← All authors Hans Manner University of Graz (per OpenAlex) · ORCID · OpenAlex
26 papers in scope · 25 published · 1 on the econ.EM arXiv · 948 citations · h-index 15 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Fred Espen Benth Thomas K. Kloster Laleh Tafakori Matias Quiroz Mark Podolskij Kim Christensen Peter Reinhard Hansen Ilya Archakov Chen Tong Tong Chen Yuta Kurose Asger Lunde Lingxiang Zhang Giuseppe Storti Qianli Zhao Yiyao Luo Xinxian Chen Tetsuya Takabatake Chen Zhang Shifan Yu Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 26)
working paper 2024 · arXiv
When most fMRI connectivity cannot be detected: Insights from time course reliability
published 2024 · PLoS ONE · 3 citations
with Jan Willem Koten, Cyril Pernet, Andre Schueppen, Dénes Szűcs, Guilherme Wood, John P. A. Ioannidis, André Schüppen
Panel data in environmental economics: Econometric issues and applications to IPAT models
published 2024 · Journal of Environmental Economics and Management · 50 citations
with Tobias Eibinger, Beate Deixelberger
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
published 2023 · International Review of Economics & Finance · 11 citations
with Gabriel Rodríguez, Florian Stöckler
A changepoint analysis of UK house price spillovers
published 2022 · Regional Studies · 11 citations
with Dominik Blatt, Kausik Chaudhuri
Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models
published 2021 · Empirical Economics · 50 citations
with Julia Kielmann, Aleksey Min
A monitoring procedure for detecting structural breaks in factor copula models
published 2020 · Studies in Nonlinear Dynamics and Econometrics · 1 citations
Order‐invariant tests for proper calibration of multivariate density forecasts
published 2020 · Journal of Applied Econometrics · 8 citations · first circulated 2018
with Jonas Dovern
Model and Moment Selection in Factor Copula Models
published 2019 · Journal of Financial Econometrics · 6 citations
Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae
published 2018 · Energy Economics · 34 citations
Testing for structural breaks in factor copula models
published 2018 · Journal of Econometrics · 23 citations
Forecasting realized variance measures using time-varying coefficient models
published 2018 · International Journal of Forecasting · 31 citations
with Jeremias Bekierman
ASYMMETRIES IN BUSINESS CYCLES AND THE ROLE OF OIL PRICES
published 2017 · Macroeconomic Dynamics · 5 citations · first circulated 2011
with Betty C. Daniel, Christian Hafner, Léopold Simar
Modeling and forecasting multivariate electricity price spikes
published 2016 · Energy Economics · 52 citations
with Dennis Türk, Michael Eichler
Modeling high‐dimensional time‐varying dependence using dynamic D‐vine models
published 2016 · Applied Stochastic Models in Business and Industry · 43 citations · first circulated 2012
with Carlos Almeida, Claudia Czado
The “wrong skewness” problem in stochastic frontier models: A new approach
published 2016 · Econometric Reviews · 48 citations · first circulated 2015
with Christian Hafner, Léopold Simar
Modeling and forecasting the outcomes of NBA basketball games
published 2016 · Journal of Quantitative Analysis in Sports · 49 citations
Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe
published 2015 · Journal of Banking & Finance · 57 citations
with Dominik Blatt, Bertrand Candelon
Modeling multivariate extreme events using self-exciting point processes
published 2014 · Journal of Econometrics · 39 citations · first circulated 2012
Models for short-term forecasting of spike occurrences in Australian electricity markets: a comparative study
published 2014 · The Journal of Energy Markets · 4 citations
Detecting financial contagion in a multivariate system
published 2014 · VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy · 4 citations
with Dominik Blatt, Bertrand Candelon
no link
A Survey on Time-Varying Copulas: Specification, Simulations, and Application
published 2012 · Econometric Reviews · 151 citations
with Olga Reznikova
Tails of correlation mixtures of elliptical copulas
published 2010 · Insurance Mathematics and Economics · 47 citations · first circulated 2009
with Johan Segers
TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME-VARYING COPULAS
published 2010 · Pacific Economic Review · 32 citations
with Bertrand Candelon
Dynamic stochastic copula models: estimation, inference and applications
published 2010 · Journal of Applied Econometrics · 180 citations
with Christian Hafner
Testing for Asymmetric Dependence
published 2010 · Studies in Nonlinear Dynamics and Econometrics · 9 citations
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