Michael Vogt

Finance · 2003–2017

A researcher in the Science corpus: 4 papers; trusts 38 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom Michael Vogt trusts overall

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

  1. B. Hansen
  2. S. Rao
  3. Zhou Zhou
  4. D. Yang
  5. H. A. Karlsen
  6. Piotr Fryzlewicz
  7. Jianqing Fan
  8. Gareth M. James
  9. R. von Sachs
  10. Rainer Dahlhaus

Who trusts Michael Vogt overall

  1. Rainer Dahlhaus
  2. Stefan Thonhauser
  3. Carsten Jentsch
  4. Anne van Delft
  5. Holger Dette
  6. Stefan Birr
  7. Hansjörg Albrecher *

Papers from Michael Vogt's perspective

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

  1. Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
  2. Local polynomial modelling and its applications
  3. Generalized autoregressive conditional heteroskedasticity
  4. Regression Shrinkage and Selection via the Lasso
  5. MODELING AND FORECASTING REALIZED VOLATILITY
  6. Testing temporal constancy of the spectral structure of a time series
  7. Clustering for Sparsely Sampled Functional Data
  8. Structural Break Estimation for Nonstationary Time Series Models
  9. A Wavelet‐Based Test for Stationarity
  10. A Haar-Fisz technique for locally stationary volatility estimation

Their papers