# Peter J. Brockwell

**Type:** Researchers  
**Canonical URL:** https://scholariq.org/researchers/peter-j-brockwell/

## Facts

| Field | Value |
| --- | --- |
| Citations | 22,820 |
| Field | Financial Risk and Volatility Modeling |
| h-index | 44 |
| i10-index | 102 |
| Last Known Institution | Colorado State University |
| OpenAlex ID | https://openalex.org/A5042747460 |
| ORCID iD | https://orcid.org/0000-0002-9992-7767 |
| Works | 266 |

## Researcher topics

- [Stochastic processes and financial applications](https://scholariq.org/topics/stochastic-processes-and-financial-applications/)
- [Stochastic processes and statistical mechanics](https://scholariq.org/topics/stochastic-processes-and-statistical-mechanics/)
- [Financial Risk and Volatility Modeling](https://scholariq.org/topics/financial-risk-and-volatility-modeling/)
- [Fault Detection and Control Systems](https://scholariq.org/topics/fault-detection-and-control-systems/)
- [Statistical Methods and Inference](https://scholariq.org/topics/statistical-methods-and-inference/)

## Researcher university

- [Colorado State University](https://scholariq.org/institutions/colorado-state-university/)

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Source: ScholarIQ — public research metadata, principally OpenAlex. See https://scholariq.org/sources/ for provenance and https://scholariq.org/methodology/ for what these figures mean.