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Yuliya Mishura

Yuliya Mishura publishes mostly in Finance, Mathematical Physics and Economics and Econometrics, on topics such as Stochastic processes and financial applications, Financial Risk and Volatility Modeling and Complex Systems and Time Series Analysis.

World rank
#1,100,397
of 1,633,909 ranked researchers
Rank in Ukraine
#1,729
of 4,000
Works
96
Citations
51
Citations per work
0.5

What does Yuliya Mishura research?

Finance: 39.6%Mathematical Physics: 17.2%Economics and Econometrics: 11.9%Management Science and Operations Research: 6.0%other fields: 25.3%40%top field
Finance39.6%Mathematical Physics17.2%Economics and Econometrics11.9%Management Science and Operations Research6.0%other fields25.3%

Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.

  1. 1Finance40% of their works
  2. 2Mathematical Physics17% of their works
  3. 3Economics and Econometrics12% of their works
  4. 4Management Science and Operations Research6% of their works
  5. 5Statistical and Nonlinear Physics4% of their works
  6. 6Statistics and Probability4% of their works

Research topics

Which keywords describe Yuliya Mishura's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, GARCH Models, Volatility, Econophysics, Ergodic Theory, Multifractal Analysis and Nonlinear Equations.

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 18 words, with their numbers
  1. Option Pricing341 topic
  2. Stochastic Calculus341 topic
  3. GARCH Models191 topic
  4. Volatility191 topic
  5. Econophysics111 topic
  6. Ergodic Theory112 topics
  7. Multifractal Analysis111 topic
  8. Nonlinear Equations112 topics
  9. Mathematical Physics71 topic
  10. p-adic71 topic
  11. Interacting Particle Systems51 topic
  12. Scaling Limits51 topic
  13. Anomalous Diffusion41 topic
  14. Chaos41 topic
  15. Dynamical Systems41 topic
  16. Fractional Calculus41 topic
  17. Insurance41 topic
  18. Risk41 topic

Where does Yuliya Mishura work?

Yuliya Mishura's main affiliation in the publication record is Taras Shevchenko National University of Kyiv, Ukraine.

How many publications and citations does Yuliya Mishura have?

Science Explorer counts 96 works and 51 citations for Yuliya Mishura, ranking #1,100,397 of 1,633,909 researchers worldwide on the composite 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 are in the interactive view on the map. Is this your page? Request a correction or removal.