Frédéric Abergel

63 papers and 1.3k indexed citations i.

About

Frédéric Abergel has authored 63 papers that have received a total of 1.3k indexed citations. This includes 34 papers in Finance, 29 papers in Economics and Econometrics and 14 papers in Applied Mathematics. The topics of these papers are Financial Risk and Volatility Modeling (25 papers), Complex Systems and Time Series Analysis (24 papers) and Stochastic processes and financial applications (19 papers). Frédéric Abergel is often cited by papers focused on Financial Risk and Volatility Modeling (25 papers), Complex Systems and Time Series Analysis (24 papers) and Stochastic processes and financial applications (19 papers) and collaborates with scholars based in France, United States and Australia. Frédéric Abergel's co-authors include Anirban Chakraborti, Bikas K. Chakrabarti, Hideaki Aoyama, Ioane Muni Toke and François Roueff and has published in prestigious journals such as Physica A Statistical Mechanics and its Applications, Archive for Rational Mechanics and Analysis and Journal of Differential Equations

In The Last Decade

Rankless by CCL
2025