Timo Dimitriadis

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it; #7,759 of 10,518 by trust here, #10,352 by citations
• Economics and Econometrics — 10 citations into it
• Management Science and Operations Research — 9 citations into it; #8,566 of 11,946 by trust here, #11,755 by citations
• Statistics and Probability — 6 citations into it; #9,770 of 12,932 by trust here, #12,603 by citations

Whom Timo Dimitriadis trusts overall

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

1. Tilmann Gneiting
2. Fulvio Corsi
3. Tobias Fissler
4. Helena Ramalhinho Lourenço
5. J. Ziegel
6. James W. Taylor
7. Olivier C. Martin
8. Roger W. Koenker
9. Tim Bollerslev
10. Thomas Stützle

Who trusts Timo Dimitriadis overall

1. James W. Taylor

Papers from Timo Dimitriadis's perspective

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

1. Making and Evaluating Point Forecasts
2. Higher order elicitability and Osband’s principle
3. A Simple Approximate Long-Memory Model of Realized Volatility
4. Bootstrap Methods: Another Look at the Jackknife
5. Iterated Local Search (Handbook of Metaheuristics)
6. Probabilistic forecasts, calibration and sharpness
7. Quantile Regression
8. Strictly Proper Scoring Rules, Prediction, and Estimation
9. The role of the information set for forecasting—with applications to risk management
10. Elicitable Risk Measures

Their papers

• A joint quantile and expected shortfall regression framework (2017) — 60 citations