Simon D. Knaus

Economics and Econometrics · 2016

A researcher in the Science corpus: 1 paper; trusts 16 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 11 citations into it; #13,370 of 23,481 by trust here, #20,008 by citations
• Finance — 10 citations into it; #6,148 of 10,518 by trust here, #8,598 by citations
• Statistics and Probability — 10 citations into it

Whom Simon D. Knaus trusts overall

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

1. Torben G. Andersen
2. Hui Zou
3. Fulvio Corsi
4. David Ruppert
5. Tim Bollerslev
6. Jerome H. Friedman
7. Lan Zhang
8. Hansheng Wang
9. Robert Tibshirani
10. Ole E. Barndorff-Nielsen

Who trusts Simon D. Knaus overall

1. Ricardo P. Masini
2. Chao Liang
3. Marcelo C. Medeiros

Papers from Simon D. Knaus's perspective

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

1. The Adaptive Lasso and Its Oracle Properties
2. The distribution of realized stock return volatility
3. The Elements of Statistical Learning: Data Mining, Inference, and Prediction
4. Regularization Paths for Generalized Linear Models via Coordinate Descent
5. The Distribution of Realized Exchange Rate Volatility
6. A Simple Approximate Long-Memory Model of Realized Volatility
7. Regression coefficient and autoregressive order shrinkage and selection via the lasso
8. A Tale of Two Time Scales
9. Regression Shrinkage and Selection via the Lasso
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Lassoing the HAR Model: A Model Selection Perspective on Realized Volatility Dynamics (2016) — 115 citations