T. Marquardt

Finance · 2005–2007

A researcher in the Science corpus: 3 papers; trusts 15 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 14 citations into it; #2,957 of 10,518 by trust here, #7,575 by citations
• Economics and Econometrics — 7 citations into it
• Statistics and Probability — 5 citations into it; #3,946 of 12,932 by trust here, #8,279 by citations

Whom T. Marquardt trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Peter J. Brockwell
2. René L. Schilling
3. J. Rosínski
4. David Nualart
5. Murad S. Taqqu
6. Ole E. Barndorff-Nielsen
7. Rama Cont
8. Vladas Pipiras
9. Gennady Samorodnitsky
10. Paul Doukhan

Who trusts T. Marquardt overall

1. Peter J. Brockwell
2. Robert Stelzer
3. Ole E. Barndorff-Nielsen
4. Christian Pigorsch
5. Eckhard Schlemm
6. Henghsiu Tsai
7. V. Todorov
8. Eduardo Abi Jaber
9. Kung-Sik Chan
10. Richard A. Davis

Papers from T. Marquardt's perspective

Ordered by how strongly the researchers T. Marquardt trusts endorse each paper. Same corpus, a different order for every researcher.

1. Financial Modelling with Jump Processes
2. Information Theory, Inference, and Learning Algorithms
3. Continuous-time ARMA processes
4. Representations of continuous-time ARMA processes (Journal of Applied Probability)
5. Financial Modelling with Jump Processes
6. Tempering stable processes
7. Integration questions related to fractional Brownian motion
8. Series Representations of Lévy Processes from the Perspective of Point Processes
9. Lévy-Driven Carma Processes
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Multivariate CARMA processes (2007) — 112 citations
• Fractional Lévy processes with an application to long memory moving average processes (2006) — 147 citations
• Lévy-driven and fractionally integrated ARMA processes with continuous time parameter (2005) — 133 citations