Frederic Utzet
Impact in
- Finance top 5%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Statistics and Probability top 5%
- Random Matrices and Applications
Papers in
- Finance 12
- Stochastic processes and financial applications 11
- Financial Risk and Volatility Modeling 3
-
- Stochastic processes and statistical mechanics 5
- Mathematical Dynamics and Fractals 2
- Co-authors
- Josep Lluís Solé (5 shared papers)Josep Vives (4 shared papers)Mercè Farré (2 shared papers)Mariano Labrador (1 shared paper)Antonio Fontdevila (1 shared paper)Armengol Gasull (3 shared papers)Jesús Solé (2 shared papers)Giovanni Peccati (1 shared paper)
In The Last Decade
Frederic Utzet
23 papers receiving 443 citations
Peers
Comparison fields: 5 of 89
- Finance 181
- Statistics and Probability 104
- Applied Mathematics 105
- Mathematical Physics 80
- Statistics, Probability and Uncertainty 25
Countries citing papers authored by Frederic Utzet
This map shows the geographic impact of Frederic Utzet'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 Frederic Utzet with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Frederic Utzet more than expected).
Fields of papers citing papers by Frederic Utzet
This network shows the impact of papers produced by Frederic Utzet. 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 Frederic Utzet. The network helps show where Frederic Utzet may publish in the future.
Co-authors
The 23 scholars most cited alongside Frederic Utzet, 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 25 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 1999 | 90 | |
| 2 | 2010 | 64 | |
| 3 | 2002 | 58 | |
| 4 | 2005 | 46 | |
| 5 | 2006 | 37 | |
| 6 | 1990 | 35 | |
| 7 | 2014 | 33 | |
| 8 | 2001 | 27 | |
| 9 | 2010 | 16 | |
| 10 | 2000 | 11 | |
| 11 | Canonical L´ evy process and Malliavin calculus I | 2007 | 8 |
| 12 | 2004 | 7 | |
| 13 | 2015 | 7 | |
| 14 | On the norming constants for normal maxima | 2015 | 6 |
| 15 | 1994 | 4 | |
| 16 | 2010 | 4 | |
| 17 | 2010 | 4 | |
| 18 | A note on the application of integrals involving cyclic products of kernels | 2002 | 3 |
| 19 | 1995 | 3 | |
| 20 | 2008 | 3 |
About Frederic Utzet
Frederic Utzet is a scholar working on Finance, Mathematical Physics, Statistics and Probability, Applied Mathematics and Economics and Econometrics, having authored 25 papers that have together received 470 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (11 papers), Stochastic processes and statistical mechanics (5 papers), Advanced Statistical Methods and Models (4 papers), Complex Systems and Time Series Analysis (4 papers), Statistical Methods and Inference (3 papers), Financial Risk and Volatility Modeling (3 papers), Probability and Risk Models (3 papers) and Mathematical Dynamics and Fractals (2 papers). The work is most often cited by research in Finance (181 citations), Statistics and Probability (104 citations), Applied Mathematics (105 citations), Mathematical Physics (80 citations) and Statistics, Probability and Uncertainty (25 citations). Frederic Utzet has collaborated with scholars based in Spain, Mexico and Canada. Frequent co-authors include Josep Lluís Solé, Josep Vives, Mercè Farré, Mariano Labrador, Antonio Fontdevila, Armengol Gasull, Jesús Solé, Giovanni Peccati, Murad S. Taqqu and Jorge A. Leòn. Their work appears in journals such as Stochastic Processes and their Applications, The Annals of Probability, Journal of Theoretical Probability, Bernoulli and Test.
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.