Martin Scheicher
Finance · 2001–2015
A researcher in the Science corpus: 6 papers; trusts 5 researchers and is trusted by 13 researchers here, as inferred from the citation graph.
Subfields
- Finance — 37 citations into it; #3,251 of 10,518 by trust here, #3,667 by citations
- Economics and Econometrics — 24 citations into it; #8,026 of 23,481 by trust here, #15,581 by citations
Whom Martin Scheicher trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Martin Scheicher overall
- Theodore Syriopoulos
- Sofoklis Vogiazas
- Dritan Gjika
- Manolis N. Syllignakis
- Balázs Égert
- Andrew C. Worthington
- Pilar Abad
- J. Beirne
- S. Voronkova
- M. Sorge
Papers from Martin Scheicher's perspective
Ordered by how strongly the researchers Martin Scheicher trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized Linear Models
- Collective dynamics of ‘small-world’ networks
- Numerical Solution of Stochastic Differential Equations
- Options, Futures, and Other Derivatives
- How Sovereign is Sovereign Credit Risk
- The Impact of Central Clearing on Counterparty Risk, Liquidity, and Trading: Evidence from the Credit Default Swap Market
- Numerical recipes in C
- Simulation methods to assess the danger of contagion in interbank markets
- Generalized Linear Models
- Problems with fitting to the power-law distribution
Their papers
- The Comovements of Stock Markets in Hungary, Poland and the Czech Republic (2001) — 190 citations
- Central Clearing and Collateral Demand (2015) — 228 citations
- The Network Structure of the CDS Market and its Determinants (2014) — 144 citations
- Modelling the Implied Probability of Stock Market Movements (2003) — 53 citations
- Macroeconomic Stress Testing: Preliminary Evidence for Austria (2002) — 138 citations
- GARCH vs. stochastic volatility: Option pricing and risk management (2002) — 134 citations