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Till Massing

The Graduate University for Advanced Studies, SOKENDAI (from arXiv:2301.09438, 2023) · ORCID · OpenAlex

12 papers in scope · 11 published · 2 on the econ.EM arXiv · 30 citations · h-index 3 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Yeonwoo Rho
  2. Xiaofeng Shao
  3. Christoph Hanck
  4. Carsten Jentsch
  5. Karsten Reichold
  6. Etiënne Wijler
  7. Alexandre Street
  8. Eduardo Zilberman
  9. Stephan Smeekes
  10. Zifeng Zhao
  11. Kengo Kato
  12. Min Seong Kim
  13. Denis Chetverikov
  14. Yuta Koike
  15. Gabriel Vasconcelos
  16. Myung-Hyun Song
  17. Bin Peng
  18. Marcelo C. Medeiros
  19. Victor Chernozhukov
  20. Feiyu Jiang

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

(2 of 12)

Testing for nonlinear cointegration under heteroskedasticity
published2024 · Econometric Reviews · 1 citations · first circulated 2021
with Christoph Hanck
Paper profile Econometric Reviews arXiv:2102.08809
Simulating continuous-time autoregressive moving average processes driven by p -tempered α -stable Lévy processes
published2024 · Stochastics
Stochastics
On the parametric description of log-growth rates of Romanian city sizes
published2024 · Physica A Statistical Mechanics and its Applications
with Irina Băncescu, Luminița Chivu, Vasile Preda, Miguel Puente-Ajovín, Arturo Ramos
Physica A Statistical Mechanics and its Applications
Mixtures of log-normal distributions in the mid-scale range of firm-size variables
published2024 · Evolutionary and Institutional Economics Review
with Arturo Ramos, Atushi Ishikawa, Shouji Fujimoto, Takayuki Mizuno
Evolutionary and Institutional Economics Review
Parametric Estimation of Tempered Stable Laws
published2024 · Latin American Journal of Probability and Mathematical Statistics · 2 citations · first circulated 2023
Latin American Journal of Probability and Mathematical Statistics
Composite distributions in the social sciences: A comparative empirical study of firms' sales distribution for France, Germany, Italy, Japan, South Korea, and Spain
working paper2023 · arXiv
with Arturo Ramos, Atushi Ishikawa, Shouji Fujimoto, Takayuki Mizuno
Paper profile arXiv arXiv:2301.09438
Approximation and error analysis of forward–backward SDEs driven by general Lévy processes using shot noise series representations
published2023 · ESAIM Probability and Statistics · 2 citations · first circulated 2021
ESAIM Probability and Statistics
Student’s t mixture models for stock indices. A comparative study
published2021 · Physica A Statistical Mechanics and its Applications · 7 citations
with Arturo Ramos
Physica A Statistical Mechanics and its Applications
On the parametric description of log-growth rates of cities’ sizes of four European countries and the USA
published2020 · Physica A Statistical Mechanics and its Applications · 6 citations
with Miguel Puente-Ajovín, Arturo Ramos
Physica A Statistical Mechanics and its Applications
What is the best Lévy model for stock indices? A comparative study with a view to time consistency
published2019 · Financial markets and portfolio management · 3 citations
Financial markets and portfolio management
Local asymptotic normality for Student-Lévy processes under high-frequency sampling
published2019 · Statistics · 2 citations
Statistics
Simulation of Student–Lévy processes using series representations
published2018 · Computational Statistics · 7 citations
Computational Statistics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.