Laurens de Haan

157 papers and 7.9k indexed citations i.

About

Laurens de Haan has authored 157 papers that have received a total of 7.9k indexed citations. This includes 105 papers in Finance, 53 papers in Statistics and Probability and 35 papers in Management Science and Operations Research. The topics of these papers are Financial Risk and Volatility Modeling (89 papers), Stochastic processes and financial applications (40 papers) and Probability and Risk Models (30 papers). Laurens de Haan is often cited by papers focused on Financial Risk and Volatility Modeling (89 papers), Stochastic processes and financial applications (40 papers) and Probability and Risk Models (30 papers) and collaborates with scholars based in The Netherlands, Portugal and United States. Laurens de Haan's co-authors include Sidney I. Resnick, J.H.J. Einmahl, Ana Ferreira, Chen Zhou and A. A. Balkema and has published in prestigious journals such as Angewandte Chemie International Edition, Journal of the American Statistical Association and Technometrics

In The Last Decade

Rankless by CCL
2025