Scholarly Index

Market Dynamics and Volatility

Lifetime World Top1000 Scholar ranking for Market Dynamics and Volatility.

World rank	Scholar	Impact score	Total citations	Total publications
1	Elie Bouri	99.96	25,608	378
2	Robert F. Engle	99.94	121,746	282
3	Paresh Kumar Narayan	99.94	30,683	603
4	Shawkat Hammoudeh	99.92	20,837	323
5	Rangan Gupta	99.92	29,009	837
6	Chien‐Chiang Lee	99.91	38,090	592
7	Lutz Kilian	99.91	24,869	231
8	Aviral Kumar Tiwari	99.91	23,040	610
9	Brian M. Lucey	99.91	25,230	557
10	Qiang Ji	99.89	22,032	306
11	Muhammad Shahbaz	99.87	57,573	610
12	Francis X. Diebold	99.86	55,163	261
13	Clive W. J. Granger	99.83	85,900	305
14	Walid Mensi	99.83	11,601	218
15	M. Hashem Pesaran	99.82	128,830	522
16	Boqiang Lin	99.82	54,516	952
17	Nicholas Apergis	99.80	26,290	525
18	Tim Bollerslev	99.80	71,028	102
19	Syed Jawad Hussain Shahzad	99.79	15,314	247
20	Peter C.B. Phillips	99.79	67,652	600
21	James H. Stock	99.79	59,023	226
22	Geert Bekaert	99.78	36,280	216
23	Michael McAleer	99.78	17,137	769
24	Campbell R. Harvey	99.77	75,497	366
25	Chi‐Wei Su	99.76	14,882	423
26	Duc Khuong Nguyen	99.76	15,679	250
27	Xuan Vinh Vo	99.75	16,080	349
28	Mohsen Bahmani‐Óskooee	99.73	16,739	556
29	Muhammad Abubakr Naeem	99.72	11,632	236
30	Dayong Zhang	99.70	16,544	224
31	Mehmet Balcılar	99.69	11,340	285
32	Shouyang Wang	99.69	37,826	1,095
33	James D. Hamilton	99.69	45,524	155
34	Russell Smyth	99.68	24,388	622
35	Perry Sadorsky	99.68	22,480	112
36	Xiaojie Xu	99.67	13,814	204
37	Gazi Salah Uddin	99.67	10,964	271
38	Éric Ghysels	99.66	18,066	295
39	David Roubaud	99.64	22,528	179
40	Sang Hoon Kang	99.64	8,691	225
41	Muhammad Umar	99.62	19,500	263
42	Yudong Wang	99.61	8,893	209
43	Feng Ma	99.60	8,103	174
44	Mark P. Taylor	99.59	21,780	426
45	Juan C. Reboredo	99.59	9,260	95
46	Philip Hans Franses	99.58	15,424	672
47	Yin‐Wong Cheung	99.58	13,052	231
48	Yu Wei	99.57	9,983	175
49	Didier Sornette	99.57	34,115	942
50	David F. Hendry	99.57	23,994	308