Taras Bodnar

1.8k citations
83 papers · 974 · h-index 17

Impact in

  • Finance top 1%
    • Financial Risk and Volatility Modeling
    • Financial Markets and Investment Strategies
    • Stochastic processes and financial applications
    • Random Matrices and Applications
    • Advanced Statistical Methods and Models

Papers in

    • Financial Risk and Volatility Modeling 47
    • Financial Markets and Investment Strategies 23
    • Stochastic processes and financial applications 15
    • Advanced Statistical Methods and Models 15
    • Statistical Methods and Inference 13
    • Random Matrices and Applications 13

Taras Bodnar

77 papers receiving 942 citations

Peers

Taras Bodnar
Comparison fields: 5 of 81
  • Finance 613
  • Statistics and Probability 341
  • Management Science and Operations Research 362
  • General Economics, Econometrics and Finance 113
  • Economics and Econometrics 266
Replace Johanna F. Ziegel with:
Johanna F. Ziegel Switzerland
Manuel Úbeda-Flores Spain
Matthias Scherer Germany
Huyên Pham France
Filip Lindskog Sweden
Joann Jasiak Canada
Arup Bose India
Werner Hürlimann United States
Zinoviy Landsman Israel
Bruno Bouchard France
Taras Bodnar relative to Johanna F. Ziegel Switzerland Johanna F. Ziegel's profile →
Citations per field
00.5×1.5×2.4×
Johanna F. Ziegel · 1×
Citations per year

Countries citing papers authored by Taras Bodnar

Since Specialization
Citations

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

Fields of papers citing papers by Taras Bodnar

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authors

The 20 scholars most cited alongside Taras Bodnar, 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 Taras Bodnar Line = papers co-authored together Taras Bodnar links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 83 papers — load more, or switch the sort, to bring in the rest.

#Work
1 201382
2 201667
3 200853
4 200843
5 200740
6 201535
7 200934
8 201534
9 201524
10 201423
11 201820
12 201119
13 201319
14 201218
15 202216
16 201716
17 201216
18 201816
19 201815
20 201814

About Taras Bodnar

Taras Bodnar is a scholar working on Finance, Statistics and Probability, Management Science and Operations Research, Economics and Econometrics and General Economics, Econometrics and Finance, having authored 83 papers that have together received 974 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (47 papers), Financial Markets and Investment Strategies (23 papers), Risk and Portfolio Optimization (20 papers), Stochastic processes and financial applications (15 papers), Advanced Statistical Methods and Models (15 papers), Statistical Methods and Inference (13 papers), Random Matrices and Applications (13 papers) and Monetary Policy and Economic Impact (13 papers). The work is most often cited by research in Finance (613 citations), Statistics and Probability (341 citations), Management Science and Operations Research (362 citations), General Economics, Econometrics and Finance (113 citations) and Economics and Econometrics (266 citations). Taras Bodnar has collaborated with scholars based in Germany, Sweden and United States. Frequent co-authors include Wolfgang Schmid, Yarema Okhrin, Nestor Parolya, Stepan Mazur, Arjun K. Gupta, Tamás Varga, Krzysztof Podgórski, Olha Bodnar, Thorsten Dickhaus and Arjun K. Gupta. Their work appears in journals such as Journal of Multivariate Analysis, European Journal of Finance, AStA Advances in Statistical Analysis, European Journal of Operational Research and Applied Mathematics and Computation.

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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