Ulf Schepsmeier
Impact in
- Finance top 2%
- Financial Risk and Volatility Modeling
- Statistics and Probability top 2%
- Statistical Methods and Inference
Papers in
- Finance 10
- Financial Risk and Volatility Modeling 10
- Stochastic processes and financial applications 1
-
- Monetary Policy and Economic Impact 6
- Co-authors
- Eike Christian Brechmann (3 shared papers)Claudia Czado (4 shared papers)Aleksey Min (1 shared paper)Jakob Stöber (3 shared papers)Tobias Erhardt (3 shared papers)Eike Brechmann (1 shared paper)Bastian Bohn (1 shared paper)Jochen Garcke (1 shared paper)
In The Last Decade
Ulf Schepsmeier
17 papers receiving 864 citations
Ulf Schepsmeier's Hit Papers
Peers
Comparison fields: 5 of 99
- Finance 304
- Statistics and Probability 156
- General Economics, Econometrics and Finance 106
- Statistics, Probability and Uncertainty 77
- Economics and Econometrics 295
Countries citing papers authored by Ulf Schepsmeier
This map shows the geographic impact of Ulf Schepsmeier's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ulf Schepsmeier with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ulf Schepsmeier more than expected).
Fields of papers citing papers by Ulf Schepsmeier
This network shows the impact of papers produced by Ulf Schepsmeier. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ulf Schepsmeier. The network helps show where Ulf Schepsmeier may publish in the future.
Co-authors
The 12 scholars most cited alongside Ulf Schepsmeier, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | Modeling Dependence with C- and D-Vine Copulas: TheRPackageCDVine Hit paper breakdown → | 2013 | 371 |
| 2 | 2012 | 157 | |
| 3 | 2015 | 55 | |
| 4 | 2015 | 53 | |
| 5 | 2013 | 52 | |
| 6 | 2013 | 47 | |
| 7 | Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine | 2013 | 26 |
| 8 | 2015 | 24 | |
| 9 | 2016 | 24 | |
| 10 | CDVine: Modeling Dependence with C- and D-Vine Copulas in R | 2013 | 23 |
| 11 | Statistical Inference of Vine Copulas [R package VineCopula version 2.4.1] | 2020 | 19 |
| 12 | 2013 | 16 | |
| 13 | 2015 | 11 | |
| 14 | Maximum likelihood estimation of C-vine pair-copula constructions based on bivariate copulas from different families | 2010 | 10 |
| 15 | 2019 | 7 | |
| 16 | Web supplement: Derivatives and Fisher information of bivariate copulas | 2012 | 4 |
| 17 | Estimating standard errors and efficient goodness-of-fit tests for regular vine copula models | 2014 | 3 |
About Ulf Schepsmeier
Ulf Schepsmeier is a scholar working on Finance, General Economics, Econometrics and Finance, Economics and Econometrics, Statistics and Probability and Artificial Intelligence, having authored 17 papers that have together received 902 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (10 papers), Monetary Policy and Economic Impact (6 papers), Market Dynamics and Volatility (3 papers), Statistical Methods and Inference (3 papers), Soil Geostatistics and Mapping (2 papers), Data Analysis with R (2 papers), Spatial and Panel Data Analysis (2 papers) and Stochastic processes and financial applications (1 paper). The work is most often cited by research in Finance (304 citations), Statistics and Probability (156 citations), General Economics, Econometrics and Finance (106 citations), Statistics, Probability and Uncertainty (77 citations) and Economics and Econometrics (295 citations). Ulf Schepsmeier has collaborated with scholars based in Germany, Australia and Russia. Frequent co-authors include Eike Christian Brechmann, Claudia Czado, Aleksey Min, Jakob Stöber, Tobias Erhardt, Eike Brechmann, Bastian Bohn, Jochen Garcke, Benjamin Peherstorfer and Thomas Nagler. Their work appears in journals such as Econometric Reviews, Journal of Statistical Software, Journal of Multivariate Analysis, Journal of the Royal Statistical Society Series C (Applied Statistics) and Biometrics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.