Донатас Сургайлис

112 papers and 2.1k indexed citations i.

About

Донатас Сургайлис has authored 112 papers that have received a total of 2.1k indexed citations. This includes 88 papers in Finance, 40 papers in Mathematical Physics and 37 papers in Economics and Econometrics. The topics of these papers are Financial Risk and Volatility Modeling (76 papers), Stochastic processes and financial applications (53 papers) and Complex Systems and Time Series Analysis (33 papers). Донатас Сургайлис is often cited by papers focused on Financial Risk and Volatility Modeling (76 papers), Stochastic processes and financial applications (53 papers) and Complex Systems and Time Series Analysis (33 papers) and collaborates with scholars based in Lithuania, France and Bulgaria. Донатас Сургайлис's co-authors include Liudas Giraitis, Hira L. Koul, Remigijus Leipus, Anne Philippe and Marie‐Claude Viano and has published in prestigious journals such as Journal of Econometrics, The Annals of Statistics and Communications in Mathematical Physics

In The Last Decade

Rankless by CCL
2025