Mathias Vetter

47 papers and 1.4k indexed citations i.

Mathias Vetter has authored 47 papers that have received a total of 1.4k indexed citations. This includes 34 papers in Finance, 17 papers in Statistics and Probability and 8 papers in Electrical and Electronic Engineering. The topics of these papers are Financial Risk and Volatility Modeling (33 papers), Stochastic processes and financial applications (28 papers) and Statistical Methods and Inference (13 papers). Mathias Vetter is often cited by papers focused on Financial Risk and Volatility Modeling (33 papers), Stochastic processes and financial applications (28 papers) and Statistical Methods and Inference (13 papers) and collaborates with scholars based in Germany, Denmark and United States. Mathias Vetter's co-authors include Mark Podolskij, Holger Dette, Mark C. Thompson, Jean Jacod and Kim Christensen and has published in prestigious journals such as Nature, Journal of the American Statistical Association and The Annals of Statistics