Concepedia

Tobias Kley

TK

5

Publications

225

Citations

5

H-Index

2015

Active since

Affiliations

Charles University(Current)

Ruhr University Bochum

Czech Academy of Sciences, Institute of Information Theory and Automation

London School of Economics and Political Science

Université Libre de Bruxelles

Tobias Kley is an author at Charles University specializing in statistics, spectral theory, and engineering.

Top concepts

StatisticsEngineeringData ScienceSpectral TheoryFinanceBusinessEconomicsForecastingEconometricsAsset Pricing

Publications per year

2015–2019

5

Publications

5

Of copulas, quantiles, ranks and spectra: An $L_{1}$-approach to spectral analysis

Holger Dette, Marc Hallin, Tobias Kley et al. · Bernoulli · 2015 · 76 citations · Full text

Quantile-Based Spectral Analysis in an Object-Oriented Framework and a Reference Implementation in<i>R</i>: The<b>quantspec</b>Package

Tobias Kley · Journal of Statistical Software · 2016 · 55 citations · Full text

Spectral Theory, R Package, Engineering +15

Quantile Spectral Analysis for Locally Stationary Time Series

Stefan Birr, Stanislav Volgushev, Tobias Kley et al. · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2017 · 41 citations · Full text

Spectral Theory, Local Strict Stationarity, Engineering +14

Quantile coherency: A general measure for dependence between cyclical economic variables

Jozef Baruník, Tobias Kley · Econometrics Journal · 2019 · 29 citations · Full text

Empirical Finance, Volatility Modeling, Quantile Coherency +21

Quantile Cross-Spectral Measures of Dependence between Economic Variables

Jozef Baruník, Tobias Kley · SSRN Electronic Journal · 2015 · 24 citations · Full text

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