World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
40
Citations
10453
World Ranking
2246
National Ranking
56

Ramazan Gençay publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Ramazan Gençay sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 149 publications — 41st percentile

41% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Ramazan Gençay D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Ramazan Gençay sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 40 D-Index — 41st percentile

41% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Overview

Ramazan Gençay was affiliated with Simon Fraser University in Canada. Their research focused primarily on Economics, Econometrics, and Finance, with notable contributions in several subfields including Economics and Econometrics, Finance, General Economics, Econometrics and Finance, and Accounting.

Their work covered a range of main topics, notably:

  • Market Dynamics and Volatility
  • Insurance and Financial Risk Management
  • Credit Risk and Financial Regulations
  • Financial Risk and Volatility Modeling
  • Financial Markets and Investment Strategies
  • Monetary Policy and Economic Impact
  • Complex Systems and Time Series Analysis

Gençay published frequently in specific academic venues, including:

  • RePEc: Research Papers in Economics
  • Journal of Forecasting
  • Studies in Nonlinear Dynamics and Econometrics
  • The Journal of Risk

Among their recent papers, some key works include:

  • "Short-run wavelet-based covariance regimes for applied portfolio management" (2020), published in Journal of Forecasting
  • "Recovering cointegration via wavelets in the presence of non-linear patterns" (2021), published in Studies in Nonlinear Dynamics and Econometrics
  • "Volatility spillover along the supply chains: a network analysis on economic links" (2020), published in The Journal of Risk
  • "Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures" (2021), published in RePEc: Research Papers in Economics
  • "Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events" (2021), published in RePEc: Research Papers in Economics

Frequent coauthors collaborating with Gençay included:

  • Theo Berger
  • Alejandro García
  • Jorge Martínez Compains
  • Ignacio Rodríguez
  • Tommaso Trani

Best Publications

  • An Introduction to Wavelets and Other Filtering Methods in Finance and Economics

    Ramazan Genc̦ay;Faruk Selçuk;Brandon Whitcher

  • An Introduction to High-Frequency Finance

    Ramazan Gençay;Michel Dacorogna;Ulrich A. Muller;Olivier Pictet

  • Extreme value theory and Value-at-Risk: Relative performance in emerging markets

    Ramazan Gençay;Ramazan Gençay;Faruk Selçuk

  • Multiscale systematic risk

    Ramazan Gençay;Faruk Selçuk;Brandon Whitcher

  • Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules

    Ramazan Gençay

  • The predictability of security returns with simple technical trading rules

    Ramazan Gençay

  • SEMIPARAMETRIC ESTIMATION OF A HEDONIC PRICE FUNCTION

    Paul M. Anglin;Ramazan Gençay

  • High volatility, thick tails and extreme value theory in value-at-risk estimation

    Ramazan Gençay;Faruk Selçuk;Abdurrahman Ulugülyaǧci

  • Pricing and hedging derivative securities with neural networks and a homogeneity hint

    René Garcia;Ramazan Gençay

  • Systematic risk and timescales

    R. Gencay;F. Selcuk;Brandon Whitcher

  • An algorithm for the n Lyapunov exponents of an n -dimensional unknown dynamical system

    Ramazan Gencay;W. Davis Dechert

  • Scaling properties of foreign exchange volatility

    Ramazan Gençay;Ramazan Gençay;Faruk Selçuk;Brandon Whitcher

  • Pricing and hedging derivative securities with neural networks: Bayesian regularization, early stopping, and bagging

    R. Gencay;Min Qi

  • Differentiating intraday seasonalities through wavelet multi-scaling

    Ramazan Gençay;Faruk Selçuk;Brandon Whitcher

  • Unit Root Tests with Wavelets

    Yanqin Fan;Ramazan Gençay

  • Optimization of technical trading strategies and the profitability in security markets

    Ramazan Gençay

  • Moving average rules, volume and the predictability of security returns with feedforward networks

    Ramazan Gençay;Thanasis Stengos

  • Non-linear prediction of security returns with moving average rules

    Ramazan Gençay

  • Scaling, self-similarity and multifractality in FX markets

    Zhaoxia Xu;Ramazan Gençay

  • Asymmetry of information flow between volatilities across time scales

    Ramazan Gençay;Nikola Gradojevic;Faruk Selçuk;Brandon Whitcher

  • EVIM: A Software Package for Extreme Value Analysis in MATLAB

    Ramazan Gençay;Faruk Selçuk;Abdurrahman Ulugülyagci

Frequent Co-Authors

René Garcia
René Garcia University of Montreal
Thanasis Stengos
Thanasis Stengos University of Guelph
Gazi Salah Uddin
Gazi Salah Uddin Linköping University
Stelios D. Bekiros
Stelios D. Bekiros European University Institute

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