Paul Embrechts

164 papers and 9.2k indexed citations i.

About

Paul Embrechts has authored 164 papers that have received a total of 9.2k indexed citations. This includes 86 papers in Finance, 67 papers in Management Science and Operations Research and 52 papers in Economics and Econometrics. The topics of these papers are Financial Risk and Volatility Modeling (62 papers), Probability and Risk Models (43 papers) and Stochastic processes and financial applications (32 papers). Paul Embrechts is often cited by papers focused on Financial Risk and Volatility Modeling (62 papers), Probability and Risk Models (43 papers) and Stochastic processes and financial applications (32 papers) and collaborates with scholars based in Switzerland, United Kingdom and Canada. Paul Embrechts's co-authors include Giovanni Puccetti, Ruodu Wang, Makoto Maejima, Valérie Chavez‐Demoulin and Marius Hofert and has published in prestigious journals such as Journal of the American Statistical Association, Journal of Computational Physics and Journal of Econometrics

In The Last Decade

Rankless by CCL
2025