Rafael Schmidt

16 papers and 813 indexed citations i.

About

Rafael Schmidt has authored 16 papers that have received a total of 813 indexed citations. This includes 13 papers in Finance, 6 papers in Economics and Econometrics and 5 papers in Statistics and Probability. The topics of these papers are Financial Risk and Volatility Modeling (12 papers), Stochastic processes and financial applications (6 papers) and Complex Systems and Time Series Analysis (4 papers). Rafael Schmidt is often cited by papers focused on Financial Risk and Volatility Modeling (12 papers), Stochastic processes and financial applications (6 papers) and Complex Systems and Time Series Analysis (4 papers) and collaborates with scholars based in Germany, United Kingdom and United States. Rafael Schmidt's co-authors include Friedrich Schmid, Christian Schmieder, Christoph Memmel, Ν. H. Bingham and Rüdiger Kiesel and has published in prestigious journals such as Physica A Statistical Mechanics and its Applications, Computational Statistics & Data Analysis and Journal of Multivariate Analysis

In The Last Decade

Rankless by CCL
2025