Siem Jan Koopman
- Finance top 0.1%
- Economics and Econometrics top 0.1%
- General Economics, Econometrics and Finance top 0.2%
- Management Science and Operations Research top 0.5%
- Statistics and Probability top 0.5%
- Co-authors
- André LucasAndrew HarveyDrew CrealJ. DurbinNeil ShephardBorus JungbackerJurgen A. DoornikMarius Ooms
- Topics
- Financial Risk and Volatility Modeling (102 papers)Monetary Policy and Economic Impact (77 papers)Market Dynamics and Volatility (53 papers)
- Partner nations
- NetherlandsDenmarkUnited States
In The Last Decade
Siem Jan Koopman
230 papers receiving 6.8k citations
Hit Papers
Peers
Comparison fields: 5 of 143
- Finance 4.0k
- Economics and Econometrics 3.9k
- General Economics, Econometrics and Finance 2.3k
- Management Science and Operations Research 963
- Statistics and Probability 790
Countries citing papers authored by Siem Jan Koopman
This map shows the geographic impact of Siem Jan Koopman'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 Siem Jan Koopman with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Siem Jan Koopman more than expected).
Fields of papers citing papers by Siem Jan Koopman
This network shows the impact of papers produced by Siem Jan Koopman. 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 Siem Jan Koopman. The network helps show where Siem Jan Koopman may publish in the future.
Co-authorship network of co-authors of Siem Jan Koopman
This figure shows the co-authorship network connecting the top 25 collaborators of Siem Jan Koopman. A scholar is included among the top collaborators of Siem Jan Koopman 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 Siem Jan Koopman. Siem Jan Koopman is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 2 | |
| 2 | 9 | |
| 3 | 1 | |
| 4 | 12 | |
| 5 | A Forty Year Assessment of Forecasting the Boat Race | 1 |
| 6 | 1 | |
| 7 | 7 | |
| 8 | Structural Time Series Analyser, Modeller and Predictor: STAMP 8.2. | 126 |
| 9 | Statistical Algorithms for Models in State Space Form: SsfPack 3.0. | 42 |
| 10 | An Introduction to State Space Time Series Analysis | 160 |
| 11 | Credit Cycles and Macro Fundamentals | 12 |
| 12 | Periodic Seasonal REG-ARFIMA-GARCH Models for Daily Electricity Spot Prices | 9 |
| 13 | Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices | 1 |
| 14 | 53 | |
| 15 | Intervention time series analysis of crime rates: the impact of sentence reforms in Virginia | 1 |
| 16 | Testing the Assumptions Behind the Use of Importance Sampling | 7 |
| 17 | Kalman filtering and smoothing | 3 |
| 18 | 95 | |
| 19 | 50 | |
| 20 | Stamp 5.0 : structural time series analyser, modeller and predictor : tutorial guide | 14 |
About Siem Jan Koopman
Siem Jan Koopman is a scholar working on Finance, General Economics, Econometrics and Finance and Statistics and Probability, having authored 243 papers that have together received 7.4k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (102 papers), Monetary Policy and Economic Impact (77 papers) and Market Dynamics and Volatility (53 papers). The work is most often cited by research in Finance (4.0k citations), General Economics, Econometrics and Finance (2.3k citations) and Economics and Econometrics (3.9k citations). Siem Jan Koopman has collaborated with scholars based in Netherlands, Denmark and United States. Frequent co-authors include André Lucas, Andrew Harvey, Drew Creal, J. Durbin, Neil Shephard, Borus Jungbacker, Jurgen A. Doornik, Marius Ooms, Eugenie M. J. H. Hol and Bernd Schwaab. Their work appears in journals such as Nature Communications, Journal of the American Statistical Association and Journal of Climate.
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.