619
- Economics and Econometrics 523
- General Economics, Econometrics and Finance 182
- Management Science and Operations Research 59
- Statistics and Probability 42
Countries citing papers authored by Roel C. A. Oomen
This map shows the geographic impact of Roel C. A. Oomen'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 Roel C. A. Oomen with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Roel C. A. Oomen more than expected).
Fields of papers citing papers by Roel C. A. Oomen
This network shows the impact of papers produced by Roel C. A. Oomen. 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 Roel C. A. Oomen. The network helps show where Roel C. A. Oomen may publish in the future.
Co-authorship network of co-authors of Roel C. A. Oomen
This figure shows the co-authorship network connecting the top 25 collaborators of Roel C. A. Oomen. A scholar is included among the top collaborators of Roel C. A. Oomen 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 Roel C. A. Oomen. Roel C. A. Oomen is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 0 | |
| 2 | 2 | |
| 3 | 2 | |
| 4 | 9 | |
| 5 | 8 | |
| 6 | Realized mixed-frequency factor models for vast dimensional covariance estimation | 11 |
| 7 | 46 | |
| 8 | 5 | |
| 9 | 13 | |
| 10 | 86 | |
| 11 | 2 | |
| 12 | High Dimensional Covariance Forecasting for Short Intra-Day Horizons | 1 |
| 13 | 38 | |
| 14 | 58 | |
| 15 | What Every Investor Should Know About Commodities, Part I | 20 |
| 16 | Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time? | 3 |
| 17 | 108 | |
| 18 | Properties of Realized Variance Under Alternative Sampling Schemes | 7 |
| 19 | A New Test for Jumps in Asset Prices | 31 |
| 20 | Using High Frequency Data to Calculate, Model and Forecast Realized Volatility | 3 |
About Roel C. A. Oomen
Roel C. A. Oomen is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance, having authored 41 papers that have together received 757 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (24 papers), Financial Markets and Investment Strategies (21 papers) and Complex Systems and Time Series Analysis (14 papers). The work is most often cited by research in Finance (619 citations), General Economics, Econometrics and Finance (182 citations) and Economics and Econometrics (523 citations). Roel C. A. Oomen has collaborated with scholars based in United Kingdom, United States and Netherlands. Frequent co-authors include Harry M. Kat, George J. Jiang, Jim E. Griffin, Nikolaus Hautsch, Kim Christensen, Mark Podolskij, Jim Gatheral, Devraj Basu, Dick van Dijk and Martin Martens. Their work appears in journals such as Journal of Econometrics, Journal of Business and Economic Statistics and Journal of Applied Econometrics.
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.