Karsten Prause
Impact in
- Finance top 1%
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Credit Risk and Financial Regulations
- Economics and Econometrics top 5%
- Complex Systems and Time Series Analysis
- Market Dynamics and Volatility
Papers in
-
- Complex Systems and Time Series Analysis 4
- Finance 3
- Stochastic processes and financial applications 3
- Financial Risk and Volatility Modeling 2
- Financial Markets and Investment Strategies 1
- Co-authors
- Ulrich Keller (2 shared papers)Ernst Eberlein (2 shared papers)Ole E. Barndorff–Nielsen (1 shared paper)Joachim Küchenhoff (1 shared paper)
- Journals
- The Journal of Business (1 paper)Finance and Stochastics (1 paper)PSYCHE (1 paper)FreiDok plus (Universitätsbibliothek Freiburg) (1 paper)SSRN Electronic Journal (1 paper)
In The Last Decade
Karsten Prause
4 papers receiving 505 citations
Peers
Comparison fields: 5 of 49
- Finance 505
- Economics and Econometrics 263
- Statistics and Probability 65
- Management Science and Operations Research 90
- General Economics, Econometrics and Finance 42
Countries citing papers authored by Karsten Prause
This map shows the geographic impact of Karsten Prause'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 Karsten Prause with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Karsten Prause more than expected).
Fields of papers citing papers by Karsten Prause
This network shows the impact of papers produced by Karsten Prause. 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 Karsten Prause. The network helps show where Karsten Prause may publish in the future.
Co-authors
The 4 scholars most cited alongside Karsten Prause, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 1998 | 279 | |
| 2 | The Generalized Hyperbolic Model: Estimation, Financial Derivatives, and Risk Measures | 1999 | 240 |
| 3 | 2001 | 30 | |
| 4 | New Insights into Smile, Mispricing, and Value at Risk: The Hyperbolic Model | 1998 | 24 |
| 5 | 2016 | 0 |
About Karsten Prause
Karsten Prause is a scholar working on Economics and Econometrics, Finance, Social Psychology, Clinical Psychology and Cultural Studies, having authored 5 papers that have together received 573 indexed citations. Recurring topics across this work include Complex Systems and Time Series Analysis (4 papers), Stochastic processes and financial applications (3 papers), Financial Risk and Volatility Modeling (2 papers), Psychology, Coaching, and Therapy (1 paper), Financial Markets and Investment Strategies (1 paper), Psychiatric care and mental health services (1 paper) and Psychoanalysis and Social Critique (1 paper). The work is most often cited by research in Finance (505 citations), Economics and Econometrics (263 citations), Statistics and Probability (65 citations), Management Science and Operations Research (90 citations) and General Economics, Econometrics and Finance (42 citations). Karsten Prause has collaborated with scholars based in Germany and Denmark. Frequent co-authors include Ulrich Keller, Ernst Eberlein, Ole E. Barndorff–Nielsen and Joachim Küchenhoff. Their work appears in journals such as The Journal of Business, Finance and Stochastics, PSYCHE, FreiDok plus (Universitätsbibliothek Freiburg) and SSRN Electronic Journal.
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.