| Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy | Journal of financial econometrics |  | | 2017 | 618 | 525 |
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| Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy | | | | 2016 | 610 | 408 |
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| Higher-Order Infinitesimal Robustness | Journal of the American Statistical Association |  | | 2012 | 792 | 0 |
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| Robust subsampling | Journal of econometrics | | | 2012 | 528 | 385 |
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| Infinitesimal robustness for diffusions | Journal of the American Statistical Association |  | | 2010 | 538 | 4 |
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| Higher-order robustness | 2nd International Workshop of the ERCIM Working Group on Computing & Statistics | | | 2009 | 620 | 521 |
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| Infinitesimal robustness for diffusions | | | | 2008 | 736 | 439 |
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| Infinitesimal robustness for diffusions | | | | 2008 | 749 | 178 |
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| Robust Subsampling | | | | 2006 | 589 | 607 |
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| Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models | Journal of the American Statistical Association | | | 2005 | 633 | 0 |
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| Robust GMM analysis of models for the short rate process | Journal of Empirical Finance | | | 2003 | 673 | 0 |
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| Robust inference with GMM estimators | Journal of Econometrics | | | 2001 | 891 | 0 |
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