Rolf Tschernig

609 total citations
18 papers, 333 citations indexed

About

Rolf Tschernig is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Rolf Tschernig has authored 18 papers receiving a total of 333 indexed citations (citations by other indexed papers that have themselves been cited), including 10 papers in Economics and Econometrics, 8 papers in Finance and 7 papers in General Economics, Econometrics and Finance. Recurrent topics in Rolf Tschernig's work include Financial Risk and Volatility Modeling (7 papers), Monetary Policy and Economic Impact (7 papers) and Market Dynamics and Volatility (3 papers). Rolf Tschernig is often cited by papers focused on Financial Risk and Volatility Modeling (7 papers), Monetary Policy and Economic Impact (7 papers) and Market Dynamics and Volatility (3 papers). Rolf Tschernig collaborates with scholars based in Germany, United States and Netherlands. Rolf Tschernig's co-authors include Lijian Yang, Peter C. Schotman, Gerard A. Pfann, Timo Teräsvirta, Harry Haupt, Klaus F. Zimmermann, Enzo Weber, Peter Eichhammer, Michaël Behr and Stefan Listl and has published in prestigious journals such as Journal of Econometrics, Journal of the Royal Statistical Society Series B (Statistical Methodology) and Journal of Business and Economic Statistics.

In The Last Decade

Rolf Tschernig

18 papers receiving 308 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Rolf Tschernig Germany	9	149	134	98	76	47	18	333
Nien‐Fan Zhang United States	7	223 1.5×	207 1.5×	93 0.9×	41 0.5×	31 0.7×	12	449
R. Deane Terrell Australia	11	193 1.3×	166 1.2×	147 1.5×	94 1.2×	84 1.8×	41	423
Victoria Zinde‐Walsh Canada	12	154 1.0×	150 1.1×	105 1.1×	218 2.9×	46 1.0×	37	421
Abderrahim Taamouti United Kingdom	13	256 1.7×	298 2.2×	115 1.2×	104 1.4×	32 0.7×	44	492
Alessandra Luati Italy	8	112 0.8×	109 0.8×	57 0.6×	36 0.5×	25 0.5×	36	234
Carsten Jentsch Germany	11	220 1.5×	137 1.0×	140 1.4×	150 2.0×	36 0.8×	48	458
Gael M. Martin Australia	12	231 1.6×	285 2.1×	203 2.1×	131 1.7×	96 2.0×	37	517
Zhentao Shi Hong Kong	7	198 1.3×	52 0.4×	88 0.9×	75 1.0×	24 0.5×	28	310
Qingfeng Liu China	11	96 0.6×	71 0.5×	64 0.7×	143 1.9×	45 1.0×	28	384
Robert Stelzer Germany	14	193 1.3×	453 3.4×	54 0.6×	131 1.7×	86 1.8×	33	557

Countries citing papers authored by Rolf Tschernig

Since Specialization

Citations

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

Fields of papers citing papers by Rolf Tschernig

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Rolf Tschernig

This figure shows the co-authorship network connecting the top 25 collaborators of Rolf Tschernig. A scholar is included among the top collaborators of Rolf Tschernig 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 Rolf Tschernig. Rolf Tschernig is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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18 of 18 papers shown

Tschernig, Rolf, et al.. (2013). Long-Run Identification in a Fractionally Integrated System. Journal of Business and Economic Statistics. 31(4). 438–450. 6 indexed citations

Tschernig, Rolf, et al.. (2013). Long- versus medium-run identification in fractionally integrated VAR models. Economics Letters. 122(2). 299–302. 2 indexed citations

Listl, Stefan, Michaël Behr, Peter Eichhammer, & Rolf Tschernig. (2011). The psychological impact of prosthodontic treatment—a discrete response modelling approach. Clinical Oral Investigations. 16(3). 997–1006. 6 indexed citations

Haupt, Harry, et al.. (2010). On nonparametric estimation of a hedonic price function. Journal of Applied Econometrics. 25(5). 894–901. 20 indexed citations

Tschernig, Rolf, et al.. (2008). Long Memory and the Term Structure of Risk. SSRN Electronic Journal. 5 indexed citations

Schotman, Peter C., et al.. (2008). Long Memory and the Term Structure of Risk. Journal of Financial Econometrics. 6(4). 459–495. 16 indexed citations

Yang, Lijian & Rolf Tschernig. (2002). NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS. Econometric Theory. 18(6). 1408–1448. 19 indexed citations

Tschernig, Rolf, et al.. (2001). Prediction of Chaotic Time Series in the Presence of Measurement Error: the Importance of Initial Conditions. Statistics and Computing. 11(3). 277–284. 1 indexed citations

Härdle, Wolfgang Karl, Torsten Kleinow, & Rolf Tschernig. (2001). Web Quantlets for Time Series Analysis. Annals of the Institute of Statistical Mathematics. 53(1). 179–188. 1 indexed citations

10.

Teräsvirta, Timo, et al.. (2001). A SIMPLE VARIABLE SELECTION TECHNIQUE FOR NONLINEAR MODELS. Communication in Statistics- Theory and Methods. 30(6). 1227–1241. 33 indexed citations

11.

Tschernig, Rolf & Lijian Yang. (2000). Nonparametric Estimation of Generalized Impulse Response Functions. RePEc: Research Papers in Economics. 1 indexed citations

12.

Tschernig, Rolf & Lijian Yang. (2000). Nonparametric Lag Selection for Time Series. Journal of Time Series Analysis. 21(4). 457–487. 55 indexed citations

13.

Yang, Lijian & Rolf Tschernig. (1999). Multivariate Bandwidth Selection for Local Linear Regression. Journal of the Royal Statistical Society Series B (Statistical Methodology). 61(4). 793–815. 61 indexed citations

14.

Pfann, Gerard A., Peter C. Schotman, & Rolf Tschernig. (1996). Nonlinear interest rate dynamics and implications for the term structure. Journal of Econometrics. 74(1). 149–176. 77 indexed citations

15.

Tschernig, Rolf. (1994). Long Memory in Foreign Exchange Rates Revisited. SSRN Electronic Journal. 8 indexed citations

16.

Tschernig, Rolf. (1994). Wechselkurse, Unsicherheit und Long Memory. 10 indexed citations

17.

Demougin, Dominique & Rolf Tschernig. (1993). Costless Revelation of Private Information in a Duopoly. 1 indexed citations

18.

Tschernig, Rolf & Klaus F. Zimmermann. (1992). Illusive Persistence in German Unemployment. Recherches économiques de Louvain. 58(3-4). 441–453. 11 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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