Karsten Prause
Impact in
- Finance top 2%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Capital Investment and Risk Analysis
- Economics and Econometrics top 5%
- Complex Systems and Time Series Analysis
- Market Dynamics and Volatility
Papers in
- Finance 3
- Stochastic processes and financial applications 3
- Financial Risk and Volatility Modeling 2
- Financial Markets and Investment Strategies 1
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- Complex Systems and Time Series Analysis 4
- Co-authors
- Ernst Eberlein (3 shared papers)Ulrich F. Keller (2 shared papers)Ole Eiler Barndorff-Nielsen (1 shared paper)Joachim Küchenhoff (1 shared paper)
- Journals
- Finance and Stochastics (1 paper)The Journal of Business (1 paper)PSYCHE (1 paper)Springer finance (1 paper)SSRN Electronic Journal (1 paper)
In The Last Decade
Karsten Prause
4 papers receiving 375 citations
Peers
Comparison fields: 5 of 46
- Finance 384
- Economics and Econometrics 194
- Statistics and Probability 43
- Demography 51
- Management Science and Operations Research 53
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 | 254 | |
| 2 | 2002 | 129 | |
| 3 | 2001 | 34 | |
| 4 | New Insights into Smile, Mispricing, and Value at Risk: The Hyperbolic Model | 1998 | 5 |
| 5 | 2016 | 1 |
About Karsten Prause
Karsten Prause is a scholar working on Finance, Economics and Econometrics, Cultural Studies, Clinical Psychology and Social Psychology, having authored 5 papers that have together received 423 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), Financial Markets and Investment Strategies (1 paper), Psychoanalysis and Social Critique (1 paper), Psychology, Coaching, and Therapy (1 paper) and Psychiatric care and mental health services (1 paper). The work is most often cited by research in Finance (384 citations), Economics and Econometrics (194 citations), Statistics and Probability (43 citations), Demography (51 citations) and Management Science and Operations Research (53 citations). Karsten Prause has collaborated with scholars based in Germany and Denmark. Frequent co-authors include Ernst Eberlein, Ulrich F. Keller, Ole Eiler Barndorff-Nielsen and Joachim Küchenhoff. Their work appears in journals such as Finance and Stochastics, The Journal of Business, PSYCHE, Springer finance 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.