Rüdiger Frey

43 papers and 2.0k indexed citations i.

About

Rüdiger Frey has authored 43 papers that have received a total of 2.0k indexed citations. This includes 36 papers in Finance, 14 papers in Economics and Econometrics and 10 papers in Management Science and Operations Research. The topics of these papers are Stochastic processes and financial applications (27 papers), Credit Risk and Financial Regulations (16 papers) and Financial Risk and Volatility Modeling (10 papers). Rüdiger Frey is often cited by papers focused on Stochastic processes and financial applications (27 papers), Credit Risk and Financial Regulations (16 papers) and Financial Risk and Volatility Modeling (10 papers) and collaborates with scholars based in Austria, Switzerland and Germany. Rüdiger Frey's co-authors include Alexander J. McNeil, Ralf Wunderlich, Thorsten Schmidt, Wolfgang J. Runggaldier and Bert Fristedt and has published in prestigious journals such as Journal of the American Statistical Association, Journal of Banking & Finance and SIAM Journal on Numerical Analysis

In The Last Decade

Rankless by CCL
2025