Jan Večeř

1.0k citations
32 papers · 711 · h-index 13

Impact in

  • Finance top 1%
    • Stochastic processes and financial applications
    • Financial Risk and Volatility Modeling
    • Capital Investment and Risk Analysis
    • Financial Markets and Investment Strategies
    • Complex Systems and Time Series Analysis
    • Economic theories and models

Papers in

    • Stochastic processes and financial applications 20
    • Financial Markets and Investment Strategies 14
    • Financial Risk and Volatility Modeling 8
    • Capital Investment and Risk Analysis 4
    • Economic theories and models 6
    • Sports Analytics and Performance 5
    • Complex Systems and Time Series Analysis 3

Jan Večeř

30 papers receiving 661 citations

Peers

Jan Večeř
Comparison fields: 5 of 63
  • Finance 571
  • Economics and Econometrics 261
  • Demography 112
  • Management Science and Operations Research 114
  • Numerical Analysis 43
Replace A. G. Z. Kemna with:
A. G. Z. Kemna Netherlands
In Joon Kim South Korea
A.C.F. Vorst Netherlands
Philipp Schönbucher Switzerland
Rüdiger Kiesel Germany
San‐Lin Chung Taiwan
Mark Schröder United States
Phelim Boyle Canada
Daniele Marazzina Italy
Vicky Henderson United Kingdom
Jan Večeř relative to A. G. Z. Kemna Netherlands A. G. Z. Kemna's profile →
Citations per field
00.5×
A. G. Z. Kemna · 1×
Citations per year

Countries citing papers authored by Jan Večeř

Since Specialization
Citations

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

Fields of papers citing papers by Jan Večeř

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authors

The 16 scholars most cited alongside Jan Večeř, 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 Jan Večeř Line = papers co-authored together Jan Večeř links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 32 papers — load more, or switch the sort, to bring in the rest.

#Work
1 2001195
2 2007132
3 200456
4 200448
5 200939
6 200035
7 200628
8 200926
9 200918
10 201116
11 201214
12 202114
13 201613
14 200810
15
Better Than Its Reputation: An Empirical Hedging Analysis Of The Local Volatility Model For Barrier Options
20069
16 20079
17 20198
18 20138
19 20217
20 20145

About Jan Večeř

Jan Večeř is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Clinical Psychology and Marketing, having authored 32 papers that have together received 711 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (20 papers), Financial Markets and Investment Strategies (14 papers), Financial Risk and Volatility Modeling (8 papers), Economic theories and models (6 papers), Risk and Portfolio Optimization (6 papers), Sports Analytics and Performance (5 papers), Capital Investment and Risk Analysis (4 papers) and Complex Systems and Time Series Analysis (3 papers). The work is most often cited by research in Finance (571 citations), Economics and Econometrics (261 citations), Demography (112 citations), Management Science and Operations Research (114 citations) and Numerical Analysis (43 citations). Jan Večeř has collaborated with scholars based in United States, Czechia and Germany. Frequent co-authors include Nicola Chiara, Michael J. Garvin, Olympia Hadjiliadis, Steven E. Shreve, Tomoyuki Ichiba, Runhuan Feng, Mark Richard, Feng Dong, Robert Tompkins and Matthias R. Fengler. Their work appears in journals such as Quantitative Finance, European Journal of Operational Research, Journal of Applied Probability, The Journal of Computational Finance and Journal of Quantitative Analysis in Sports.

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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