Andrea Schmidt

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Andrea Schmidt trusts overall

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

  1. Jem N. Corcoran
  2. A. C. Davison
  3. Marno Verbeek
  4. Fred Espen Benth

Who trusts Andrea Schmidt overall

  1. Fred Espen Benth

Papers from Andrea Schmidt's perspective

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

  1. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  2. Modelling Extremal Events for Insurance and Finance
  3. Statistics of Extremes (International Encyclopedia of Statistical Science)
  4. A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing
  5. Understanding the Fine Structure of Electricity Prices
  6. Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes (Journal of Applied Probability)
  7. Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange
  8. A Guide to Modern Econometrics
  9. Generalized autoregressive conditional heteroskedasticity
  10. The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence

Their papers