Matthias Fischer

Finance · 2007–2010

A researcher in the Science corpus: 4 papers; trusts 2 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Matthias Fischer trusts overall

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

  1. Daniel B. Nelson
  2. Patricia Mariela Morillas
  3. Lawrence R. Glosten
  4. Kjersti Aas
  5. D. Vaughan
  6. Tim Bedford
  7. Robert F. Engle
  8. Tim Bollerslev
  9. Silvio M. Duarte Queiros
  10. Ravi Jagannathan

Who trusts Matthias Fischer overall

  1. Claudia Czado
  2. Eike C. Brechmann
  3. Aleksey Min
  4. Alexander Bauer
  5. Jeffrey F. Dißmann
  6. Fabrizio Durante
  7. Ulf Schepsmeier
  8. Kjersti Aas
  9. Jorge Navarro
  10. Christopher Krauss

Papers from Matthias Fischer's perspective

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

  1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  2. Generalized autoregressive conditional heteroskedasticity
  3. Fonctions de repartition a n dimensions et leurs marges
  4. Vines: A new graphical model for dependent random variables
  5. Dependence structures for multivariate high-frequency data in finance
  6. Pair-copula constructions of multiple dependence
  7. Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines (Annals of Mathematics and Artificial Intelligence)
  8. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  9. Information Theory and Statistical Mechanics
  10. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

Their papers