Holger Drees

42 papers and 1.2k indexed citations i.

About

Holger Drees has authored 42 papers that have received a total of 1.2k indexed citations. This includes 32 papers in Finance, 23 papers in Statistics and Probability and 10 papers in Economics and Econometrics. The topics of these papers are Financial Risk and Volatility Modeling (31 papers), Statistical Methods and Inference (14 papers) and Statistical Distribution Estimation and Applications (11 papers). Holger Drees is often cited by papers focused on Financial Risk and Volatility Modeling (31 papers), Statistical Methods and Inference (14 papers) and Statistical Distribution Estimation and Applications (11 papers) and collaborates with scholars based in Germany, The Netherlands and United States. Holger Drees's co-authors include Laurens de Haan, Ana Ferreira, Deyuan Li, Holger Rootzén and Johan Segers and has published in prestigious journals such as Journal of Econometrics, The Annals of Statistics and Journal of Multivariate Analysis

In The Last Decade

Rankless by CCL
2025