Stefan R. Jaschke

556 total citations
21 papers, 338 citations indexed

About

Stefan R. Jaschke is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Stefan R. Jaschke has authored 21 papers receiving a total of 338 indexed citations (citations by other indexed papers that have themselves been cited), including 15 papers in Finance, 12 papers in Economics and Econometrics and 6 papers in General Economics, Econometrics and Finance. Recurrent topics in Stefan R. Jaschke's work include Stochastic processes and financial applications (8 papers), Financial Risk and Volatility Modeling (7 papers) and Monetary Policy and Economic Impact (6 papers). Stefan R. Jaschke is often cited by papers focused on Stochastic processes and financial applications (8 papers), Financial Risk and Volatility Modeling (7 papers) and Monetary Policy and Economic Impact (6 papers). Stefan R. Jaschke collaborates with scholars based in Germany, Italy and Sweden. Stefan R. Jaschke's co-authors include Uwe Küchler, Dominik Wied, Axel Bücher, Alexander Lindner, Pavel A. Stoimenov, Karl Friedrich Siburg, Claudia Klüppelberg, Gerhard Stahl, Wolfgang J. Runggaldier and Richard Stehle and has published in prestigious journals such as Journal of Econometrics, Computational Statistics & Data Analysis and Journal of Multivariate Analysis.

In The Last Decade

Stefan R. Jaschke

20 papers receiving 298 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Stefan R. Jaschke Germany	8	241	152	142	48	41	21	338
Rolf Poulsen Denmark	13	380 1.6×	59 0.4×	167 1.2×	73 1.5×	35 0.9×	43	465
Matthias R. Fengler Switzerland	12	469 1.9×	52 0.3×	167 1.2×	75 1.6×	33 0.8×	36	543
Thorsten Rheinländer United Kingdom	10	514 2.1×	186 1.2×	281 2.0×	62 1.3×	57 1.4×	28	629
Christian Menn Germany	6	220 0.9×	64 0.4×	146 1.0×	35 0.7×	32 0.8×	6	281
Romain Deguest France	6	268 1.1×	322 2.1×	192 1.4×	37 0.8×	52 1.3×	18	434
Silvia Mayoral Spain	8	109 0.5×	112 0.7×	83 0.6×	15 0.3×	39 1.0×	40	243
Lars Stentoft Canada	12	539 2.2×	83 0.5×	283 2.0×	94 2.0×	31 0.8×	66	638
Luisa Tibiletti Italy	9	271 1.1×	183 1.2×	180 1.3×	42 0.9×	39 1.0×	46	378
Almira Biglova Italy	6	300 1.2×	267 1.8×	160 1.1×	48 1.0×	22 0.5×	14	369
Valeri Zakamouline Norway	8	278 1.2×	130 0.9×	160 1.1×	30 0.6×	12 0.3×	17	341

Countries citing papers authored by Stefan R. Jaschke

Since Specialization

Citations

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

Fields of papers citing papers by Stefan R. Jaschke

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Stefan R. Jaschke. 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 Stefan R. Jaschke. The network helps show where Stefan R. Jaschke may publish in the future.

Co-authorship network of co-authors of Stefan R. Jaschke

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

All Works

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20 of 20 papers shown

Jaschke, Stefan R., et al.. (2024). A value driven framework for cybersecurity innovation in transportation and infrastructure. International Journal of Information Technology. 17(1). 321–331.

Jaschke, Stefan R.. (2014). Estimation of risk measures in energy portfolios using modern copula techniques. Computational Statistics & Data Analysis. 76. 359–376. 18 indexed citations

Nielsen, Susanne Balslev, et al.. (2012). Realizing Sustainability in Facilities Management: a pilot study at the Technical University of Denmark. 237–249. 4 indexed citations

Jaschke, Stefan R., Karl Friedrich Siburg, & Pavel A. Stoimenov. (2012). Modeling dependence of extreme events in energy markets using tail copulas. 5(4). 63–80. 7 indexed citations

Jaschke, Stefan R., Karl Friedrich Siburg, & Pavel A. Stoimenov. (2011). Modelling dependence of extreme events in energy markets using tail copulas. Technische Universität Dortmund Eldorado (Technische Universität Dortmund). 9 indexed citations

Jaschke, Stefan R., Gerhard Stahl, & Richard Stehle. (2007). Value-at-risk forecasts under scrutiny—the German experience. Quantitative Finance. 7(6). 621–636. 4 indexed citations

Jaschke, Stefan R., et al.. (2007). Consistent price systems for subfiltrations. ESAIM Probability and Statistics. 11. 35–39. 2 indexed citations

Stahl, Gerhard & Stefan R. Jaschke. (2005). Solvency II – Wer lacht zuletzt?. 2(4). 38–40. 1 indexed citations

Jaschke, Stefan R., et al.. (2004). A filtered no arbitrage model for term structures from noisy data. Stochastic Processes and their Applications. 115(3). 381–400. 5 indexed citations

10.

Stahl, Gerhard, et al.. (2004). VaR und gut. 1(5). 27–29. 1 indexed citations

11.

Jaschke, Stefan R., Claudia Klüppelberg, & Alexander Lindner. (2003). Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. Journal of Multivariate Analysis. 88(2). 252–273. 16 indexed citations

12.

Jaschke, Stefan R.. (2003). A note on the inhomogeneous linear stochastic differential equation. Insurance Mathematics and Economics. 32(3). 461–464. 12 indexed citations

13.

Jaschke, Stefan R., Gerhard Stahl, & Richard Stehle. (2003). Evaluating VaR Forecasts under Stress - The German Experience. SSRN Electronic Journal. 1 indexed citations

14.

Jaschke, Stefan R.. (2002). Quantile-VaR is the Wrong Measure to Quantify Market Risk for Regulatory Purposes. SSRN Electronic Journal. 6 indexed citations

15.

Jaschke, Stefan R.. (2002). The Cornish–Fisher expansion in the context of Delta–Gamma-normal approximations. The Journal of Risk. 4(4). 33–52. 81 indexed citations

16.

Jaschke, Stefan R. & Uwe Küchler. (2001). Coherent risk measures and good-deal bounds. Finance and Stochastics. 5(2). 181–200. 140 indexed citations

17.

Jaschke, Stefan R.. (2001). Quantile-VaR is the Wrong Measure to Quantify Market Risk for Regulatory Purposes. edoc Publication server (Humboldt University of Berlin). 5 indexed citations

18.

Jaschke, Stefan R., et al.. (2000). Arbitrage und die Gültigkeit des Barwertprinzips im Markt für Bundeswertpapiere. Schmalenbach Journal of Business Research. 52(5). 440–468. 1 indexed citations

19.

Jaschke, Stefan R.. (1998). Higher Order Forward Rate Agreements and the Smoothness of the Term Structure. SSRN Electronic Journal. 1 indexed citations

20.

Jaschke, Stefan R.. (1997). Arbitrage bounds for the term structure of interest rates. Finance and Stochastics. 2(1). 29–40. 2 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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