Matthias Hagmann

Statistics and Probability · 2007–2012

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 13 citations into it; #9,385 of 12,932 by trust here, #11,487 by citations
• Economics and Econometrics — 12 citations into it
• Finance — 7 citations into it; #6,079 of 10,518 by trust here, #6,960 by citations

Whom Matthias Hagmann trusts overall

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

1. Jushan Bai
2. C. Stone
3. M. Hashem
4. Oliver B. Linton
5. Mark Grinblatt
6. Serena Ng
7. Andrew Ang
8. Olivier Scaillet
9. Sheridan Titman

Who trusts Matthias Hagmann overall

1. Masayuki Hirukawa
2. Jianqing Fan
3. Mari Sakudo

Papers from Matthias Hagmann's perspective

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

1. Inferential Theory for Factor Models of Large Dimensions
2. Determining the Number of Factors in Approximate Factor Models
3. Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (Social Science Research Network)
4. The Persistence of Mutual Fund Performance
5. Optimal Rates of Convergence for Nonparametric Estimators
6. The Cross-Section of Volatility and Expected Returns
7. On Bandwidth Variation in Kernel Estimates-A Square Root Law
8. Estimating Semiparametric ARCH(∞) Models by Kernel Smoothing Methods1
9. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
10. Regression Shrinkage and Selection via the Lasso

Their papers

• EFFICIENT SEMIPARAMETRIC ESTIMATION OF THE FAMA-FRENCH MODEL AND EXTENSIONS (2012) — 150 citations
• Local Multiplicative Bias Correction for Asymmetric Kernel Density Estimators (2007) — 76 citations