Rainer Dahlhaus

54 papers and 3.8k indexed citations i.

Rainer Dahlhaus has authored 54 papers that have received a total of 3.8k indexed citations. This includes 19 papers in Statistics and Probability, 17 papers in Control and Systems Engineering and 16 papers in Finance. The topics of these papers are Statistical Methods and Inference (18 papers), Financial Risk and Volatility Modeling (13 papers) and Control Systems and Identification (12 papers). Rainer Dahlhaus is often cited by papers focused on Statistical Methods and Inference (18 papers), Financial Risk and Volatility Modeling (13 papers) and Control Systems and Identification (12 papers) and collaborates with scholars based in Germany, United States and Belgium. Rainer Dahlhaus's co-authors include Michael Eichler, Stefan Richter, Jens Timmer, Michael H. Neumann and Matthias Winterhalder and has published in prestigious journals such as Physical Review Letters, Journal of Econometrics and Biometrika.