Henrik Nehler

Economics and Econometrics · 2018

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Henrik Nehler trusts

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

  1. Andrew J. Patton (in Economics and Econometrics)

Papers from Henrik Nehler's perspective

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

  1. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  2. Dependence patterns across financial markets: a mixed copula approach
  3. Dynamic copula models for multivariate high-frequency data in finance
  4. Dependence structure and extreme comovements in international equity and bond markets
  5. An Introduction to Copulas
  6. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  7. Consistent Ranking of Volatility Models
  8. Dynamic Conditional Correlation
  9. The Coronavirus and the Great Influenza Epidemic - Lessons from the 'Spanish Flu' for the Coronavirus's Potential Effects on Mortality and Economic Activity (Social Science Research Network)
  10. Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications

Their papers