Silja Kinnebrock

533 total citations
5 papers, 208 citations indexed

About

Silja Kinnebrock is a scholar working on Finance, Economics and Econometrics and Mathematical Physics. According to data from OpenAlex, Silja Kinnebrock has authored 5 papers receiving a total of 208 indexed citations (citations by other indexed papers that have themselves been cited), including 5 papers in Finance, 2 papers in Economics and Econometrics and 1 paper in Mathematical Physics. Recurrent topics in Silja Kinnebrock's work include Financial Risk and Volatility Modeling (5 papers), Complex Systems and Time Series Analysis (2 papers) and Stochastic processes and financial applications (2 papers). Silja Kinnebrock is often cited by papers focused on Financial Risk and Volatility Modeling (5 papers), Complex Systems and Time Series Analysis (2 papers) and Stochastic processes and financial applications (2 papers). Silja Kinnebrock collaborates with scholars based in United Kingdom, Denmark and Switzerland. Silja Kinnebrock's co-authors include Neil Shephard, Ole E. Barndorff–Nielsen, Mark Podolskij and Kim Christensen and has published in prestigious journals such as Journal of Econometrics, Stochastic Processes and their Applications and Oxford University Research Archive (ORA) (University of Oxford).

In The Last Decade

Silja Kinnebrock

5 papers receiving 201 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Silja Kinnebrock United Kingdom	4	168	149	51	19	16	5	208
Eduardo Rossi Italy	9	171 1.0×	179 1.2×	74 1.5×	32 1.7×	23 1.4×	26	242
Paolo Santucci de Magistris Italy	11	163 1.0×	151 1.0×	59 1.2×	29 1.5×	15 0.9×	33	225
Michalis P. Stamatogiannis United Kingdom	6	149 0.9×	159 1.1×	123 2.4×	37 1.9×	23 1.4×	12	239
Cathy Ning Canada	7	238 1.4×	259 1.7×	90 1.8×	23 1.2×	9 0.6×	11	293
Evarist Stoja United Kingdom	9	204 1.2×	200 1.3×	73 1.4×	52 2.7×	6 0.4×	36	279
Tony Yates United Kingdom	8	97 0.6×	170 1.1×	183 3.6×	15 0.8×	21 1.3×	16	250
Natalia Sizova United States	7	242 1.4×	177 1.2×	79 1.5×	31 1.6×	10 0.6×	13	273
Trino‐Manuel Ñíguez United Kingdom	10	215 1.3×	232 1.6×	113 2.2×	41 2.2×	12 0.8×	27	317
Chrismin Tang Australia	6	194 1.2×	204 1.4×	77 1.5×	12 0.6×	4 0.3×	10	253
Giuseppe Storti Italy	9	157 0.9×	164 1.1×	61 1.2×	67 3.5×	22 1.4×	30	237

Countries citing papers authored by Silja Kinnebrock

Since Specialization

Citations

This map shows the geographic impact of Silja Kinnebrock'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 Silja Kinnebrock with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Silja Kinnebrock more than expected).

Fields of papers citing papers by Silja Kinnebrock

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Silja Kinnebrock. 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 Silja Kinnebrock. The network helps show where Silja Kinnebrock may publish in the future.

Co-authorship network of co-authors of Silja Kinnebrock

This figure shows the co-authorship network connecting the top 25 collaborators of Silja Kinnebrock. A scholar is included among the top collaborators of Silja Kinnebrock 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 Silja Kinnebrock. Silja Kinnebrock is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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5 of 5 papers shown

1.

Christensen, Kim, Silja Kinnebrock, & Mark Podolskij. (2010). Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data. Journal of Econometrics. 159(1). 116–133. 27 indexed citations

2.

Barndorff–Nielsen, Ole E., Silja Kinnebrock, & Neil Shephard. (2008). Measuring downside risk - realised semivariance. Oxford University Research Archive (ORA) (University of Oxford). 2 indexed citations

3.

Kinnebrock, Silja & Mark Podolskij. (2008). An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models. SSRN Electronic Journal. 5 indexed citations

4.

Barndorff–Nielsen, Ole E., Silja Kinnebrock, & Neil Shephard. (2008). Measuring Downside Risk - Realised Semivariance. SSRN Electronic Journal. 132 indexed citations

5.

Kinnebrock, Silja & Mark Podolskij. (2007). A note on the central limit theorem for bipower variation of general functions. Stochastic Processes and their Applications. 118(6). 1056–1070. 42 indexed citations

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.

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