Holger Rootzén

86 papers and 5.8k indexed citations i.

Holger Rootzén has authored 86 papers that have received a total of 5.8k indexed citations. This includes 39 papers in Finance, 27 papers in Statistics and Probability and 18 papers in Mathematical Physics. The topics of these papers are Financial Risk and Volatility Modeling (26 papers), Stochastic processes and financial applications (20 papers) and Stochastic processes and statistical mechanics (15 papers). Holger Rootzén is often cited by papers focused on Financial Risk and Volatility Modeling (26 papers), Stochastic processes and financial applications (20 papers) and Stochastic processes and statistical mechanics (15 papers) and collaborates with scholars based in Sweden, United States and Denmark. Holger Rootzén's co-authors include M. R. Leadbetter, Georg Lindgren, Sidney I. Resnick, Jonny Olsson and Nader Tajvidi and has published in prestigious journals such as Journal of the American Statistical Association, Technometrics and Acta Materialia.