Alexander Bauer

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 13 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 12 citations into it; #8,083 of 10,518 by trust here, #9,371 by citations
• Artificial Intelligence — 9 citations into it
• Statistics and Probability — 9 citations into it
• Economics and Econometrics — 6 citations into it; #17,591 of 23,481 by trust here, #21,405 by citations

Whom Alexander Bauer trusts overall

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

1. Kjersti Aas
2. Aleksey Min
3. Tim Bollerslev
4. Q. Vuong
5. Andrew J. Patton
6. Ingrid Hobæk Haff
7. Hirotugu Akaike
8. Claudia Czado
9. Tim Bedford
10. Roger M. Cooke

Who trusts Alexander Bauer overall

1. Claudia Czado
2. Eike C. Brechmann

Papers from Alexander Bauer's perspective

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

1. Pair-copula constructions of multiple dependence
2. Generalized autoregressive conditional heteroskedasticity
3. Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines (Annals of Mathematics and Artificial Intelligence)
4. Fonctions de repartition a n dimensions et leurs marges
5. Bayesian inference for multivariate copulas using pair-copula constructions.
6. Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
7. Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
8. Uncertainty Analysis with High Dimensional Dependence Modelling: Kurowicka/Uncertainty Analysis with High Dimensional Dependence Modelling
9. Uncertainty Analysis With High Dimensional Dependence Modelling (Technometrics)
10. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation

Their papers

• Pair‐copula constructions for non‐Gaussian DAG models (2012) — 52 citations