Natalia Nolde

Finance · 2016

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it; #7,708 of 10,518 by trust here, #9,027 by citations
• Management Science and Operations Research — 13 citations into it
• Economics and Econometrics — 11 citations into it

Whom Natalia Nolde trusts overall

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

1. Fabio Bellini
2. Alexander J. McNeil
3. R. Giacomini
4. J. Ziegel
5. Rüdiger Frey
6. Halbert White
7. Valeria Bignozzi
8. Tilmann Gneiting
9. Peter F. Christoffersen
10. Tobias Fissler

Who trusts Natalia Nolde overall

1. James W. Taylor
2. Tilmann Gneiting

Papers from Natalia Nolde's perspective

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

1. Tests of Conditional Predictive Ability
2. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
3. Elicitable Risk Measures
4. COHERENCE AND ELICITABILITY
5. The role of the information set for forecasting—with applications to risk management
6. Elements of Financial Risk Management
7. Convex measures of risk and trading constraints (Finance and Stochastics)
8. Higher order elicitability and Osband’s principle
9. Quantile Regression (Wiley Series in Probability and Statistics)
10. Risk management with expectiles

Their papers

• Elicitability and backtesting: Perspectives for banking regulation (2016) — 199 citations