Awesome Time Series
📄
Papers
🧭
Topics
🔥
Trending
🗺️
Map
🏆
Leaderboards
🎓
Learn
🤖
Ask AI
⋯
More
👥
Authors
📚
Reading Packs
📊
Datasets
🛠️
Tools
📰
News
📝
Blogs
✉️
Newsletter
🎯
Research Radar
🔖
Saved
+ Add Paper
☾
☀
← authors
·
overview
Loading author…
🤖
Ask AI
Michael Pfarrhofer — most-cited papers & profile · Time Series
← authors
·
overview
Michael Pfarrhofer
1
papers ·
2
citations ·
10
h-index
Vienna University of Economics and Business
Google Scholar ↗
Semantic Scholar ↗
OpenAlex ↗
Most-cited papers
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns
2018 · 2 citations
Top co-authors
Florian Huber
· 1
Gregor Kastner
· 1
Topics
Domain — Finance
Probabilistic