Tobias Kley

Finance · 2011–2015

A researcher in the Science corpus: 4 papers; trusts 22 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 62 citations into it
• Economics and Econometrics — 51 citations into it
• Statistics and Probability — 45 citations into it
• Artificial Intelligence — 8 citations into it
• Signal Processing — 7 citations into it
• Control and Systems Engineering — 6 citations into it

Whom Tobias Kley trusts overall

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

1. Richard A. Davis
2. Yongmiao Hong
3. Rainer Dahlhaus
4. Roger W. Koenker
5. Bin Yu
6. Andreas Hagemann
7. Thomas Mikosch
8. Wei Biao Wu
9. Oliver B. Linton
10. Kee‐Hong Bae

Who trusts Tobias Kley overall

1. Heejoon Han
2. Oliver B. Linton

Papers from Tobias Kley's perspective

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

1. Time Series: Theory and Methods
2. Spectral Analysis and Time Series
3. STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (Econometric Theory)
4. Generalized autoregressive conditional heteroskedasticity
5. Quantile Autoregression
6. Prospect theory: An analysis of decision under risk Econometrica 47
7. On some nonstationary, nonlinear random processes and their stationary approximations
8. The extremogram: a correlogram for extreme events
9. Locally Stationary Processes
10. Nonparametric regression for locally stationary time series

Their papers

• Quantile Spectral Processes: Asymptotic Analysis and Inference (2014) — 70 citations
• Quantile coherency: A general measure for dependence between cyclical economic variables (2015) — 219 citations
• Quantile spectral analysis for locally stationary time series (2014) — 47 citations
• Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis (2011) — 75 citations