Ulf Schepsmeier
Impact in
- Finance top 2%
- Financial Risk and Volatility Modeling
- Statistics and Probability top 5%
- Statistical Distribution Estimation and Applications
Papers in
- Finance 14
- Financial Risk and Volatility Modeling 14
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- Spatial and Panel Data Analysis 2
- Co-authors
- Eike Christian Brechmann (2 shared papers)Claudia Czado (4 shared papers)Aleksey Min (1 shared paper)Jakob Stöber (4 shared papers)Eike Brechmann (1 shared paper)Clemens-August Thole (1 shared paper)Bastian Bohn (1 shared paper)Jochen Garcke (1 shared paper)
In The Last Decade
Ulf Schepsmeier
15 papers receiving 880 citations
Ulf Schepsmeier's Hit Papers
Peers
Comparison fields: 5 of 79
- Finance 352
- Statistics and Probability 102
- Statistics, Probability and Uncertainty 53
- Global and Planetary Change 102
- Management Science and Operations Research 82
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: The R Package CDVine Hit paper breakdown → | 2013 | 390 |
| 2 | 2012 | 160 | |
| 3 | 2015 | 57 | |
| 4 | 2015 | 55 | |
| 5 | 2013 | 54 | |
| 6 | 2013 | 50 | |
| 7 | 2016 | 26 | |
| 8 | 2015 | 24 | |
| 9 | CDVine: Modeling Dependence with C- and D-Vine Copulas in R | 2013 | 23 |
| 10 | 2013 | 18 | |
| 11 | Statistical Inference of Vine Copulas [R package VineCopula version 2.4.1] | 2020 | 18 |
| 12 | 2015 | 11 | |
| 13 | Maximum likelihood estimation of C-vine pair-copula constructions based on bivariate copulas from different families | 2010 | 9 |
| 14 | 2019 | 7 | |
| 15 | Web supplement: Derivatives and Fisher information of bivariate copulas | 2012 | 4 |
About Ulf Schepsmeier
Ulf Schepsmeier is a scholar working on Finance, Economics and Econometrics, Statistical and Nonlinear Physics, Statistics and Probability and Computational Theory and Mathematics, having authored 15 papers that have together received 906 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (14 papers), Spatial and Panel Data Analysis (2 papers), Topological and Geometric Data Analysis (1 paper), Model Reduction and Neural Networks (1 paper), Statistical Methods and Applications (1 paper) and Bayesian Modeling and Causal Inference (1 paper). The work is most often cited by research in Finance (352 citations), Statistics and Probability (102 citations), Statistics, Probability and Uncertainty (53 citations), Global and Planetary Change (102 citations) and Management Science and Operations Research (82 citations). Ulf Schepsmeier has collaborated with scholars based in Germany, Russia and Australia. Frequent co-authors include Eike Christian Brechmann, Claudia Czado, Aleksey Min, Jakob Stöber, Eike Brechmann, Clemens-August Thole, Bastian Bohn, Jochen Garcke, Benjamin Peherstorfer and Thomas Nagler. Their work appears in journals such as Journal of Statistical Software, Econometric Reviews, Journal of Multivariate Analysis, Biometrics and Journal of the Royal Statistical Society Series C (Applied Statistics).
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.