Rüdiger Frey

4.3k citations
47 papers · 2.3k · 1 hit paper · h-index 18

Impact in

  • Finance top 0.2%
    • Financial Risk and Volatility Modeling
    • Stochastic processes and financial applications
    • Credit Risk and Financial Regulations
    • Financial Markets and Investment Strategies
    • Banking stability, regulation, efficiency
    • Monetary Policy and Economic Impact

Papers in

    • Stochastic processes and financial applications 28
    • Credit Risk and Financial Regulations 19
    • Financial Risk and Volatility Modeling 13
    • Banking stability, regulation, efficiency 12
    • Economic theories and models 6
    • Complex Systems and Time Series Analysis 6

Rüdiger Frey

45 papers receiving 2.1k citations

Rüdiger Frey's Hit Papers

Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach 2000 · 1.1k citations
1.1k0+8+17Years since publication2505007501000

Peers

Rüdiger Frey
Comparison fields: 5 of 74
  • Finance 2.0k
  • General Economics, Econometrics and Finance 411
  • Economics and Econometrics 1.2k
  • Management Science and Operations Research 381
  • Statistics and Probability 161
Replace Viktor Todorov with:
Viktor Todorov United States
Bjørn Eraker United States
Svetlozar T. Rachev United States
Fabio Trojani Switzerland
Michael Johannes United States
Éric Jacquier United States
Stefan Mittnik Germany
Elisa Luciano Italy
Jeffrey R. Russell United States
Olivier Scaillet Switzerland
Rüdiger Frey relative to Viktor Todorov United States Viktor Todorov's profile →
Citations per field
00.5×1.5×2.2×
Viktor Todorov · 1×
Citations per year

Countries citing papers authored by Rüdiger Frey

Since Specialization
Citations

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

Fields of papers citing papers by Rüdiger Frey

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authors

The 15 scholars most cited alongside Rüdiger Frey, 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 Rüdiger Frey Line = papers co-authored together Rüdiger Frey links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 47 papers — load more, or switch the sort, to bring in the rest.

#Work
1
Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
Hit paper breakdown →
20001148
2 2003178
3 2002117
4 1997116
5 200178
6 200169
7 199859
8 200856
9 199949
10 200040
11 201032
12 199932
13 201130
14 199928
15
Quantitative Risk Management: Concepts, Techniques and Tools : Concepts, Techniques and Tools
201526
16 201123
17 200923
18 200920
19 199616
20 201316

About Rüdiger Frey

Rüdiger Frey is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Demography and General Economics, Econometrics and Finance, having authored 47 papers that have together received 2.3k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (28 papers), Credit Risk and Financial Regulations (19 papers), Financial Risk and Volatility Modeling (13 papers), Banking stability, regulation, efficiency (12 papers), Risk and Portfolio Optimization (7 papers), Insurance, Mortality, Demography, Risk Management (6 papers), Economic theories and models (6 papers) and Complex Systems and Time Series Analysis (6 papers). The work is most often cited by research in Finance (2.0k citations), General Economics, Econometrics and Finance (411 citations), Economics and Econometrics (1.2k citations), Management Science and Operations Research (381 citations) and Statistics and Probability (161 citations). Rüdiger Frey has collaborated with scholars based in Switzerland, Austria and Germany. Frequent co-authors include Alexander J. McNeil, Wolfgang J. Runggaldier, Thorsten Schmidt, Marek Musiela, Marek Rutkowski, Wolfgang Runggaldier, Paul Embrechts, Lawrence Gray, Bert Fristedt and Ralf Wunderlich. Their work appears in journals such as Mathematical Finance, International Journal of Theoretical and Applied Finance, Journal of Applied Probability, Finance and Stochastics and Journal of the American Statistical Association.

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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