K. O. Hufthammer

Economics and Econometrics · 2013–2014

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 20 citations into it; #14,369 of 23,481 by trust here, #20,008 by citations
• Finance — 19 citations into it; #6,623 of 10,518 by trust here, #8,598 by citations

Whom K. O. Hufthammer trusts overall

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

1. B. Hansen
2. Tina Hviid Rydberg
3. Juan Carlos Meléndez Rodríguez
4. Andrew Ang

Who trusts K. O. Hufthammer overall

1. Dag Tjøstheim

Papers from K. O. Hufthammer's perspective

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

1. International Asset Allocation With Regime Shifts
2. No Contagion, Only Interdependence: Measuring Stock Market Comovements
3. A New Approach to Measuring Financial Contagion
4. Measuring financial contagion:a copula approach
5. The extremogram: a correlogram for extreme events
6. Pair-copula constructions of multiple dependence
7. Realistic Statistical Modelling of Financial Data
8. Dynamic correlation analysis of financial contagion: Evidence from Asian markets
9. Nonlinear Time Series
10. Coexceedances in financial markets--a quantile regression analysis of contagion

Their papers

• Local Gaussian correlation: A new measure of dependence (2013) — 108 citations
• Using local Gaussian correlation in a nonlinear re-examination of financial contagion (2014) — 71 citations