Eckhard Liebscher
Finance · 2001–2008
A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 23 researchers here, as inferred from the citation graph.
Subfields
- Finance — 5 citations into it; #1,799 of 10,518 by trust here, #7,575 by citations
Whom Eckhard Liebscher trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Bernard Walter Silverman
- Harry Joe
- Xiaohong Chen
- Paul Doukhan
- Abdelkader Mokkadem
- Yanqin Fan
- Jianqing Fan
- Alexander J. McNeil
- Arthur Charpentier
- Viktor Tsyrennikov
Who trusts Eckhard Liebscher overall
- Pentti Saikkonen
- Ivan Kojadinovic
- G. Salvadori
- Hannes Kazianka
- Valérie Monbet
- Christian Genest
- Carlo De Michele
- Jürgen Pilz
- Jun Yan
- Fabrizio Durante
Papers from Eckhard Liebscher's perspective
Ordered by how strongly the researchers Eckhard Liebscher trusts endorse each paper. Same corpus, a different order for every researcher.
- Mixing: Properties and Examples
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Local polynomial modelling and its applications
- Density Estimation for Statistics and Data Analysis
- Efficient Estimation of Semiparametric Multivariate Copula Models
- Multivariate Archimedean copulas, $d$-monotone functions and $\ell_1$-norm symmetric distributions
- Lower tail dependence for Archimedean copulas: Characterizations and pitfalls
- Mixing properties of ARMA processes
- ESTIMATION OF THE DENSITY AND THE REGRESSION FUNCTION UNDER MIXING CONDITIONS
- Generalized autoregressive conditional heteroskedasticity
Their papers
- Construction of asymmetric multivariate copulas (2008) — 241 citations
- Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes (2005) — 116 citations
- ESTIMATION OF THE DENSITY AND THE REGRESSION FUNCTION UNDER MIXING CONDITIONS (2001) — 85 citations