José Manuel Corcuera

39 papers and 596 indexed citations i.

José Manuel Corcuera has authored 39 papers that have received a total of 596 indexed citations. This includes 30 papers in Finance, 15 papers in Economics and Econometrics and 5 papers in Management Science and Operations Research. The topics of these papers are Stochastic processes and financial applications (27 papers), Financial Risk and Volatility Modeling (18 papers) and Complex Systems and Time Series Analysis (9 papers). José Manuel Corcuera is often cited by papers focused on Stochastic processes and financial applications (27 papers), Financial Risk and Volatility Modeling (18 papers) and Complex Systems and Time Series Analysis (9 papers) and collaborates with scholars based in Spain, Belgium and Denmark. José Manuel Corcuera's co-authors include Wim Schoutens, Mark Podolskij, Ole E. Barndorff‐Nielsen, David Nualart and Paul Marriott and has published in prestigious journals such as The Annals of Statistics, Journal of Banking & Finance and Journal of Applied Probability.