Ulf Schepsmeier

Finance · 2012–2014

A researcher in the Science corpus: 3 papers; trusts 37 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Finance — 37 citations into it; #2,790 of 10,518 by trust here, #3,280 by citations
• Statistics and Probability — 28 citations into it; #3,923 of 12,932 by trust here, #3,411 by citations
• Artificial Intelligence — 15 citations into it
• Economics and Econometrics — 14 citations into it; #11,003 of 23,481 by trust here, #12,781 by citations
• Global and Planetary Change — 10 citations into it
• Management Science and Operations Research — 6 citations into it

Whom Ulf Schepsmeier trusts overall

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

1. Claudia Czado
2. Tim Bedford
3. Christian Genest
4. Aleksey Min
5. Q. Vuong
6. Eike C. Brechmann
7. Harry Joe
8. Roger M. Cooke
9. Kjersti Aas
10. Ivan Kojadinovic

Who trusts Ulf Schepsmeier overall

1. Eike C. Brechmann
2. Claudia Czado
3. Lutz F. Gruber
4. David Lopez-Paz
5. A. Daneshkhah
6. Jeffrey F. Dißmann
7. Kjersti Aas

Papers from Ulf Schepsmeier's perspective

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

1. Fonctions de repartition a n dimensions et leurs marges
2. Pair-copula constructions of multiple dependence
3. Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines (Annals of Mathematics and Artificial Intelligence)
4. Generalized autoregressive conditional heteroskedasticity
5. Vines: A new graphical model for dependent random variables
6. Elliptical copulas: applicability and limitations
7. The t Copula and Related Copulas
8. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
9. Bayesian inference for multivariate copulas using pair-copula constructions.
10. Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses

Their papers

• Maximum likelihood estimation of mixed C-vines with application to exchange rates (2012) — 221 citations
• Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013) — 481 citations
• Derivatives and Fisher information of bivariate copulas (2014) — 78 citations