Niklas Wagner

Economics and Econometrics · 2003–2019

A researcher in the Science corpus: 3 papers; trusts 15 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 32 citations into it; #8,689 of 23,481 by trust here, #15,581 by citations
• Finance — 29 citations into it; #4,017 of 10,518 by trust here, #6,419 by citations
• Statistics and Probability — 6 citations into it

Whom Niklas Wagner trusts overall

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

1. Alexander J. McNeil
2. M. Ivette Gomes
3. Francis X. Diebold
4. H. Drees
5. Laurens de Haan
6. Jón Dańıelsson
7. Ronald Huisman
8. Rüdiger Frey
9. Til Schuermann
10. Kees G. Koedijk

Who trusts Niklas Wagner overall

1. Velayoudoum Marimoutou
2. Bechir Raggad
3. Abdelwahed Trabelsi

Papers from Niklas Wagner's perspective

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

1. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
2. Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
3. Specification Analysis of Affine Term Structure Models
4. An Introduction to Copulas
5. How to make a Hill Plot
6. Conditional Dependency of Financial Series: An Application of Copulas
7. Generalized autoregressive conditional heteroskedasticity
8. Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula
9. Tail-Index Estimates in Small Samples
10. The Bootstrap Methodology in Statistics of Extremes—Choice of the Optimal Sample Fraction

Their papers

• Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications (2006) — 98 citations
• Hedging stocks with oil (2019) — 163 citations
• Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes (2003) — 55 citations