Wolfgang Schmid
Finance · 2000–2018
A researcher in the Science corpus: 9 papers; trusts 40 researchers and is trusted by 16 researchers here, as inferred from the citation graph.
Subfields
- Finance — 52 citations into it; #2,968 of 10,518 by trust here, #4,732 by citations
- Economics and Econometrics — 32 citations into it; #18,872 of 23,481 by trust here, #19,308 by citations
- Statistics and Probability — 32 citations into it; #6,028 of 12,932 by trust here, #9,233 by citations
- Artificial Intelligence — 11 citations into it; #29,425 of 35,345 by trust here, #30,347 by citations
- Electrical and Electronic Engineering — 10 citations into it
- Environmental Engineering — 10 citations into it
- Economics & Operations Research — 6 citations into it
- Global and Planetary Change — 6 citations into it
Whom Wolfgang Schmid trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Tim Bollerslev
- Robert F. Engle
- Robert Tibshirani
- Yarema Okhrin
- Lung-fei Lee
- Luc Anselin
- Bernard Fingleton
- R. C. Merton
- Eugene F. Fama
- Andrew Ang
Who trusts Wolfgang Schmid overall
- Taras Bodnar
- Vasyl Golosnoy
- Yarema Okhrin
- Eike C. Brechmann
- Willis A. Jensen
- Poulomi Ganguli
- Gabriel Frahm
Papers from Wolfgang Schmid's perspective
Ordered by how strongly the researchers Wolfgang Schmid trusts endorse each paper. Same corpus, a different order for every researcher.
- Regression Shrinkage and Selection via the Lasso
- PATHWISE COORDINATE OPTIMIZATION
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Time Series Analysis: Forecasting and Control
- © Institute of Mathematical Statistics, 2004 LEAST ANGLE REGRESSION
- The Impact of Jumps in Volatility and Returns
- On comparing three artificial neural networks for wind speed forecasting
- Probabilistic forecasts, calibration and sharpness
- The Behavior of Stock-Market Prices
- Introduction to Spatial Econometrics
Their papers
- Properties of hierarchical Archimedean copulas (2013) — 68 citations
- The influence of parameter estimation on the ARL of Shewhart type charts for time series (2000) — 52 citations
- EWMA Control Charts for Monitoring Optimal Portfolio Weights (2007) — 63 citations
- On the structure and estimation of hierarchical Archimedean copulas (2013) — 159 citations
- Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (2018) — 48 citations
- A new high-dimensional time series approach for wind speed, wind direction and air pressure forecasting (2017) — 52 citations
- Generalized Spatial and Spatiotemporal Autoregressive Conditional Heteroscedasticity (2016) — 56 citations
- A test for the weights of the global minimum variance portfolio in an elliptical model (2008) — 77 citations
- Distributional properties of portfolio weights (2006) — 198 citations