Marie Kratz

Finance · 2001–2016

A researcher in the Science corpus: 3 papers; trusts 18 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 14 citations into it; #5,907 of 10,518 by trust here, #8,598 by citations
• Management Science and Operations Research — 11 citations into it
• Economics and Econometrics — 9 citations into it; #19,621 of 23,481 by trust here, #22,774 by citations
• Statistics and Probability — 8 citations into it

Whom Marie Kratz trusts overall

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

1. Jeremy Berkowitz
2. J. Ziegel
3. Jem N. Corcoran
4. Dirk Tasche
5. Peter F. CHRISTOFFERSENti
6. Chen Zhou
7. Jeroen Kerkhof
8. José Rafael León
9. Jonathan E. Taylor
10. Jean-Marc Azaïs

Who trusts Marie Kratz overall

1. Andrew Granville
2. I. Wigman
3. A. Singh
4. Roman V. Baluev
5. Ivan Nourdin

Papers from Marie Kratz's perspective

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

1. Tests of Conditional Predictive Ability
2. Elicitable Risk Measures
3. Expected shortfall and beyond
4. Making and Evaluating Point Forecasts
5. Geometric Measure Theory
6. COHERENCE AND ELICITABILITY
7. Robustness and sensitivity analysis of risk measurement procedures
8. Backtesting for Risk-Based Regulatory Capital
9. Testing Density Forecasts, With Applications to Risk Management
10. Euler characteristics for Gaussian fields on manifolds

Their papers

• Multinomial VaR Backtests: A simple implicit approach to backtesting expected shortfall (2016) — 90 citations
• Level crossings and other level functionals of stationary Gaussian processes (2006) — 97 citations
• Central Limit Theorems for Level Functionals of Stationary Gaussian Processes and Fields (2001) — 77 citations