Matthias Eulert

Economics and Econometrics · 2014

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 7 citations into it
• Finance — 7 citations into it; #7,648 of 10,518 by trust here, #8,598 by citations
• Management Science and Operations Research — 6 citations into it; #8,434 of 11,946 by trust here, #9,383 by citations
• Global and Planetary Change — 5 citations into it

Whom Matthias Eulert trusts overall

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

1. Tilmann Gneiting
2. Francis X. Diebold
3. Peter F. CHRISTOFFERSENti
4. R. Giacomini
5. Halbert White

Who trusts Matthias Eulert overall

1. Tilmann Gneiting

Papers from Matthias Eulert's perspective

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

1. Strictly Proper Scoring Rules, Prediction, and Estimation
2. Tests of Conditional Predictive Ability
3. The Comparison and Evaluation of Forecasters.
4. Making and Evaluating Point Forecasts
5. Value at Risk: The New Benchmark for Managing Financial Risk
6. Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold–Mariano Tests
7. EVALUATING INTERVAL FORECASTS
8. Reliability, Sufficiency, and the Decomposition of Proper Scores
9. Probability Theory: A Comprehensive Course
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• The role of the information set for forecasting—with applications to risk management (2014) — 65 citations