Damir Filipović

122 papers and 3.5k indexed citations i.

About

Damir Filipović has authored 122 papers that have received a total of 3.5k indexed citations. This includes 97 papers in Finance, 30 papers in Management Science and Operations Research and 25 papers in Economics and Econometrics. The topics of these papers are Stochastic processes and financial applications (87 papers), Financial Risk and Volatility Modeling (31 papers) and Credit Risk and Financial Regulations (25 papers). Damir Filipović is often cited by papers focused on Stochastic processes and financial applications (87 papers), Financial Risk and Volatility Modeling (31 papers) and Credit Risk and Financial Regulations (25 papers) and collaborates with scholars based in Switzerland, United States and Austria. Damir Filipović's co-authors include Josef Teichmann, Michael Kupper, Patrick Cheridito, Eberhard Mayerhofer and Martin Larsson and has published in prestigious journals such as The Journal of Finance, Journal of the American Statistical Association and Journal of Financial Economics

In The Last Decade

Rankless by CCL
2025