Vicky Fasen

33 papers and 210 indexed citations i.

About

Vicky Fasen has authored 33 papers that have received a total of 210 indexed citations. This includes 27 papers in Finance, 13 papers in Management Science and Operations Research and 9 papers in Mathematical Physics. The topics of these papers are Financial Risk and Volatility Modeling (26 papers), Stochastic processes and financial applications (16 papers) and Probability and Risk Models (11 papers). Vicky Fasen is often cited by papers focused on Financial Risk and Volatility Modeling (26 papers), Stochastic processes and financial applications (16 papers) and Probability and Risk Models (11 papers) and collaborates with scholars based in Germany, Switzerland and Singapore. Vicky Fasen's co-authors include Bikramjit Das, Markus Scholz, Alexander Lindner, Paul Embrechts and Gennady Samorodnitsky and has published in prestigious journals such as Journal of Econometrics, Econometric Theory and Journal of Multivariate Analysis

In The Last Decade

Rankless by CCL
2025