Matthias Scherer

80 papers and 660 indexed citations i.

Matthias Scherer has authored 80 papers that have received a total of 660 indexed citations. This includes 58 papers in Finance, 25 papers in Management Science and Operations Research and 19 papers in Economics and Econometrics. The topics of these papers are Financial Risk and Volatility Modeling (36 papers), Stochastic processes and financial applications (30 papers) and Credit Risk and Financial Regulations (25 papers). Matthias Scherer is often cited by papers focused on Financial Risk and Volatility Modeling (36 papers), Stochastic processes and financial applications (30 papers) and Credit Risk and Financial Regulations (25 papers) and collaborates with scholars based in Germany, Italy and Canada. Matthias Scherer's co-authors include Jan-Frederik Mai, Peter Hieber, Giovanni Puccetti, Damiano Brigo and Marius Hofert and has published in prestigious journals such as Journal of Banking & Finance, Energy Economics and Information Sciences.