David Veredas

1.8k citations
66 papers · 1.1k · h-index 18

Impact in

Papers in

    • Financial Risk and Volatility Modeling 34
    • Financial Markets and Investment Strategies 15
    • Banking stability, regulation, efficiency 7
    • Market Dynamics and Volatility 18
    • Complex Systems and Time Series Analysis 16

David Veredas

58 papers receiving 1.0k citations

Peers

David Veredas
Comparison fields: 5 of 70
  • Finance 650
  • General Economics, Econometrics and Finance 303
  • Economics and Econometrics 715
  • Statistics and Probability 122
  • Accounting 133
Replace Paul Kupiec with:
Paul Kupiec United States
Fabio Spagnolo United Kingdom
Sung K. Ahn United States
Michael B. Gordy United States
Andrea Silvestrini Italy
Javier Perote Spain
Christis Hassapis Cyprus
Matthew Pritsker United States
Frank A. Sortino United States
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Citations per field
00.5×3.3×
Paul Kupiec · 1×
Citations per year

Countries citing papers authored by David Veredas

Since Specialization
Citations

This map shows the geographic impact of David Veredas'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 David Veredas with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites David Veredas more than expected).

Fields of papers citing papers by David Veredas

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by David Veredas. 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 David Veredas. The network helps show where David Veredas may publish in the future.

Co-authors

The 25 scholars most cited alongside David Veredas, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with David Veredas Line = papers co-authored together David Veredas links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 66 papers — load more, or switch the sort, to bring in the rest.

#Work
1 2003168
2 2008140
3 201255
4 201246
5 202045
6 201244
7 201243
8
How much does infrastructure matter to growth in Sub-Saharan Africa?
200841
9 201139
10
High frequency financial econometrics : recent developments
200732
11 201430
12 200828
13 200926
14 201525
15 200723
16 201222
17 200918
18 201017
19
A Comparison of Financial Duration Models via Density Forecast
200516
20 200516

About David Veredas

David Veredas is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Statistics and Probability and Accounting, having authored 66 papers that have together received 1.1k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (34 papers), Market Dynamics and Volatility (18 papers), Monetary Policy and Economic Impact (16 papers), Complex Systems and Time Series Analysis (16 papers), Financial Markets and Investment Strategies (15 papers), Statistical Methods and Inference (11 papers), Advanced Statistical Methods and Models (8 papers) and Banking stability, regulation, efficiency (7 papers). The work is most often cited by research in Finance (650 citations), General Economics, Econometrics and Finance (303 citations), Economics and Econometrics (715 citations), Statistics and Probability (122 citations) and Accounting (133 citations). David Veredas has collaborated with scholars based in Belgium, United States and Spain. Frequent co-authors include Luc Bauwens, Andrea Silvestrini, Matteo Luciani, Yves Dominicy, Roberto Pascual, Matteo Barigozzi, Mardi Dungey, Dieter Hess, Winfried Pohlmeier and Nikolaus Hautsch. Their work appears in journals such as Journal of Econometrics, Journal of Financial Econometrics, Empirical Economics, Quantitative Finance and Entrepreneurship Theory and Practice.

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.

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