Eike Brechmann
Impact in
- Finance top 2%
- Financial Risk and Volatility Modeling
- Statistics and Probability top 2%
- Statistical Methods and Inference
Papers in
- Finance 9
- Financial Risk and Volatility Modeling 8
- Credit Risk and Financial Regulations 3
- Banking stability, regulation, efficiency 1
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- Market Dynamics and Volatility 4
- Complex Systems and Time Series Analysis 3
- Insurance and Financial Risk Management 2
- Housing Market and Economics 1
- Co-authors
- Claudia Czado (9 shared papers)Dorota Kurowicka (1 shared paper)Kjersti Aas (1 shared paper)Harry Joe (2 shared papers)Sandra Paterlini (2 shared papers)Ulf Schepsmeier (1 shared paper)Nicole Krämer (1 shared paper)Carole Bernard (1 shared paper)
In The Last Decade
Eike Brechmann
14 papers receiving 1.1k citations
Eike Brechmann's Hit Papers
Peers
Comparison fields: 5 of 90
- Finance 529
- Statistics and Probability 198
- General Economics, Econometrics and Finance 145
- Economics and Econometrics 435
- General Energy 15
Countries citing papers authored by Eike Brechmann
This map shows the geographic impact of Eike Brechmann'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 Eike Brechmann with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Eike Brechmann more than expected).
Fields of papers citing papers by Eike Brechmann
This network shows the impact of papers produced by Eike Brechmann. 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 Eike Brechmann. The network helps show where Eike Brechmann may publish in the future.
Co-authors
The 8 scholars most cited alongside Eike Brechmann, 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 | Selecting and estimating regular vine copulae and application to financial returns Hit paper breakdown → | 2012 | 519 |
| 2 | 2012 | 203 | |
| 3 | 2013 | 126 | |
| 4 | 2013 | 55 | |
| 5 | 2013 | 45 | |
| 6 | Truncated and simplified regular vines and their applications | 2010 | 45 |
| 7 | 2013 | 42 | |
| 8 | 2015 | 28 | |
| 9 | CDVine: Modeling Dependence with C- and D-Vine Copulas in R | 2013 | 23 |
| 10 | 2014 | 14 | |
| 11 | 2013 | 5 | |
| 12 | 2014 | 2 | |
| 13 | Quantifying geographical and macroeconomic effects on bank branch deposits using linear mixed models | 2011 | 1 |
| 14 | 2012 | 1 |
About Eike Brechmann
Eike Brechmann is a scholar working on Finance, Economics and Econometrics, Statistics and Probability, Management Science and Operations Research and General Economics, Econometrics and Finance, having authored 14 papers that have together received 1.1k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (8 papers), Market Dynamics and Volatility (4 papers), Credit Risk and Financial Regulations (3 papers), Complex Systems and Time Series Analysis (3 papers), Insurance and Financial Risk Management (2 papers), Statistical Methods and Inference (2 papers), Banking stability, regulation, efficiency (1 paper) and Housing Market and Economics (1 paper). The work is most often cited by research in Finance (529 citations), Statistics and Probability (198 citations), General Economics, Econometrics and Finance (145 citations), Economics and Econometrics (435 citations) and General Energy (15 citations). Eike Brechmann has collaborated with scholars based in Germany, Canada and Norway. Frequent co-authors include Claudia Czado, Dorota Kurowicka, Kjersti Aas, Harry Joe, Sandra Paterlini, Ulf Schepsmeier, Nicole Krämer and Carole Bernard. Their work appears in journals such as Computational Statistics & Data Analysis, Insurance Mathematics and Economics, Journal of Statistical Software, Journal of Multivariate Analysis and Canadian Journal of Statistics.
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.