Simon H. Babbs

475 total citations
12 papers, 265 citations indexed

About

Simon H. Babbs is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Simon H. Babbs has authored 12 papers receiving a total of 265 indexed citations (citations by other indexed papers that have themselves been cited), including 11 papers in Finance, 9 papers in Economics and Econometrics and 4 papers in General Economics, Econometrics and Finance. Recurrent topics in Simon H. Babbs's work include Stochastic processes and financial applications (7 papers), Financial Risk and Volatility Modeling (5 papers) and Economic theories and models (5 papers). Simon H. Babbs is often cited by papers focused on Stochastic processes and financial applications (7 papers), Financial Risk and Volatility Modeling (5 papers) and Economic theories and models (5 papers). Simon H. Babbs collaborates with scholars based in United Kingdom, United States and Australia. Simon H. Babbs's co-authors include K. Ben Nowman, Nick Webber, M. J. Selby and Michael Selby and has published in prestigious journals such as Journal of Financial and Quantitative Analysis, Journal of Economic Dynamics and Control and Mathematical Finance.

In The Last Decade

Simon H. Babbs

11 papers receiving 228 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Simon H. Babbs United Kingdom	7	250	102	77	28	24	12	265
David Jamieson Bolder Canada	8	203 0.8×	113 1.1×	67 0.9×	10 0.4×	20 0.8×	16	232
Paolo Porchia Switzerland	6	312 1.2×	50 0.5×	200 2.6×	25 0.9×	28 1.2×	10	347
Sanjay K. Nawalkha United States	12	319 1.3×	63 0.6×	113 1.5×	53 1.9×	42 1.8×	55	359
Allan M. Malz United States	8	368 1.5×	141 1.4×	164 2.1×	22 0.8×	15 0.6×	19	411
Ken Nyholm Germany	10	297 1.2×	134 1.3×	164 2.1×	17 0.6×	21 0.9×	29	362
Oh Kang Kwon Australia	8	151 0.6×	34 0.3×	61 0.8×	19 0.7×	35 1.5×	31	208
Antonio Roma Italy	8	282 1.1×	85 0.8×	161 2.1×	30 1.1×	14 0.6×	13	324
Ronald C. Heynen United States	7	369 1.5×	67 0.7×	184 2.4×	19 0.7×	24 1.0×	9	396
Uwe Wystup Germany	10	223 0.9×	33 0.3×	87 1.1×	42 1.5×	9 0.4×	20	249
Nicolas Papageorgiou Canada	10	239 1.0×	43 0.4×	151 2.0×	19 0.7×	39 1.6×	38	279

Countries citing papers authored by Simon H. Babbs

Since Specialization

Citations

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

Fields of papers citing papers by Simon H. Babbs

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Simon H. Babbs. 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 Simon H. Babbs. The network helps show where Simon H. Babbs may publish in the future.

Co-authorship network of co-authors of Simon H. Babbs

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

All Works

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12 of 12 papers shown

1.

Babbs, Simon H., et al.. (2010). Modelling Overnight and Daytime Returns Using a Multivariate GARCH-Copula Model. SSRN Electronic Journal. 1 indexed citations

2.

Babbs, Simon H., et al.. (2010). Modelling Overnight and Daytime Returns Using a Multivariate Garch-Copula Model. SSRN Electronic Journal. 3 indexed citations

3.

Babbs, Simon H.. (2002). Conditional Gaussian models of the term structure of interest rates. Finance and Stochastics. 6(3). 333–353. 1 indexed citations

4.

Babbs, Simon H.. (2000). Binomial valuation of lookback options. Journal of Economic Dynamics and Control. 24(11-12). 1499–1525. 33 indexed citations

5.

Babbs, Simon H. & K. Ben Nowman. (1999). Kalman Filtering of Generalized Vasicek Term Structure Models. Journal of Financial and Quantitative Analysis. 34(1). 115–115. 154 indexed citations

6.

Babbs, Simon H. & Nick Webber. (1998). A Theory of the Term Structure with an Official Short Rate. SSRN Electronic Journal. 14 indexed citations

7.

Nowman, K. Ben & Simon H. Babbs. (1998). Kalman Filtering of Generalized Vasicek Term Structure Models. SSRN Electronic Journal. 20 indexed citations

8.

Babbs, Simon H. & K. Ben Nowman. (1998). An application of generalized Vasicek term structure models to the UK gilt-edged market: a Kalman filtering analysis. Applied Financial Economics. 8(6). 637–644. 11 indexed citations

9.

Babbs, Simon H. & Michael Selby. (1998). Pricing by Arbitrage Under Arbitrary Information. Mathematical Finance. 8(2). 163–168. 3 indexed citations

10.

Babbs, Simon H. & K. Ben Nowman. (1998). Econometric Analysis of a Continuous Time Multi-Factor Generalized Vasicek Term Structure Model: International Evidence. Asia-Pacific Financial Markets. 5(2). 159–183. 12 indexed citations

11.

Babbs, Simon H. & Nick Webber. (1995). Term Structure Modelling Under Alternative Official Regimes. SSRN Electronic Journal. 9 indexed citations

12.

Babbs, Simon H. & M. J. Selby. (1993). Pricing by arbitrage in incomplete markets. 4 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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