Siem Jan Koopman

244 papers and 7.9k indexed citations i.

About

Siem Jan Koopman has authored 244 papers that have received a total of 7.9k indexed citations. This includes 144 papers in Finance, 116 papers in Economics and Econometrics and 90 papers in General Economics, Econometrics and Finance. The topics of these papers are Financial Risk and Volatility Modeling (109 papers), Monetary Policy and Economic Impact (88 papers) and Market Dynamics and Volatility (59 papers). Siem Jan Koopman is often cited by papers focused on Financial Risk and Volatility Modeling (109 papers), Monetary Policy and Economic Impact (88 papers) and Market Dynamics and Volatility (59 papers) and collaborates with scholars based in The Netherlands, Denmark and United States. Siem Jan Koopman's co-authors include André Lucas, Andrew Harvey, Marius Ooms, Francisco Blasques and Bernd Schwaab and has published in prestigious journals such as Journal of the American Statistical Association, Journal of Climate and The Economic Journal

In The Last Decade

Rankless by CCL
2025