Bojan Basrak
Impact in
- Finance top 2%
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Mathematical Physics top 5%
- Stochastic processes and statistical mechanics
Papers in
-
- Stochastic processes and statistical mechanics 10
- Finance 11
- Financial Risk and Volatility Modeling 9
- Stochastic processes and financial applications 7
- Co-authors
- Richard A. Davis (3 shared papers)Thomas Mikosch (4 shared papers)Johan Segers (2 shared papers)Daslav Hranueli (2 shared papers)John Cullum (2 shared papers)Paul F. Long (2 shared papers)Philippe Soulier (1 shared paper)Chris A. J. Klaassen (1 shared paper)
- Journals
- Stochastic Processes and their Applications (4 papers)Journal of Applied Probability (2 papers)Latin American Journal of Probability and Mathematical Statistics (1 paper)Electronic Communications in Probability (1 paper)Journal of Theoretical Probability (1 paper)
- Partner nations
- CroatiaUnited StatesHungary
In The Last Decade
Bojan Basrak
20 papers receiving 555 citations
Peers
Comparison fields: 5 of 50
- Finance 459
- Mathematical Physics 160
- Statistics and Probability 142
- Management Science and Operations Research 140
- General Economics, Econometrics and Finance 70
Countries citing papers authored by Bojan Basrak
This map shows the geographic impact of Bojan Basrak's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Bojan Basrak with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Bojan Basrak more than expected).
Fields of papers citing papers by Bojan Basrak
This network shows the impact of papers produced by Bojan Basrak. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Bojan Basrak. The network helps show where Bojan Basrak may publish in the future.
Co-authors
The 15 scholars most cited alongside Bojan Basrak, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 24 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2002 | 222 | |
| 2 | 2002 | 110 | |
| 3 | 2008 | 101 | |
| 4 | 2005 | 34 | |
| 5 | The sample autocorrelation function of non-linear time series | 2000 | 26 |
| 6 | 1999 | 24 | |
| 7 | 2016 | 14 | |
| 8 | A functional limit theorem for partial sums of dependent random variables with infinite variance | 2010 | 13 |
| 9 | 2019 | 12 | |
| 10 | 2004 | 8 | |
| 11 | 2013 | 6 | |
| 12 | 2009 | 6 | |
| 13 | 2010 | 4 | |
| 14 | Extremes of moving averages and moving maxima on a regular lattice | 2014 | 4 |
| 15 | 2013 | 2 | |
| 16 | 2021 | 2 | |
| 17 | 2022 | 2 | |
| 18 | 2023 | 1 | |
| 19 | The Internet as a Space of Free Social Communication | 2009 | 1 |
| 20 | A characterization of multivariate regular variation | 2000 | 1 |
About Bojan Basrak
Bojan Basrak is a scholar working on Mathematical Physics, Finance, Artificial Intelligence, Management Science and Operations Research and Statistics and Probability, having authored 24 papers that have together received 593 indexed citations. Recurring topics across this work include Stochastic processes and statistical mechanics (10 papers), Financial Risk and Volatility Modeling (9 papers), Stochastic processes and financial applications (7 papers), Bayesian Methods and Mixture Models (5 papers), Probability and Risk Models (4 papers), Diffusion and Search Dynamics (3 papers), Point processes and geometric inequalities (2 papers) and Statistical Distribution Estimation and Applications (2 papers). The work is most often cited by research in Finance (459 citations), Mathematical Physics (160 citations), Statistics and Probability (142 citations), Management Science and Operations Research (140 citations) and General Economics, Econometrics and Finance (70 citations). Bojan Basrak has collaborated with scholars based in Croatia, United States and Hungary. Frequent co-authors include Richard A. Davis, Thomas Mikosch, Johan Segers, Daslav Hranueli, John Cullum, Paul F. Long, Philippe Soulier, Chris A. J. Klaassen, Marian Beekman and Dorret I. Boomsma. Their work appears in journals such as Stochastic Processes and their Applications, Journal of Applied Probability, Latin American Journal of Probability and Mathematical Statistics, Electronic Communications in Probability and Journal of Theoretical Probability.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.