Rolf Tschernig
- Economics and Econometrics top 10%
- Finance top 5%
- General Economics, Econometrics and Finance top 5%
- Statistics and Probability top 5%
- Management Science and Operations Research top 10%
- Co-authors
- Lijian YangPeter C. SchotmanGerard A. PfannTimo TeräsvirtaHarry HauptKlaus F. ZimmermannEnzo WeberPeter Eichhammer
- Topics
- Financial Risk and Volatility Modeling (7 papers)Monetary Policy and Economic Impact (7 papers)Market Dynamics and Volatility (3 papers)
- Journals
- Journal of EconometricsJournal of the Royal Statistical Society Series B (Statistical Methodology)Journal of Business and Economic Statistics
- Partner nations
- GermanyUnited StatesNetherlands
In The Last Decade
Rolf Tschernig
18 papers receiving 308 citations
Peers
Comparison fields: 5 of 64
- Economics and Econometrics 149
- Finance 134
- General Economics, Econometrics and Finance 98
- Statistics and Probability 76
- Management Science and Operations Research 47
Countries citing papers authored by Rolf Tschernig
This map shows the geographic impact of Rolf Tschernig'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 Rolf Tschernig with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Rolf Tschernig more than expected).
Fields of papers citing papers by Rolf Tschernig
This network shows the impact of papers produced by Rolf Tschernig. 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 Rolf Tschernig. The network helps show where Rolf Tschernig may publish in the future.
Co-authorship network of co-authors of Rolf Tschernig
This figure shows the co-authorship network connecting the top 25 collaborators of Rolf Tschernig. A scholar is included among the top collaborators of Rolf Tschernig 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 Rolf Tschernig. Rolf Tschernig is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 6 | |
| 2 | 2 | |
| 3 | 6 | |
| 4 | 20 | |
| 5 | 5 | |
| 6 | 16 | |
| 7 | 19 | |
| 8 | 1 | |
| 9 | 1 | |
| 10 | 33 | |
| 11 | Nonparametric Estimation of Generalized Impulse Response Functions | 1 |
| 12 | 55 | |
| 13 | 61 | |
| 14 | 77 | |
| 15 | Long Memory in Foreign Exchange Rates Revisited | 8 |
| 16 | 10 | |
| 17 | Costless Revelation of Private Information in a Duopoly | 1 |
| 18 | 11 |
About Rolf Tschernig
Rolf Tschernig is a scholar working on General Economics, Econometrics and Finance, Finance and Economics and Econometrics, having authored 18 papers that have together received 333 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (7 papers), Monetary Policy and Economic Impact (7 papers) and Market Dynamics and Volatility (3 papers). The work is most often cited by research in Finance (134 citations), General Economics, Econometrics and Finance (98 citations) and Statistics and Probability (76 citations). Rolf Tschernig has collaborated with scholars based in Germany, United States and Netherlands. Frequent co-authors include Lijian Yang, Peter C. Schotman, Gerard A. Pfann, Timo Teräsvirta, Harry Haupt, Klaus F. Zimmermann, Enzo Weber, Peter Eichhammer, Michaël Behr and Stefan Listl. Their work appears in journals such as Journal of Econometrics, Journal of the Royal Statistical Society Series B (Statistical Methodology) and Journal of Business and Economic Statistics.
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.