Jonathan Stroud
Impact in
- Finance top 2%
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
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- Monetary Policy and Economic Impact
Papers in
- Finance 9
- Stochastic processes and financial applications 7
- Financial Risk and Volatility Modeling 7
- Co-authors
- Michael Johannes (8 shared papers)Nicholas G. Polson (3 shared papers)Christopher K. Wikle (3 shared papers)Matthias Katzfuß (3 shared papers)Michael W. Brandt (1 shared paper)Amit Goyal (1 shared paper)Pedro Santa‐Clara (1 shared paper)Peter Müller (3 shared papers)
- Journals
- Journal of the American Statistical Association (4 papers)Review of Financial Studies (2 papers)Journal of the Royal Statistical Society Series C (Applied Statistics) (2 papers)Monthly Weather Review (2 papers)Journal of the Royal Statistical Society Series B (Statistical Methodology) (2 papers)
- Partner nations
- United StatesVenezuelaNetherlands
In The Last Decade
Jonathan Stroud
31 papers receiving 1.0k citations
Peers
Comparison fields: 5 of 102
- Finance 452
- General Economics, Econometrics and Finance 105
- Statistics and Probability 90
- Management Science and Operations Research 134
- Economics and Econometrics 287
Countries citing papers authored by Jonathan Stroud
This map shows the geographic impact of Jonathan Stroud'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 Jonathan Stroud with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jonathan Stroud more than expected).
Fields of papers citing papers by Jonathan Stroud
This network shows the impact of papers produced by Jonathan Stroud. 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 Jonathan Stroud. The network helps show where Jonathan Stroud may publish in the future.
Co-authors
The 25 scholars most cited alongside Jonathan Stroud, 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 35 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2005 | 232 | |
| 2 | 2009 | 141 | |
| 3 | 2016 | 138 | |
| 4 | 2004 | 94 | |
| 5 | 2002 | 57 | |
| 6 | 2008 | 51 | |
| 7 | 2007 | 46 | |
| 8 | 2010 | 45 | |
| 9 | 2017 | 44 | |
| 10 | 2016 | 39 | |
| 11 | 2009 | 37 | |
| 12 | 2003 | 30 | |
| 13 | 2007 | 30 | |
| 14 | 2002 | 28 | |
| 15 | 2001 | 26 | |
| 16 | 2014 | 24 | |
| 17 | 2002 | 17 | |
| 18 | 2011 | 6 | |
| 19 | Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices | 2009 | 5 |
| 20 | Ensemble Learning and the Heritage Health Prize | 2012 | 4 |
About Jonathan Stroud
Jonathan Stroud is a scholar working on Finance, Economics and Econometrics, Management of Technology and Innovation, Artificial Intelligence and Oceanography, having authored 35 papers that have together received 1.1k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (7 papers), Financial Risk and Volatility Modeling (7 papers), Intellectual Property and Patents (6 papers), Meteorological Phenomena and Simulations (4 papers), Climate variability and models (4 papers), Atmospheric and Environmental Gas Dynamics (3 papers), Oceanographic and Atmospheric Processes (3 papers) and Statistical Methods and Bayesian Inference (2 papers). The work is most often cited by research in Finance (452 citations), General Economics, Econometrics and Finance (105 citations), Statistics and Probability (90 citations), Management Science and Operations Research (134 citations) and Economics and Econometrics (287 citations). Jonathan Stroud has collaborated with scholars based in United States, Venezuela and Netherlands. Frequent co-authors include Michael Johannes, Nicholas G. Polson, Christopher K. Wikle, Matthias Katzfuß, Michael W. Brandt, Amit Goyal, Pedro Santa‐Clara, Peter Müller, Michael L. Stein and Bruno Sansó. Their work appears in journals such as Journal of the American Statistical Association, Review of Financial Studies, Journal of the Royal Statistical Society Series C (Applied Statistics), Monthly Weather Review and Journal of the Royal Statistical Society Series B (Statistical Methodology).
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.