Axel Groß-Klußmann

Finance · 2011

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 27 citations into it
• Economics and Econometrics — 21 citations into it
• Management Science and Operations Research — 5 citations into it

Whom Axel Groß-Klußmann trusts overall

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

1. Halbert White
2. Fulvio Corsi
3. Paolo Zaffaroni
4. Angelo Ranaldo
5. Todd E. Clark
6. Nicolas P. B. Bollen
7. Michael W. McCracken
8. Andréas Heinen
9. Robert Whaley
10. P. R. Hansen

Papers from Axel Groß-Klußmann's perspective

Ordered by how strongly the researchers Axel Groß-Klußmann trusts endorse each paper. Same corpus, a different order for every researcher.

1. A Reality Check for Data Snooping
2. A Simple Approximate Long-Memory Model of Realized Volatility
3. Tests of Equal Forecast Accuracy and Encompassing for Nested Models
4. STATIONARITY AND MEMORY OF ARCH(∞) MODELS (Econometric Theory)
5. Generalized autoregressive conditional heteroskedasticity
6. Modeling the bid/ask spread: measuring the inventory-holding premium ☆
7. Order aggressiveness in limit order book markets
8. Statistics for long-memory processes
9. Macroeconomic Forecasting Using Diffusion Indexes
10. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)

Their papers

• Predicting Bid–Ask Spreads Using Long‐Memory Autoregressive Conditional Poisson Models (2011) — 61 citations