Scholarly Index

Financial Risk and Volatility Modeling

Lifetime World Top1000 Scholar ranking for Financial Risk and Volatility Modeling.

World rank	Scholar	Impact score	Total citations	Total publications
1	Robert F. Engle	99.98	121,746	282
2	Peter C.B. Phillips	99.93	67,652	600
3	Francis X. Diebold	99.92	55,163	261
4	Tim Bollerslev	99.88	71,028	102
5	Ole E. Barndorff–Nielsen	99.82	28,075	268
6	Éric Ghysels	99.77	18,066	295
7	Michael McAleer	99.77	17,137	769
8	Campbell R. Harvey	99.77	75,497	366
9	Clive W. J. Granger	99.75	85,900	305
10	Rangan Gupta	99.72	29,009	837
11	Elie Bouri	99.72	25,608	378
12	H. Eugene Stanley	99.71	181,489	1,512
13	Didier Sornette	99.71	34,115	942
14	Peter M. Robinson	99.69	20,321	290
15	Wolfgang Karl Härdle	99.67	16,955	725
16	Geert Bekaert	99.66	36,280	216
17	Murad S. Taqqu	99.65	25,413	260
18	Yacine Aı̈t-Sahalia	99.63	14,728	122
19	Jianqing Fan	99.62	49,537	392
20	Torben G. Andersen	99.62	28,924	136
21	Allan Timmermann	99.61	21,811	234
22	Philip Hans Franses	99.60	15,424	672
23	Donald W. K. Andrews	99.60	35,721	155
24	Neil Shephard	99.59	21,723	141
25	Siem Jan Koopman	99.57	11,370	296
26	Shawkat Hammoudeh	99.56	20,837	323
27	Ruey S. Tsay	99.55	11,433	185
28	Turan G. Bali	99.52	12,237	208
29	Christian Genest	99.52	15,751	220
30	Peter Christoffersen	99.51	11,775	169
31	Saralees Nadarajah	99.50	16,887	1,203
32	Dilip B. Madan	99.48	19,836	408
33	Andrew J. Patton	99.48	10,843	114
34	Lajos Horváth	99.46	9,274	282
35	Peter Carr	99.46	17,694	181
36	Paul Embrechts	99.44	9,796	216
37	Jonathan A. Tawn	99.44	12,405	163
38	Laurens de Haan	99.43	10,973	183
39	Brian M. Lucey	99.41	25,230	557
40	Sidney I. Resnick	99.41	10,150	206
41	Harry Joe	99.40	15,469	170
42	Søren Johansen	99.37	56,483	210
43	George Tauchen	99.35	16,396	123
44	Bruce E. Hansen	99.35	34,722	102
45	Christian Hafner	99.34	8,217	262
46	Walid Mensi	99.34	11,601	218
47	Richard T. Baillie	99.34	15,409	119
48	Wei‐Xing Zhou	99.33	12,801	299
49	Andrew Harvey	99.33	21,586	198
50	Aviral Kumar Tiwari	99.30	23,040	610