Ulrich Stadtmüller

Finance · 2006–2015

A researcher in the Science corpus: 4 papers; trusts 20 researchers and is trusted by 23 researchers here, as inferred from the citation graph.

Subfields

• Finance — 20 citations into it; #2,111 of 10,518 by trust here, #4,039 by citations
• Statistics and Probability — 18 citations into it; #10,265 of 12,932 by trust here, #10,855 by citations
• Economics and Econometrics — 14 citations into it; #4,487 of 23,481 by trust here, #10,133 by citations
• Artificial Intelligence — 8 citations into it

Whom Ulrich Stadtmüller trusts overall

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

1. Peter Hall
2. Fang Yao
3. Jadran Dobric
4. James O. Ramsay
5. H. ller
6. John H. J. Einmahl
7. Valdo Durrleman
8. Jianqing Fan
9. H. Muller
10. Ole E. Barndorff-Nielsen

Who trusts Ulrich Stadtmüller overall

1. F. Serinaldi
2. Hachem Kadri
3. Poulomi Ganguli
4. Axel Bucher
5. Friedrich Schmid
6. H. Chowdhary
7. Annie Poulin
8. Emmanuel Duflos
9. Johan Segers
10. Shahid Ullah

Papers from Ulrich Stadtmüller's perspective

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

1. Clustering for Sparsely Sampled Functional Data
2. Functional Data Analysis for Sparse Longitudinal Data
3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
4. Local polynomial modelling and its applications
5. Intraday periodicity and volatility persistence in financial markets
6. Functional linear regression analysis for longitudinal data
7. The historical functional linear model
8. The Pricing of Options and Corporate Liabilities
9. Functional canonical analysis for square integrable stochastic processes
10. Functional data analysis of the dynamics of the monthly index of nondurable goods production

Their papers

• Functional singular component analysis (2011) — 52 citations
• Non‐parametric Estimation of Tail Dependence (2006) — 371 citations
• Functional data analysis for volatility (2011) — 100 citations
• An Introduction to Functional Data Analysis (2015) — 385 citations