| Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy | Journal of financial econometrics |  | | 2017 | 624 | 564 |
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| Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy | | | | 2016 | 616 | 416 |
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| Higher-Order Infinitesimal Robustness | Journal of the American Statistical Association |  | | 2012 | 799 | 0 |
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| Robust subsampling | Journal of econometrics | | | 2012 | 535 | 425 |
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| Infinitesimal robustness for diffusions | Journal of the American Statistical Association |  | | 2010 | 545 | 4 |
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| Higher-order robustness | 2nd International Workshop of the ERCIM Working Group on Computing & Statistics | | | 2009 | 628 | 642 |
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| Infinitesimal robustness for diffusions | | | | 2008 | 743 | 455 |
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| Infinitesimal robustness for diffusions | | | | 2008 | 756 | 183 |
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| Robust Subsampling | | | | 2006 | 595 | 616 |
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| Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models | Journal of the American Statistical Association | | | 2005 | 640 | 0 |
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| Robust GMM analysis of models for the short rate process | Journal of Empirical Finance | | | 2003 | 680 | 0 |
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| Robust inference with GMM estimators | Journal of Econometrics | | | 2001 | 899 | 0 |
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