Mathias Vetter

2.1k total citations
40 papers, 1.2k citations indexed

About

Mathias Vetter is a scholar working on Finance, Statistics and Probability and Electrical and Electronic Engineering. According to data from OpenAlex, Mathias Vetter has authored 40 papers receiving a total of 1.2k indexed citations (citations by other indexed papers that have themselves been cited), including 26 papers in Finance, 14 papers in Statistics and Probability and 9 papers in Electrical and Electronic Engineering. Recurrent topics in Mathias Vetter's work include Financial Risk and Volatility Modeling (25 papers), Stochastic processes and financial applications (22 papers) and Statistical Methods and Inference (12 papers). Mathias Vetter is often cited by papers focused on Financial Risk and Volatility Modeling (25 papers), Stochastic processes and financial applications (22 papers) and Statistical Methods and Inference (12 papers). Mathias Vetter collaborates with scholars based in Germany, Denmark and United States. Mathias Vetter's co-authors include Mark Podolskij, Jean Jacod, Per A. Mykland, Yingying Li, Holger Dette, Kim Christensen, Mark C. Thompson, Axel Bücher, Markus Bibinger and Hansruedi Benedickter and has published in prestigious journals such as Nature, Journal of the American Statistical Association and The Annals of Statistics.

In The Last Decade

Mathias Vetter

40 papers receiving 1.2k citations

Peers

Mathias Vetter

FINAN

GEEF

MSOR

Rohit Deo United States

Fabio Mercurio United States

Mark Podolskij Denmark

Robert Fox United States

Philippe Soulier France

Daniel Dufresne Australia

Garland Durham United States

Francesca Biagini Germany

Holger Drees Germany

Rohit Deo United States

Mathias Vetter

598 ×0.6

FINAN

491 ×0.9

135 ×0.5

165 ×0.8

GEEF

51 ×0.7

MSOR

Citations per year, relative to Mathias Vetter Mathias Vetter (= 1×) peers Rohit Deo

Countries citing papers authored by Mathias Vetter

Since Specialization

Citations

This map shows the geographic impact of Mathias Vetter'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 Mathias Vetter with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mathias Vetter more than expected).

Fields of papers citing papers by Mathias Vetter

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Mathias Vetter. 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 Mathias Vetter. The network helps show where Mathias Vetter may publish in the future.

Co-authorship network of co-authors of Mathias Vetter

This figure shows the co-authorship network connecting the top 25 collaborators of Mathias Vetter. A scholar is included among the top collaborators of Mathias Vetter based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Mathias Vetter. Mathias Vetter is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Vetter, Mathias, et al.. (2018). Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes. Stochastic Processes and their Applications. 128(11). 3679–3723. 3 indexed citations

Bibinger, Markus, et al.. (2017). Nonparametric change-point analysis of volatility. The Annals of Statistics. 45(4). 13 indexed citations

Vetter, Mathias, et al.. (2016). Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itō semimartingale. Stochastic Processes and their Applications. 127(5). 1517–1543. 4 indexed citations

Vetter, Mathias. (2014). Inference on the Lévy measure in case of noisy observations. Statistics & Probability Letters. 87. 125–133. 5 indexed citations

Christensen, Kim, Mark Podolskij, & Mathias Vetter. (2013). On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes. Journal of Multivariate Analysis. 120. 59–84. 43 indexed citations

Bücher, Axel & Mathias Vetter. (2012). Nonparametric inference on Lévy measures and copulas. arXiv (Cornell University). 1 indexed citations

Vetter, Mathias, et al.. (2012). Testing Semiparametric Hypotheses in Locally Stationary Processes. Scandinavian Journal of Statistics. 40(3). 417–437. 6 indexed citations

Vetter, Mathias. (2012). Estimation of Correlation for Continuous Semimartingales. Scandinavian Journal of Statistics. 39(4). 757–771. 9 indexed citations

Vetter, Mathias. (2011). Estimation of integrated volatility of volatility with applications to goodness-of-fit testing. Technische Universität Dortmund Eldorado (Technische Universität Dortmund). 32 indexed citations

10.

Podolskij, Mark & Mathias Vetter. (2010). Understanding limit theorems for semimartingales: a short survey. Statistica Neerlandica. 64(3). 329–351. 34 indexed citations

11.

Vetter, Mathias. (2009). Limit theorems for bipower variation of semimartingales. Stochastic Processes and their Applications. 120(1). 22–38. 21 indexed citations

12.

Podolskij, Mark & Mathias Vetter. (2009). Bipower-type estimation in a noisy diffusion setting. Stochastic Processes and their Applications. 119(9). 2803–2831. 82 indexed citations

13.

Jacod, Jean, Yingying Li, Per A. Mykland, Mark Podolskij, & Mathias Vetter. (2008). Microstructure noise in the continuous case: The pre-averaging approach. Stochastic Processes and their Applications. 119(7). 2249–2276. 449 indexed citations

14.

Jacod, Jean, Mark Podolskij, & Mathias Vetter. (2008). Limit Theorems for Moving Averages of Discretized Processes Plus Noise. SSRN Electronic Journal. 22 indexed citations

15.

Vetter, Mathias & Mark C. Thompson. (1971). Direct-Reading Microwave Refractometer With Quartz-Crystal Reference. IEEE Transactions on Instrumentation and Measurement. IM-20(1). 58–58. 2 indexed citations

16.

Thompson, Mark C. & Mathias Vetter. (1968). Dual Mode Microwave Cavities for Dispersion Measurement. Review of Scientific Instruments. 39(9). 1333–1335. 5 indexed citations

17.

Vetter, Mathias & Mark C. Thompson. (1967). Solid State Microwave Refractometer. Review of Scientific Instruments. 38(12). 1726–1727. 8 indexed citations

18.

Vetter, Mathias & Mark C. Thompson. (1962). Absolute Microwave Refractometer. Review of Scientific Instruments. 33(6). 656–660. 8 indexed citations

19.

Thompson, Mark C. & Mathias Vetter. (1958). Compact Microwave Refractometer for Use in Small Aircraft. Review of Scientific Instruments. 29(12). 1093–1096. 7 indexed citations

20.

Thompson, Mark C. & Mathias Vetter. (1958). Single Path Phase Measuring System for Three-Centimeter Radio Waves. Review of Scientific Instruments. 29(2). 148–150. 16 indexed citations

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.

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