Sebastian Bayer

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it; #7,771 of 10,518 by trust here, #10,352 by citations
• Economics and Econometrics — 10 citations into it
• Management Science and Operations Research — 9 citations into it; #8,580 of 11,946 by trust here, #11,755 by citations
• Statistics and Probability — 6 citations into it; #9,790 of 12,932 by trust here, #12,603 by citations

Whom Sebastian Bayer trusts overall

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

1. Tilmann Gneiting
2. Fulvio Corsi
3. Tobias Fissler
4. Helena Ramalhinho Lourenço
5. J. Ziegel
6. James W. Taylor

Who trusts Sebastian Bayer overall

1. James W. Taylor

Papers from Sebastian Bayer's perspective

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

1. Making and Evaluating Point Forecasts
2. Higher order elicitability and Osband’s principle
3. A Simple Approximate Long-Memory Model of Realized Volatility
4. Bootstrap Methods: Another Look at the Jackknife
5. Iterated Local Search (Handbook of Metaheuristics)
6. Probabilistic forecasts, calibration and sharpness
7. Quantile Regression
8. Strictly Proper Scoring Rules, Prediction, and Estimation
9. The role of the information set for forecasting—with applications to risk management
10. Elicitable Risk Measures

Their papers

• A joint quantile and expected shortfall regression framework (2017) — 60 citations