Tomáš Výrost

983 total citations
35 papers, 717 citations indexed

About

Tomáš Výrost is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Tomáš Výrost has authored 35 papers receiving a total of 717 indexed citations (citations by other indexed papers that have themselves been cited), including 31 papers in Economics and Econometrics, 21 papers in Finance and 9 papers in General Economics, Econometrics and Finance. Recurrent topics in Tomáš Výrost's work include Market Dynamics and Volatility (21 papers), Complex Systems and Time Series Analysis (14 papers) and Financial Risk and Volatility Modeling (12 papers). Tomáš Výrost is often cited by papers focused on Market Dynamics and Volatility (21 papers), Complex Systems and Time Series Analysis (14 papers) and Financial Risk and Volatility Modeling (12 papers). Tomáš Výrost collaborates with scholars based in Slovakia, Czechia and Norway. Tomáš Výrost's co-authors include Eduard Baumöhl, Štefan Lyócsa, Péter Molnár, Evžen Kočenda, Rabeh Khalfaoui, Suleman Sarwar, Syed Jawad Hussain Shahzad, Elie Bouri, Neda Todorova and Matúš Kubák and has published in prestigious journals such as Applied Energy, Physica A Statistical Mechanics and its Applications and International Journal of Forecasting.

In The Last Decade

Tomáš Výrost

30 papers receiving 682 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Tomáš Výrost Slovakia 12 604 331 85 72 71 35 717
Eduard Baumöhl Slovakia 16 860 1.4× 430 1.3× 133 1.6× 72 1.0× 73 1.0× 41 1.0k
Gabriele Tedeschi Italy 13 489 0.8× 380 1.1× 64 0.8× 55 0.8× 89 1.3× 33 614
Samet Günay Kuwait 16 842 1.4× 346 1.0× 147 1.7× 18 0.3× 61 0.9× 63 1.0k
Serafín Martínez-Jaramillo Mexico 14 821 1.4× 835 2.5× 83 1.0× 106 1.5× 70 1.0× 30 1.1k
Sónia R. Bentes Portugal 12 330 0.5× 214 0.6× 52 0.6× 51 0.7× 49 0.7× 30 396
Ahmed BenSaïda Tunisia 17 896 1.5× 521 1.6× 171 2.0× 76 1.1× 73 1.0× 33 983
Lei Lü Canada 12 233 0.4× 246 0.7× 34 0.4× 26 0.4× 24 0.3× 54 564
Edoardo Gaffeo Italy 17 915 1.5× 288 0.9× 380 4.5× 53 0.7× 106 1.5× 50 1.1k
Jan Jakub Szczygielski South Africa 12 427 0.7× 212 0.6× 50 0.6× 5 0.1× 44 0.6× 37 536
Miguel Vega France 5 525 0.9× 204 0.6× 25 0.3× 9 0.1× 45 0.6× 5 590

Countries citing papers authored by Tomáš Výrost

Since Specialization
Citations

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

Fields of papers citing papers by Tomáš Výrost

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Tomáš Výrost

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

All Works

20 of 20 papers shown
1.
Výrost, Tomáš, et al.. (2024). No shortfall of ES estimators: Insights from cryptocurrency portfolios. Finance research letters. 73. 106685–106685.
2.
Lyócsa, Štefan, et al.. (2024). Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. International Journal of Forecasting. 40(4). 1275–1301. 1 indexed citations
3.
Lyócsa, Štefan, et al.. (2022). The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande. Finance research letters. 49. 103154–103154. 6 indexed citations
4.
Lyócsa, Štefan, Eduard Baumöhl, & Tomáš Výrost. (2021). YOLO trading: Riding with the herd during the GameStop episode. Finance research letters. 46. 102359–102359. 46 indexed citations
5.
Lyócsa, Štefan, Neda Todorova, & Tomáš Výrost. (2020). Predicting risk in energy markets: Low-frequency data still matter. Applied Energy. 282. 116146–116146. 9 indexed citations
6.
Baumöhl, Eduard, et al.. (2020). From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks. Econstor (Econstor). 8 indexed citations
7.
Baumöhl, Eduard & Tomáš Výrost. (2020). Stablecoins as a crypto safe haven? Not all of them!. Econstor (Econstor). 10 indexed citations
8.
Lyócsa, Štefan, Eduard Baumöhl, Tomáš Výrost, & Péter Molnár. (2020). Fear of the coronavirus and the stock markets. Finance research letters. 36. 101735–101735. 175 indexed citations
9.
Baumöhl, Eduard, et al.. (2020). Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector. Econstor (Econstor). 3 indexed citations
10.
Lyócsa, Štefan, et al.. (2020). FX market volatility modelling: Can we use low-frequency data?. Finance research letters. 40. 101776–101776. 10 indexed citations
11.
Baumöhl, Eduard, Evžen Kočenda, Štefan Lyócsa, & Tomáš Výrost. (2017). Networks of volatility spillovers among stock markets. Physica A Statistical Mechanics and its Applications. 490. 1555–1574. 70 indexed citations
12.
Baumöhl, Eduard, Evžen Kočenda, Štefan Lyócsa, & Tomáš Výrost. (2017). Networks of Volatility Spillovers Among Stock Markets. SSRN Electronic Journal. 2 indexed citations
13.
Výrost, Tomáš, Štefan Lyócsa, & Eduard Baumöhl. (2015). Granger causality stock market networks: Temporal proximity and preferential attachment. Physica A Statistical Mechanics and its Applications. 427. 262–276. 85 indexed citations
14.
Lyócsa, Štefan, Eduard Baumöhl, & Tomáš Výrost. (2012). Stock returns and real activity: the dynamic conditional lagged correlation approach. MPRA Paper.
15.
Gazda, Vladimír, et al.. (2011). TRUST AND TRUSTWORTHINESS AS A BEHAVIOURAL SOCIAL NORM. 43(43). 242–265. 1 indexed citations
16.
Baumöhl, Eduard, Tomáš Výrost, & Štefan Lyócsa. (2011). Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework. MPRA Paper.
17.
Baumöhl, Eduard, Štefan Lyócsa, & Tomáš Výrost. (2011). Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets. Applied Economics Letters. 18(12). 1103–1109. 11 indexed citations
18.
Baumöhl, Eduard, Štefan Lyócsa, & Tomáš Výrost. (2011). Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group. Czech Journal of Economics and Finance. 61(6). 530–544. 3 indexed citations
19.
Baumöhl, Eduard & Tomáš Výrost. (2010). Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects. Czech Journal of Economics and Finance. 60(5). 414–425. 28 indexed citations
20.
Lyócsa, Štefan & Tomáš Výrost. (2009). Industry Classification: Review, Hurdles and Methodologies. SSRN Electronic Journal. 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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