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Researcher · University of Copenhagen · Denmark

Thomas Mikosch

Thomas Mikosch publishes mostly in Finance, Management Science and Operations Research and Mathematical Physics, on topics such as Financial Risk and Volatility Modeling, Probability and Risk Models and Stochastic processes and financial applications.

ORCID 0000-0003-3091-6661 OpenAlex
World rank
#296,527
of 7,710,434 ranked researchers
Rank in Denmark
#2,107
of 43,819
Works
273
Citations
16k
Citations per work
57.0
h-index
48
i10-index 106Top 1.1% in Finance
Thomas Mikosch

What does Thomas Mikosch research?

Thomas Mikosch's work is mostly in Economics, Econometrics and Finance (42%), Mathematics (22%), Decision Sciences (14%).

Social Sciences: 154 works · 56.4% of their workEconomics, Econometrics and Finance: 115 works · 42.3% of their workFinance: 87 works · 31.8% of their workEconomics and Econometrics: 29 works · 10.5% of their workDecision Sciences: 38 works · 14.1% of their workManagement Science and Operations Research: 38 works · 14.1% of their workPhysical Sciences: 75 works · 27.3% of their workMathematics: 61 works · 22.3% of their workMathematical Physics: 33 works · 12.2% of their workStatistics and Probability: 28 works · 10.1% of their workComputer Science: 14 works · 5.0% of their workArtificial Intelligence: 14 works · 5.0% of their workEverything else: 44 works · 16.3% of their workTHEIR WORKThomas Mikosch273works
Physical Sciences27%Social Sciences56%

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 Finance11542.3%
    2. Decision Sciences3814.1%
    1. Mathematics6122.3%
    2. Computer Science145.0%
  3. Everything else4416.3%
  1. 1Finance32% of their works
  2. 2Management Science and Operations Research14% of their works
  3. 3Mathematical Physics12% of their works
  4. 4Economics and Econometrics10% of their works
  5. 5Statistics and Probability10% of their works
  6. 6Artificial Intelligence5% of their works

Research topics

Which keywords describe Thomas Mikosch's research?

The keywords of their largest research topics: GARCH Models, Volatility, Insurance, Risk, Option Pricing, Stochastic Calculus, Interacting Particle Systems and Scaling Limits.

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 16 words, with their numbers
  1. GARCH Models1381 topic
  2. Volatility1381 topic
  3. Insurance861 topic
  4. Risk861 topic
  5. Option Pricing851 topic
  6. Stochastic Calculus851 topic
  7. Interacting Particle Systems671 topic
  8. Scaling Limits671 topic
  9. Econophysics421 topic
  10. Multifractal Analysis421 topic
  11. Clustering321 topic
  12. Mixture Models321 topic
  13. Regularization201 topic
  14. Variable Selection201 topic
  15. Economic Policy Uncertainty181 topic
  16. Oil Price Shocks181 topic

Where does Thomas Mikosch work?

Thomas Mikosch's main affiliation in the publication record is University of Copenhagen, Denmark.

How many publications and citations does Thomas Mikosch have?

OpenAlex counts 273 works and 15,563 citations for Thomas Mikosch, an h-index of 48, ranking #296,527 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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