Yasuhiro Omori
- Statistics and Probability top 0.05%
- Statistics, Probability and Uncertainty top 0.1%
- Finance top 0.5%
- Economics and Econometrics top 1%
- Artificial Intelligence top 1%
- Co-authors
- S. KotzNorman L. JohnsonN. BalakrishnanJouchi NakajimaNeil ShephardSiddhartha ChibToshiaki WatanabeRichard A. Johnson
- Topics
- Financial Risk and Volatility Modeling (24 papers)Stochastic processes and financial applications (12 papers)Insurance, Mortality, Demography, Risk Management (9 papers)
- Partner nations
- JapanUnited StatesAustralia
In The Last Decade
Yasuhiro Omori
37 papers receiving 6.1k citations
Hit Papers
Peers
Comparison fields: 5 of 204
- Statistics and Probability 2.6k
- Statistics, Probability and Uncertainty 1.4k
- Finance 1.1k
- Economics and Econometrics 971
- Artificial Intelligence 910
Countries citing papers authored by Yasuhiro Omori
This map shows the geographic impact of Yasuhiro Omori'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 Yasuhiro Omori with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Yasuhiro Omori more than expected).
Fields of papers citing papers by Yasuhiro Omori
This network shows the impact of papers produced by Yasuhiro Omori. 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 Yasuhiro Omori. The network helps show where Yasuhiro Omori may publish in the future.
Co-authorship network of co-authors of Yasuhiro Omori
This figure shows the co-authorship network connecting the top 25 collaborators of Yasuhiro Omori. A scholar is included among the top collaborators of Yasuhiro Omori 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 Yasuhiro Omori. Yasuhiro Omori is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 0 | |
| 2 | 3 | |
| 3 | 0 | |
| 4 | 1 | |
| 5 | 8 | |
| 6 | 7 | |
| 7 | 7 | |
| 8 | 2 | |
| 9 | 0 | |
| 10 | 13 | |
| 11 | 4 | |
| 12 | 0 | |
| 13 | Block Sampler and Posterior Mode Estimation for A Nonlinear and Non-Gaussian State-Space Model with Correlated Errors | 2 |
| 14 | Leverage, heavy-tails and correlated jumps in stochastic volatility models | 1 |
| 15 | 6 | |
| 16 | 0 | |
| 17 | Stochastic Volatility with Leverage: Fast Likelihood Inference | 11 |
| 18 | 1 | |
| 19 | 2 | |
| 20 | 18 |
About Yasuhiro Omori
Yasuhiro Omori is a scholar working on Finance, Statistics and Probability and Demography, having authored 43 papers that have together received 6.6k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (24 papers), Stochastic processes and financial applications (12 papers) and Insurance, Mortality, Demography, Risk Management (9 papers). The work is most often cited by research in Statistics and Probability (2.6k citations), Statistics, Probability and Uncertainty (1.4k citations) and Finance (1.1k citations). Yasuhiro Omori has collaborated with scholars based in Japan, United States and Australia. Frequent co-authors include S. Kotz, Norman L. Johnson, N. Balakrishnan, Jouchi Nakajima, Neil Shephard, Siddhartha Chib, Toshiaki Watanabe, Richard A. Johnson, Akira Hibiki and Zhengjun Zhang. Their work appears in journals such as Journal of the American Statistical Association, Biometrika and Journal of Econometrics.
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.