Roman Liesenfeld
- Finance top 1%
- Economics and Econometrics top 2%
- Statistics and Probability top 2%
- General Economics, Econometrics and Finance top 5%
- Management Science and Operations Research top 5%
- Co-authors
- Jean‐François RichardRobert C. JungVasyl GolosnoyIngmar NolteWinfried PohlmeierDavid N. DeJongRobert C. YoungGuilherme V. Moura
- Topics
- Financial Risk and Volatility Modeling (26 papers)Monetary Policy and Economic Impact (14 papers)Market Dynamics and Volatility (13 papers)
- Journals
- The Review of Economics and StatisticsJournal of EconometricsThe Review of Economic Studies
- Partner nations
- GermanyUnited StatesNorway
In The Last Decade
Roman Liesenfeld
45 papers receiving 895 citations
Peers
Comparison fields: 5 of 79
- Finance 706
- Economics and Econometrics 520
- Statistics and Probability 232
- General Economics, Econometrics and Finance 205
- Management Science and Operations Research 113
Countries citing papers authored by Roman Liesenfeld
This map shows the geographic impact of Roman Liesenfeld'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 Roman Liesenfeld with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Roman Liesenfeld more than expected).
Fields of papers citing papers by Roman Liesenfeld
This network shows the impact of papers produced by Roman Liesenfeld. 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 Roman Liesenfeld. The network helps show where Roman Liesenfeld may publish in the future.
Co-authorship network of co-authors of Roman Liesenfeld
This figure shows the co-authorship network connecting the top 25 collaborators of Roman Liesenfeld. A scholar is included among the top collaborators of Roman Liesenfeld 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 Roman Liesenfeld. Roman Liesenfeld is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 1 | |
| 2 | 4 | |
| 3 | 13 | |
| 4 | 2 | |
| 5 | 40 | |
| 6 | 18 | |
| 7 | 0 | |
| 8 | 6 | |
| 9 | 40 | |
| 10 | 15 | |
| 11 | 2 | |
| 12 | 3 | |
| 13 | 48 | |
| 14 | 169 | |
| 15 | 7 | |
| 16 | Univariate and Multivariate Stochastic Volatility Models: Estimation and Diagnostics | 12 |
| 17 | 1 | |
| 18 | Trading Volume and the Short and Long-run Components of Volatility | 4 |
| 19 | 23 | |
| 20 | 3 |
About Roman Liesenfeld
Roman Liesenfeld is a scholar working on Finance, General Economics, Econometrics and Finance and Statistics and Probability, having authored 48 papers that have together received 948 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (26 papers), Monetary Policy and Economic Impact (14 papers) and Market Dynamics and Volatility (13 papers). The work is most often cited by research in Finance (706 citations), Statistics and Probability (232 citations) and General Economics, Econometrics and Finance (205 citations). Roman Liesenfeld has collaborated with scholars based in Germany, United States and Norway. Frequent co-authors include Jean‐François Richard, Robert C. Jung, Vasyl Golosnoy, Ingmar Nolte, Winfried Pohlmeier, David N. DeJong, Robert C. Young, Guilherme V. Moura, Fabian Krüger and Christian Aßmann. Their work appears in journals such as The Review of Economics and Statistics, Journal of Econometrics and The Review of Economic Studies.
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.