Marc Hoffmann

55 papers and 1.2k indexed citations i.

Marc Hoffmann has authored 55 papers that have received a total of 1.2k indexed citations. This includes 21 papers in Finance, 18 papers in Statistics and Probability and 11 papers in Economics and Econometrics. The topics of these papers are Stochastic processes and financial applications (19 papers), Statistical Methods and Inference (14 papers) and Financial Risk and Volatility Modeling (14 papers). Marc Hoffmann is often cited by papers focused on Stochastic processes and financial applications (19 papers), Statistical Methods and Inference (14 papers) and Financial Risk and Volatility Modeling (14 papers) and collaborates with scholars based in France, Germany and United States. Marc Hoffmann's co-authors include Markus Reiß, Sylvain Delattre, Arnaud Gloter, Marie Doumic and Emmanuel Bacry and has published in prestigious journals such as The Annals of Statistics, SIAM Journal on Numerical Analysis and IEEE Transactions on Vehicular Technology.