Bas J. M. Werker

96 papers and 1.6k indexed citations i.

About

Bas J. M. Werker has authored 96 papers that have received a total of 1.6k indexed citations. This includes 67 papers in Finance, 34 papers in Statistics and Probability and 26 papers in Economics and Econometrics. The topics of these papers are Financial Risk and Volatility Modeling (36 papers), Stochastic processes and financial applications (31 papers) and Statistical Methods and Inference (30 papers). Bas J. M. Werker is often cited by papers focused on Financial Risk and Volatility Modeling (36 papers), Stochastic processes and financial applications (31 papers) and Statistical Methods and Inference (30 papers) and collaborates with scholars based in The Netherlands, Belgium and United States. Bas J. M. Werker's co-authors include Theo Nijman, Feike C. Drost, Èric Renault, Ralph S. J. Koijen and Marc Hallin and has published in prestigious journals such as The Journal of Finance, Journal of the American Statistical Association and Review of Financial Studies

In The Last Decade

Rankless by CCL
2025