David Lüthi

2009

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom David Lüthi trusts overall

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

  1. Arthur P. Dempster
  2. Ole E. Barndorff-Nielsen

Who trusts David Lüthi overall

  1. Yu Nishiyama
  2. Ole E. Barndorff-Nielsen
  3. Kenji Fukumizu

Papers from David Lüthi's perspective

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

  1. Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paper
  2. Data Analysis Using Stein's Estimator and its Generalizations
  3. Iterative Reclassification Procedure for Constructing An Asymptotically Optimal Rule of Allocation in Discriminant-Analysis
  4. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
  5. Generalized autoregressive conditional heteroskedasticity
  6. Factor Analysis as a Statistical Method.
  7. Application of Generalized Hyperbolic Lévy Motions to Finance
  8. How accurate is the asymptotic approximation to the distribution of realised variance
  9. The distribution of realized stock return volatility
  10. Risk management based on stochastic volatility

Their papers