Johannes Schauer

Finance · 2009–2011

A researcher in the Science corpus: 2 papers; trusts 10 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 17 citations into it; #6,022 of 10,518 by trust here, #7,251 by citations
• Mathematical Physics — 11 citations into it; #5,475 of 8,562 by trust here, #5,794 by citations
• Statistics and Probability — 10 citations into it
• Economics and Econometrics — 9 citations into it
• Artificial Intelligence — 8 citations into it
• Management Science and Operations Research — 7 citations into it

Whom Johannes Schauer trusts overall

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

1. Wei Biao Wu
2. Tim Bollerslev
3. Daniel B. Nelson
4. Richard C. Bradley
5. Jérôme Dedecker
6. Weidong Liu
7. Alfredas Rackauskas

Who trusts Johannes Schauer overall

1. Lajos Horv'ath
2. Piotr Fryzlewicz

Papers from Johannes Schauer's perspective

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

1. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
2. Nonlinear system theory: another look at dependence.
3. Review: P. Billingsley, Convergence of probability measures
4. Weak Dependence: With Examples and Applications
5. Strong approximation for a class of stationary processes
6. Empirical Processes with Applications to Statistics
7. On linear processes with dependent innovations
8. Strong Approximations in Probability and Statistics (International Encyclopedia of Statistical Science)
9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
10. Strong approximation for the sums of squares of augmented GARCH sequences

Their papers

• Split invariance principles for stationary processes. (2011) — 46 citations
• Asymptotic results for the empirical process of stationary sequences (2009) — 77 citations