Daniel Straumann
Impact in
- Finance top 0.5%
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Statistics and Probability top 1%
- Statistical Methods and Inference
Papers in
- Finance 7
- Financial Risk and Volatility Modeling 7
- Stochastic processes and financial applications 2
- Credit Risk and Financial Regulations 2
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- Complex Systems and Time Series Analysis 2
- Market Dynamics and Volatility 2
- Co-authors
- Paul Embrechts (2 shared papers)Alexander J. McNeil (2 shared papers)Thomas Mikosch (3 shared papers)Claudio F. Dora (2 shared papers)Víctor Valderrábano (2 shared papers)Marc Eckstein (2 shared papers)W. Dick (2 shared papers)
- Journals
- Hip International (2 papers)The Annals of Statistics (2 papers)Stochastic Processes and their Applications (1 paper)The Journal of Alternative Investments (1 paper)Risk Management (1 paper)
- Partner nations
- SwitzerlandDenmark
In The Last Decade
Daniel Straumann
9 papers receiving 1.6k citations
Daniel Straumann's Hit Papers
Peers
Comparison fields: 5 of 95
- Finance 1.3k
- Statistics and Probability 362
- General Economics, Econometrics and Finance 288
- Economics and Econometrics 875
- Management Science and Operations Research 333
Countries citing papers authored by Daniel Straumann
This map shows the geographic impact of Daniel Straumann'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 Daniel Straumann with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Daniel Straumann more than expected).
Fields of papers citing papers by Daniel Straumann
This network shows the impact of papers produced by Daniel Straumann. 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 Daniel Straumann. The network helps show where Daniel Straumann may publish in the future.
Co-authors
The 7 scholars most cited alongside Daniel Straumann, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | Correlation and Dependence in Risk Management: Properties and Pitfalls Hit paper breakdown → | 2002 | 1202 |
| 2 | 2006 | 223 | |
| 3 | Correlation: Pitfalls and Alternatives | 1999 | 185 |
| 4 | Estimation in Conditionally Herteroscedastic Time Series Models | 2004 | 70 |
| 5 | 2006 | 46 | |
| 6 | 2002 | 29 | |
| 7 | 2009 | 13 | |
| 8 | 2006 | 3 | |
| 9 | 2006 | 3 |
About Daniel Straumann
Daniel Straumann is a scholar working on Finance, Economics and Econometrics, Statistics and Probability, Management Science and Operations Research and Surgery, having authored 9 papers that have together received 1.8k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (7 papers), Complex Systems and Time Series Analysis (2 papers), Total Knee Arthroplasty Outcomes (2 papers), Orthopaedic implants and arthroplasty (2 papers), Statistical Methods and Inference (2 papers), Stochastic processes and financial applications (2 papers), Market Dynamics and Volatility (2 papers) and Credit Risk and Financial Regulations (2 papers). The work is most often cited by research in Finance (1.3k citations), Statistics and Probability (362 citations), General Economics, Econometrics and Finance (288 citations), Economics and Econometrics (875 citations) and Management Science and Operations Research (333 citations). Daniel Straumann has collaborated with scholars based in Switzerland and Denmark. Frequent co-authors include Paul Embrechts, Alexander J. McNeil, Thomas Mikosch, Claudio F. Dora, Víctor Valderrábano, Marc Eckstein and W. Dick. Their work appears in journals such as Hip International, The Annals of Statistics, Stochastic Processes and their Applications, The Journal of Alternative Investments and Risk Management.
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.