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Researcher · Vrije Universiteit Amsterdam · Netherlands

Siem Jan Koopman

Siem Jan Koopman publishes mostly in Finance, Economics and Econometrics and General Economics, Econometrics and Finance, on topics such as Financial Risk and Volatility Modeling, Monetary Policy and Economic Impact and Market Dynamics and Volatility.

ORCID 0000-0002-4440-9524 OpenAlex
World rank
#35,624
of 7,710,434 ranked researchers
Rank in Netherlands
#696
of 107,149
Works
486
Citations
14k
Citations per work
29.3
h-index
60
i10-index 173Top 0.5% in Finance
Siem Jan Koopman

What does Siem Jan Koopman research?

Siem Jan Koopman's work is mostly in Economics, Econometrics and Finance (57%), Decision Sciences (7%), Mathematics (5%).

Social Sciences: 311 works · 63.9% of their workEconomics, Econometrics and Finance: 276 works · 56.7% of their workFinance: 109 works · 22.4% of their workEconomics and Econometrics: 107 works · 22.1% of their workGeneral Economics, Econometrics and Finance: 59 works · 12.2% of their workDecision Sciences: 35 works · 7.2% of their workManagement Science and Operations Research: 35 works · 7.2% of their workEverything else: 128 works · 26.3% of their workPhysical Sciences: 48 works · 9.8% of their workMathematics: 25 works · 5.2% of their workStatistics and Probability: 25 works · 5.2% of their workComputer Science: 22 works · 4.6% of their workArtificial Intelligence: 22 works · 4.6% of their workTHEIR WORKSiem Jan Koopman486works
Physical Sciences10%Social Sciences64%

Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.

The fields and subfields, with their numbers
    1. Economics, Econometrics and Finance27656.7%
    2. Decision Sciences357.2%
  2. Everything else12826.3%
    1. Mathematics255.2%
    2. Computer Science224.6%
  1. 1Finance22% of their works
  2. 2Economics and Econometrics22% of their works
  3. 3General Economics, Econometrics and Finance12% of their works
  4. 4Management Science and Operations Research7% of their works
  5. 5Statistics and Probability5% of their works
  6. 6Artificial Intelligence5% of their works

Research topics

Which keywords describe Siem Jan Koopman's research?

The keywords of their largest research topics: Monetary Policy, GARCH Models, Volatility, Economic Growth, Fiscal Policy, Economic Policy Uncertainty, Econophysics and Multifractal Analysis.

Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.

All 17 words, with their numbers
  1. Monetary Policy2332 topics
  2. GARCH Models1531 topic
  3. Volatility1531 topic
  4. Economic Growth1441 topic
  5. Fiscal Policy1441 topic
  6. Economic Policy Uncertainty891 topic
  7. Econophysics891 topic
  8. Multifractal Analysis891 topic
  9. Oil Price Shocks891 topic
  10. Forecasting641 topic
  11. Time Series641 topic
  12. Credit Spread Changes401 topic
  13. Default Risk401 topic
  14. Option Pricing331 topic
  15. Regularization331 topic
  16. Stochastic Calculus331 topic
  17. Variable Selection331 topic

Where does Siem Jan Koopman work?

Siem Jan Koopman's main affiliation in the publication record is Vrije Universiteit Amsterdam, Netherlands.

How many publications and citations does Siem Jan Koopman have?

OpenAlex counts 486 works and 14,251 citations for Siem Jan Koopman, an h-index of 60, ranking #35,624 of 7,710,434 researchers worldwide on the quality score.

Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.

Papers, co-authors, who cited this work and researchers on the nearest topics have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.

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