Siegfried Hörmann
- Finance top 1%
- Statistics and Probability top 1%
- Economics and Econometrics top 2%
- Management Science and Operations Research top 5%
- Environmental Engineering top 10%
- Co-authors
- Piotr KokoszkaAlexander AueLajos HorváthŁukasz KidzińskiMarc HallinErnst StadloberI. BerkésRon Reeder
- Topics
- Financial Risk and Volatility Modeling (17 papers)Statistical Methods and Inference (15 papers)Stochastic processes and financial applications (12 papers)
- Partner nations
- United StatesAustriaBelgium
In The Last Decade
Siegfried Hörmann
40 papers receiving 1.1k citations
Peers
Comparison fields: 5 of 77
- Finance 494
- Statistics and Probability 405
- Economics and Econometrics 388
- Management Science and Operations Research 173
- Environmental Engineering 143
Countries citing papers authored by Siegfried Hörmann
This map shows the geographic impact of Siegfried Hörmann'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 Siegfried Hörmann with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Siegfried Hörmann more than expected).
Fields of papers citing papers by Siegfried Hörmann
This network shows the impact of papers produced by Siegfried Hörmann. 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 Siegfried Hörmann. The network helps show where Siegfried Hörmann may publish in the future.
Co-authorship network of co-authors of Siegfried Hörmann
This figure shows the co-authorship network connecting the top 25 collaborators of Siegfried Hörmann. A scholar is included among the top collaborators of Siegfried Hörmann 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 Siegfried Hörmann. Siegfried Hörmann 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 | 0 | |
| 3 | 1 | |
| 4 | 21 | |
| 5 | 6 | |
| 6 | 113 | |
| 7 | 129 | |
| 8 | 15 | |
| 9 | 1 | |
| 10 | A sequential procedure to detect changes in the beta for the functional CAPM model | 1 |
| 11 | 6 | |
| 12 | 44 | |
| 13 | 24 | |
| 14 | Berry-Esseen bounds for econometric time series | 10 |
| 15 | 1 | |
| 16 | 35 | |
| 17 | 17 | |
| 18 | 9 | |
| 19 | 17 | |
| 20 | A note on the almost sure convergence of central order statistics | 9 |
About Siegfried Hörmann
Siegfried Hörmann is a scholar working on Finance, Statistics and Probability and Management Science and Operations Research, having authored 42 papers that have together received 1.1k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (17 papers), Statistical Methods and Inference (15 papers) and Stochastic processes and financial applications (12 papers). The work is most often cited by research in Statistics and Probability (405 citations), Finance (494 citations) and General Economics, Econometrics and Finance (127 citations). Siegfried Hörmann has collaborated with scholars based in United States, Austria and Belgium. Frequent co-authors include Piotr Kokoszka, Alexander Aue, Lajos Horváth, Łukasz Kidziński, Marc Hallin, Ernst Stadlober, I. Berkés, Ron Reeder, Marie Hušková and Yves Dominicy. Their work appears in journals such as Journal of the American Statistical Association, Econometrica and Atmospheric Environment.
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.