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researcher

Jan C. Neddermeyer

5 papers hereh-index 8136 citations12 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • last author3

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • stat.ME2
  • math.ST1
  • nlin.AO1
  • stat.AP1

identity via Semantic Scholar / OpenAlex

activity
20082014
most citedOn-line Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models

2 citations · 4 across the 3 of their papers we have counts for

collaborators
Showing nlin.AOShow all

1 paper · 1 filter

nlin.AO2012

On the relationship between the theory of cointegration and the theory of phase synchronization

Rainer Dahlhaus, István Z. Kiss, Jan C. Neddermeyer

The theory of cointegration has been a leading theory in econometrics with powerful applications to macroeconomics during the last decades. On the other hand the theory of phase sy…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.