Uwe Kuchler

Finance · 2008–2013

A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 15 citations into it; #5,299 of 10,518 by trust here, #6,671 by citations
• Economics and Econometrics — 6 citations into it
• Management Science and Operations Research — 5 citations into it; #8,664 of 11,946 by trust here, #8,906 by citations

Whom Uwe Kuchler trusts overall

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

1. René L. Schilling
2. Peter P. Carr
3. Young Shin Kim
4. J. Rosínski
5. Jean Jacod
6. Michele Leonardo Bianchi
7. Stefan Tappe
8. Ernst Eberlein
9. Wim Schoutens

Who trusts Uwe Kuchler overall

1. Michael H. Neumann
2. Fabienne Comte
3. Markus Reiß
4. Stefan Tappe
5. Valentine Genon-Catalot

Papers from Uwe Kuchler's perspective

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

1. Tempering stable processes
2. Financial Modelling with Jump Processes
3. The Modifled Tempered Stable Distribution, GARCH Models and Option Pricing
4. Bilateral gamma distributions and processes in financial mathematics
5. On the shapes of bilateral Gamma densities
6. Financial Models with Levy Processes and Volatility Clustering
7. The Fine Structure of Asset Retums : An Empirical Investigation '
8. Lévy Processes in Finance: Pricing Financial Derivatives
9. Lévy processes and infinitely divisible distributions
10. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics

Their papers

• Bilateral gamma distributions and processes in financial mathematics (2008) — 179 citations
• Tempered stable distributions and processes (2013) — 141 citations
• On the shapes of bilateral Gamma densities (2008) — 59 citations