World's Best Scientists 2026 revealed!

D-Index & Metrics

Mathematics

D-Index
36
Citations
4740
World Ranking
2668
National Ranking
36

Christian M. Hafner publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Christian M. Hafner sits on this spectrum.

42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 83 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 publications 537+

This scientist: 145 publications — 35th percentile

35% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Christian M. Hafner D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Christian M. Hafner sits on this spectrum.

30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 138 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 36 D-Index — 29th percentile

29% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Overview

Christian M. Hafner is affiliated with Université Catholique de Louvain in Belgium. Their research spans the fields of Economics, Econometrics, and Finance, with a total of 49 publications within these areas. The main subfields they work in include Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Information Systems, and Management Science and Operations Research.

The scientific contributions of Christian M. Hafner cover various topics, particularly focusing on Financial Risk and Volatility Modeling, Market Dynamics and Volatility, Complex Systems and Time Series Analysis, Financial Markets and Investment Strategies, Monetary Policy and Economic Impact, Blockchain Technology Applications and Security, and Art History and Market Analysis.

Their frequent publication venues are:

  • SSRN Electronic Journal
  • Journal of Business and Economic Statistics
  • Journal of Econometrics
  • Journal of Risk and Financial Management
  • International Journal of Environmental Research and Public Health

Christian M. Hafner has collaborated regularly with several co-authors, including:

  • Helmut Herwartz
  • Linqi Wang
  • Oliver B. Linton
  • Fabian Bocart
  • Markus J. Fülle

Among their recent papers are:

  • The Spread of the Covid-19 Pandemic in Time and Space, 2020, International Journal of Environmental Research and Public Health
  • Identification of Structural Multivariate GARCH Models, 2020, Journal of Econometrics
  • A Dynamic Conditional Score Model for the Log Correlation Matrix, 2021, Journal of Econometrics
  • Alternative Assets and Cryptocurrencies, 2020, Journal of Risk and Financial Management
  • Asymmetric Volatility Impulse Response Functions, 2022, Economics Letters

Best Publications

  • Statistics of financial markets

    Jürgen Franke;Wolfgang Karl Härdle;Christian Matthias Hafner

  • Quantile autoregression. Commentary

    Roger Koenker;Zhijie Xiao;Jianqing Fan;Yingying Fan

  • A Lagrange multiplier test for causality in variance

    Christian M. Hafner;Helmut Herwartz

  • Dynamic stochastic copula models: Estimation, inference and applications

    Christian M. Hafner;Hans Manner

  • Volatility impulse response functions for multivariate GARCH models: an exchange rate illustration

    Christian M. Hafner;Helmut Herwartz

  • Handbook of Volatility Models and Their Applications

    Luc Bauwens;Christian M. Hafner;Sebastien Laurent

  • Testing for bubbles in cryptocurrencies with time-varying volatility

    Christian M Hafner

  • On asymptotic theory for multivariate GARCH models

    Christian M. Hafner;Arie Preminger

  • Fourth Moment Structure of Multivariate GARCH Models

    Christian M. Hafner

  • On the estimation of dynamic conditional correlation models

    Christian M. Hafner;Olga Reznikova

  • Efficient estimation of a multivariate multiplicative volatility model

    Christian M. Hafner;Oliver B. Linton

  • Statistics of Financial Markets: An Introduction

    Jürgen Franke;Wolfgang Karl Härdle;Christian Matthias Hafner

  • Discrete time option pricing with flexible volatility estimation

    Wolfgang Karl Härdle;Christian Hafner

  • A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets

    Christian M. Hafner;Philip Hans Franses

  • Efficient estimation of a semiparametric dynamic copula model

    Christian M. Hafner;Olga Reznikova

  • A One Line Derivation of EGARCH

    Michael McAleer;Christian M. Hafner

  • Handbook of Volatility Models and Their Applications: Bauwens/Handbook of Volatility Models and Their Applications

    Luc Bauwens;Christian Hafner;Sebastien Laurent

  • Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility

    Christian M. Hafner

  • MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES

    Luc Bauwens;Christian M. Hafner;Diane Pierret

  • Analytical quasi maximum likelihood inference in multivariate volatility models

    Christian M. Hafner;Helmut Herwartz

  • Multivariate mixed normal conditional heteroskedasticity

    L. Bauwens;C. M. Hafner;J. V. K. Rombouts

  • Testing causality in variance using multivariate GARCH models

    Christian Hafner;Helmut Herwartz

Frequent Co-Authors

Wolfgang Karl Härdle
Wolfgang Karl Härdle Humboldt-Universität zu Berlin
Helmut Herwartz
Helmut Herwartz University of Göttingen
Oliver Linton
Oliver Linton University of Cambridge
Luc Bauwens
Luc Bauwens Université Catholique de Louvain
Dick van Dijk
Dick van Dijk Erasmus University Rotterdam
Philip Hans Franses
Philip Hans Franses Erasmus University Rotterdam
Peter Bossaerts
Peter Bossaerts University of Cambridge
Sébastien Laurent
Sébastien Laurent Aix-Marseille University
Michael McAleer
Michael McAleer Erasmus University Rotterdam
Léopold Simar
Léopold Simar Université Catholique de Louvain

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