Malte Knüppel

Economics and Econometrics · 2015

A researcher in the Science corpus: 1 paper; trusts 14 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 11 citations into it; #22,318 of 23,481 by trust here, #20,730 by citations
• Finance — 8 citations into it; #10,066 of 10,518 by trust here, #9,027 by citations
• Management Science and Operations Research — 6 citations into it
• Statistics and Probability — 5 citations into it

Whom Malte Knüppel trusts overall

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

1. Tim Bollerslev
2. Jeremy Berkowitz
3. Michael P. Clements
4. James Mitchell
5. Jushan Bai
6. A. Jore
7. K. Aastveit
8. Serena Ng
9. Stephen G. Hall
10. Karsten R. Gerdrup

Who trusts Malte Knüppel overall

1. K. Aastveit
2. F. Busetti

Papers from Malte Knüppel's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Testing Density Forecasts, With Applications to Risk Management
3. Present position and potential developments: some personal views
4. EVALUATING T HE BANK OF ENGLAND D ENSITY FORECASTS OF INFLATION
5. Macroeconomic Forecasting Using Diffusion Indexes
6. Estimating the Dimension of a Model
7. Nowcasting GDP in Real Time: A Density Combination Approach
8. Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR 'Fan' Charts of Inflation
9. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
10. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH

Their papers

• Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments (2015) — 69 citations