Julia Schaumburg

Finance · 2015–2016

A researcher in the Science corpus: 2 papers; trusts 15 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 43 citations into it; #7,866 of 10,518 by trust here, #5,165 by citations
• Economics and Econometrics — 35 citations into it; #17,030 of 23,481 by trust here, #11,468 by citations
• Statistics and Probability — 13 citations into it

Whom Julia Schaumburg trusts overall

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

1. Robert Tibshirani
2. Markus K. Brunnermeier
3. Alexandre Belloni
4. V. Acharya
5. Lung-fei Lee
6. Kani Chen
7. Victor Chernozhukov
8. Andrew S. Harvey
9. Robert F. Engle

Who trusts Julia Schaumburg overall

1. Wolfgang Karl Härdle
2. Gangjin Wang

Papers from Julia Schaumburg's perspective

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

1. Regression Shrinkage and Selection via the Lasso
2. Dynamic Conditional Correlation
3. Introduction to Spatial Econometrics
4. A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk
5. The 'Greatest' Carry Trade Ever? Understanding Eurozone Bank Risks
6. Deciphering the Liquidity and Credit Crunch 2007-08
7. L1-Penalised quantile regression in high-dimensional sparse models
8. Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
9. Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances (Journal of Econometrics)
10. Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe

Their papers

• Financial Network Systemic Risk Contributions (2015) — 516 citations
• Spillover Dynamics for Systemic Risk Measurement Using Spatial Financial Time Series Models (2016) — 125 citations