Rafael Schmidt

1.5k citations
23 papers · 979 · h-index 11

Impact in

  • Finance top 1%
    • Financial Risk and Volatility Modeling
    • Statistical Methods and Inference
    • Statistical Distribution Estimation and Applications

Papers in

    • Financial Risk and Volatility Modeling 17
    • Stochastic processes and financial applications 5
    • Credit Risk and Financial Regulations 3
    • Statistical Methods and Inference 4
    • Statistical Distribution Estimation and Applications 3

Rafael Schmidt

22 papers receiving 931 citations

Peers

Rafael Schmidt
Comparison fields: 5 of 89
  • Finance 659
  • Statistics and Probability 267
  • General Economics, Econometrics and Finance 121
  • Economics and Econometrics 318
  • Global and Planetary Change 240
Replace Anthony W. Ledford with:
Anthony W. Ledford United Kingdom
Deyuan Li China
Walter Vecchiato Italy
Petra Vynckier Belgium
Jean‐François Quessy Canada
Armelle Guillou France
Eike Christian Brechmann Germany
Simone A. Padoan Italy
August A. Balkema Netherlands
Gabriel Frahm Germany
Rafael Schmidt relative to Anthony W. Ledford United Kingdom Anthony W. Ledford's profile →
Citations per field
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Citations per year

Countries citing papers authored by Rafael Schmidt

Since Specialization
Citations

This map shows the geographic impact of Rafael Schmidt'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 Rafael Schmidt with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Rafael Schmidt more than expected).

Fields of papers citing papers by Rafael Schmidt

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Rafael Schmidt. 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 Rafael Schmidt. The network helps show where Rafael Schmidt may publish in the future.

Co-authors

The 13 scholars most cited alongside Rafael Schmidt, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Rafael Schmidt Line = papers co-authored together Rafael Schmidt links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 23 papers — load more, or switch the sort, to bring in the rest.

#Work
1 2005230
2 2005215
3 2006113
4 2002107
5 200669
6 201061
7 200644
8 200533
9 200330
10 200515
11 200614
12 20038
13 20106
14 20096
15 20115
16 20074
17 20234
18 20084
19 20064
20 20073

About Rafael Schmidt

Rafael Schmidt is a scholar working on Finance, Statistics and Probability, Economics and Econometrics, Demography and Management Science and Operations Research, having authored 23 papers that have together received 979 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (17 papers), Complex Systems and Time Series Analysis (5 papers), Stochastic processes and financial applications (5 papers), Statistical Methods and Inference (4 papers), Credit Risk and Financial Regulations (3 papers), Statistical Distribution Estimation and Applications (3 papers), Insurance, Mortality, Demography, Risk Management (3 papers) and Global Health Care Issues (3 papers). The work is most often cited by research in Finance (659 citations), Statistics and Probability (267 citations), General Economics, Econometrics and Finance (121 citations), Economics and Econometrics (318 citations) and Global and Planetary Change (240 citations). Rafael Schmidt has collaborated with scholars based in Germany, United Kingdom and Switzerland. Frequent co-authors include Friedrich Schmid, Ulrich Stadtmüller, Gabriel Frahm, Markus A. Junker, Martin Ruppert, Ν. H. Bingham, Rüdiger Kiesel, Oliver Grothe, Christian Schmieder and Jeremy Penzer. Their work appears in journals such as Quantitative Finance, Insurance Mathematics and Economics, Journal of Multivariate Analysis, Computational Statistics & Data Analysis and Physica A Statistical Mechanics and its Applications.

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.

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