| Financial network systemic risk contributions N Hautsch, J Schaumburg, M Schienle Review of Finance 19 (2), 685-738, 2015 | 617 | 2015 |
| Systemic risk spillovers in the European banking and sovereign network F Betz, N Hautsch, TA Peltonen, M Schienle Journal of Financial Stability 25, 206-224, 2016 | 177 | 2016 |
| Nonparametric regression with nonparametrically generated covariates E Mammen, C Rothe, M Schienle | 131 | 2012 |
| Forecasting systemic impact in financial networks N Hautsch, J Schaumburg, M Schienle International Journal of Forecasting 30 (3), 781-794, 2014 | 107 | 2014 |
| A pre-registered short-term forecasting study of COVID-19 in Germany and Poland during the second wave J Bracher, D Wolffram, J Deuschel, K Görgen, JL Ketterer, A Ullrich, ... Nature communications 12 (1), 5173, 2021 | 88* | 2021 |
| Nonparametric kernel density estimation near the boundary P Malec, M Schienle Computational Statistics & Data Analysis 72, 57-76, 2014 | 81 | 2014 |
| Semiparametric estimation with generated covariates E Mammen, C Rothe, M Schienle Econometric Theory 32 (5), 1140-1177, 2016 | 71 | 2016 |
| Capturing the zero: a new class of zero-augmented distributions and multiplicative error processes N Hautsch, P Malec, M Schienle Journal of Financial Econometrics 12 (1), 89-121, 2014 | 70 | 2014 |
| Collaborative hubs: making the most of predictive epidemic modeling NG Reich, J Lessler, S Funk, C Viboud, A Vespignani, RJ Tibshirani, ... American Journal of Public Health 112 (6), 839-842, 2022 | 47 | 2022 |
| Determination of vector error correction models in high dimensions C Liang, M Schienle Journal of econometrics 208 (2), 418-441, 2019 | 38 | 2019 |
| Measuring connectedness of euro area sovereign risk R Buse, M Schienle International Journal of Forecasting 35 (1), 25-44, 2019 | 35* | 2019 |
| Nonparametric nonstationary regression M Schienle None, 2008 | 34 | 2008 |
| Nonparametric estimation of risk-neutral densities M Grith, WK Härdle, M Schienle Handbook of computational finance, 277-305, 2012 | 29 | 2012 |
| Model diagnostics and forecast evaluation for quantiles T Gneiting, D Wolffram, J Resin, K Kraus, J Bracher, T Dimitriadis, ... Annual Review of Statistics and Its Application 10 (1), 597-621, 2023 | 24 | 2023 |
| A retrospective assessment of different endodontic treatment protocols A Bartols, C Bormann, L Werner, M Schienle, W Walther, CE Dörfer PeerJ 8, e8495, 2020 | 24 | 2020 |
| Testing for an omitted multiplicative long-term component in GARCH models C Conrad, M Schienle Journal of Business & Economic Statistics 38 (2), 229-242, 2020 | 22 | 2020 |
| National and subnational short-term forecasting of COVID-19 in Germany and Poland during early 2021 J Bracher, D Wolffram, J Deuschel, K Görgen, JL Ketterer, A Ullrich, ... Communications medicine 2 (1), 136, 2022 | 19 | 2022 |
| Additive models: Extensions and related models E Mammen, BU Park, M Schienle | 18 | 2014 |
| Nonparametric nonstationary regression with many covariates M Schienle SFB 649 Discussion Paper, 2011 | 16 | 2011 |
| Quantifying time–varying marginal systemic risk contributions N Hautsch, J Schaumburg, M Schienle Unpublished manuscript, 2011 | 15 | 2011 |
Nikolaus HautschProfessor of Finance and Statistics, University of Vienna, Austriaunivie.ac.at의 이메일 확인됨
