On the construction of multivariate extreme value models via copulas

By Fabrizio Durante, G. Salvadori. 2009

112 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Global and Planetary Change

View Paper: https://www.semanticscholar.org/paper/142f01dd5969b6b364e2c2526b1bdfacf02b9de2

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

  1. Vijay P. Singh
  2. Carlo De Michele
  3. G. Salvadori
  4. Silvano Pecora
  5. R. Vezzoli
  6. Anne-Catherine Favre
  7. M. Brunner
  8. Reinhard Furrer

In Finance

  1. Vijay P. Singh
  2. B. De Baets
  3. Niko E. C. Verhoest
  4. Sander Vandenberghe
  5. Carlo De Michele
  6. G. Salvadori
  7. Anne-Catherine Favre
  8. Reinhard Furrer

In Global and Planetary Change

  1. Niko E. C. Verhoest
  2. B. De Baets
  3. Sander Vandenberghe
  4. Vijay P. Singh
  5. G. Salvadori
  6. F. Serinaldi
  7. Carlo De Michele
  8. Anne-Catherine Favre

Citations in the corpus