Jürgen Franke
Neptec Design Group (Canada)(CA)SCS Engineers (United States)(US)
Publications by Year
Research Areas
Stochastic processes and financial applications, Financial Risk and Volatility Modeling, Complex Systems and Time Series Analysis, Statistical Methods and Inference, Corporate Governance and Management
Most-Cited Works
- → Neural Networks and Deep Learning(2019)301 cited
- → Robust and Nonlinear Time Series Analysis(1984)223 cited
- → On Bootstrapping Kernel Spectral Estimates(1992)216 cited
- → Dynamic Nonlinear Econometric Models: Asymptotic Theory(1999)155 cited
- → BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS(1992)110 cited
- → Bootstrap of Kernel Smoothing in Nonlinear Time Series(2016)102 cited
- → Statistics of Financial Markets(2004)96 cited