Roel C. A. Oomen

47 papers and 1.3k indexed citations i.

About

Roel C. A. Oomen has authored 47 papers that have received a total of 1.3k indexed citations. This includes 42 papers in Finance, 23 papers in Economics and Econometrics and 11 papers in General Economics, Econometrics and Finance. The topics of these papers are Financial Risk and Volatility Modeling (29 papers), Financial Markets and Investment Strategies (22 papers) and Stochastic processes and financial applications (17 papers). Roel C. A. Oomen is often cited by papers focused on Financial Risk and Volatility Modeling (29 papers), Financial Markets and Investment Strategies (22 papers) and Stochastic processes and financial applications (17 papers) and collaborates with scholars based in United Kingdom, United States and Denmark. Roel C. A. Oomen's co-authors include Kim Christensen, Mark Podolskij, George J. Jiang, Jim E. Griffin and Harry M. Kat and has published in prestigious journals such as Journal of Financial Economics, Journal of Econometrics and Journal of Business and Economic Statistics

In The Last Decade

Rankless by CCL
2025