Jan Večeř
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
- Economics and Econometrics top 5%
- Complex Systems and Time Series Analysis
- Economic theories and models
Papers in
- Finance 27
- Stochastic processes and financial applications 20
- Financial Markets and Investment Strategies 14
- Financial Risk and Volatility Modeling 8
- Capital Investment and Risk Analysis 4
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- Economic theories and models 6
- Sports Analytics and Performance 5
- Complex Systems and Time Series Analysis 3
- Co-authors
- Nicola Chiara (2 shared papers)Michael J. Garvin (1 shared paper)Olympia Hadjiliadis (2 shared papers)Steven E. Shreve (2 shared papers)Tomoyuki Ichiba (2 shared papers)Runhuan Feng (1 shared paper)Mark Richard (2 shared papers)Feng Dong (1 shared paper)
- Journals
- Quantitative Finance (6 papers)European Journal of Operational Research (2 papers)Journal of Applied Probability (2 papers)The Journal of Computational Finance (2 papers)Journal of Quantitative Analysis in Sports (2 papers)
- Partner nations
- United StatesCzechiaGermany
In The Last Decade
Jan Večeř
30 papers receiving 661 citations
Peers
Comparison fields: 5 of 63
- Finance 571
- Economics and Econometrics 261
- Demography 112
- Management Science and Operations Research 114
- Numerical Analysis 43
Countries citing papers authored by Jan Večeř
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
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.
All Works
Showing the 20 most-cited of 32 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2001 | 195 | |
| 2 | 2007 | 132 | |
| 3 | 2004 | 56 | |
| 4 | 2004 | 48 | |
| 5 | 2009 | 39 | |
| 6 | 2000 | 35 | |
| 7 | 2006 | 28 | |
| 8 | 2009 | 26 | |
| 9 | 2009 | 18 | |
| 10 | 2011 | 16 | |
| 11 | 2012 | 14 | |
| 12 | 2021 | 14 | |
| 13 | 2016 | 13 | |
| 14 | 2008 | 10 | |
| 15 | Better Than Its Reputation: An Empirical Hedging Analysis Of The Local Volatility Model For Barrier Options | 2006 | 9 |
| 16 | 2007 | 9 | |
| 17 | 2019 | 8 | |
| 18 | 2013 | 8 | |
| 19 | 2021 | 7 | |
| 20 | 2014 | 5 |
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.