Paul Schneider

Finance · with Wagner · 2011–2020

A researcher in the Science corpus: 4 papers; trusts 60 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 126 citations into it
• Economics and Econometrics — 75 citations into it
• Statistics and Probability — 14 citations into it
• Accounting — 13 citations into it
• Management Science and Operations Research — 8 citations into it

Whom Paul Schneider trusts overall

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

1. Peter P. Carr
2. Turan G. Bali
3. Yacine Aït-Sahalia
4. G. Duffee
5. Andrea Frazzini
6. Andrew Ang
7. Qiang Dai
8. Halbert White
9. Jun Pan
10. Hans R. Künsch

Who trusts Paul Schneider overall

1. Niels Friewald

Papers from Paul Schneider's perspective

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

1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
2. Term premia and interest rate forecasts in affine models
3. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
4. Specification Analysis of Affine Term Structure Models
5. Affine Term Structure Models and the Forward Premium Anomaly
6. Bond Risk Premia
7. MODELING AND FORECASTING REALIZED VOLATILITY
8. The Impact of Jumps in Volatility and Returns
9. Variance Risk Premiums
10. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

Their papers

• Low‐Risk Anomalies? (2020) — 127 citations
• The Skew Risk Premium in the Equity Index Market (2013) — 213 citations
• Properties of Foreign Exchange Risk Premiums (2012) — 131 citations
• Density Approximations for Multivariate Affine Jump-Diffusion Processes (2011) — 125 citations