Holger Drees
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
- Statistical Distribution Estimation and Applications
Papers in
- Finance 28
- Financial Risk and Volatility Modeling 27
- Stochastic processes and financial applications 9
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- Statistical Distribution Estimation and Applications 10
- Statistical Methods and Inference 10
- Co-authors
- Laurens de Haan (8 shared papers)Edgar Kaufmann (1 shared paper)Ana Ferreira (3 shared papers)Sidney I. Resnick (1 shared paper)Xin Huang (1 shared paper)Gerrit Draisma (2 shared papers)Deyuan Li (2 shared papers)Michał Warchoł (2 shared papers)
- Journals
- The Annals of Statistics (6 papers)Bernoulli (5 papers)Journal of Statistical Planning and Inference (3 papers)Extremes (2 papers)Electronic Journal of Statistics (1 paper)
- Partner nations
- GermanyNetherlandsUnited States
In The Last Decade
Holger Drees
35 papers receiving 1.1k citations
Peers
Comparison fields: 5 of 56
- Finance 958
- Statistics and Probability 438
- General Economics, Econometrics and Finance 231
- Economics and Econometrics 387
- Global and Planetary Change 261
Countries citing papers authored by Holger Drees
This map shows the geographic impact of Holger Drees'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 Holger Drees with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Holger Drees more than expected).
Fields of papers citing papers by Holger Drees
This network shows the impact of papers produced by Holger Drees. 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 Holger Drees. The network helps show where Holger Drees may publish in the future.
Co-authors
The 15 scholars most cited alongside Holger Drees, 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 37 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 1998 | 166 | |
| 2 | 2000 | 139 | |
| 3 | 1998 | 109 | |
| 4 | 2004 | 101 | |
| 5 | 2003 | 96 | |
| 6 | 1998 | 73 | |
| 7 | 2002 | 67 | |
| 8 | 2000 | 57 | |
| 9 | 1995 | 46 | |
| 10 | 1998 | 43 | |
| 11 | 2005 | 41 | |
| 12 | 1998 | 29 | |
| 13 | 1996 | 18 | |
| 14 | 2002 | 15 | |
| 15 | 2015 | 14 | |
| 16 | 2018 | 12 | |
| 17 | 2008 | 12 | |
| 18 | 2003 | 11 | |
| 19 | 2007 | 11 | |
| 20 | Tail dependence in independence | 2001 | 9 |
About Holger Drees
Holger Drees is a scholar working on Finance, Statistics and Probability, Economics and Econometrics, Management Science and Operations Research and Artificial Intelligence, having authored 37 papers that have together received 1.1k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (27 papers), Statistical Distribution Estimation and Applications (10 papers), Statistical Methods and Inference (10 papers), Stochastic processes and financial applications (9 papers), Probability and Risk Models (5 papers), Complex Systems and Time Series Analysis (5 papers), Hydrology and Drought Analysis (4 papers) and Market Dynamics and Volatility (4 papers). The work is most often cited by research in Finance (958 citations), Statistics and Probability (438 citations), General Economics, Econometrics and Finance (231 citations), Economics and Econometrics (387 citations) and Global and Planetary Change (261 citations). Holger Drees has collaborated with scholars based in Germany, Netherlands and United States. Frequent co-authors include Laurens de Haan, Edgar Kaufmann, Ana Ferreira, Sidney I. Resnick, Xin Huang, Gerrit Draisma, Deyuan Li, Michał Warchoł, Johan Segers and Cătălin Stărică. Their work appears in journals such as The Annals of Statistics, Bernoulli, Journal of Statistical Planning and Inference, Extremes and Electronic 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.