Henrik Bakken

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 31 researchers here, as inferred from the citation graph.

Subfields

Whom Henrik Bakken trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tim Bedford
  2. Robert F. Engle

Who trusts Henrik Bakken overall

  1. Claudia Czado
  2. Eike C. Brechmann
  3. Kjersti Aas
  4. Aleksey Min
  5. Andrew J. Patton
  6. Lihua Xiong
  7. M. Chris Jones
  8. Benedikt Gräler
  9. M. S. Smith
  10. Daniel Berg

Papers from Henrik Bakken's perspective

Ordered by how strongly the researchers Henrik Bakken trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. Dependence structures for multivariate high-frequency data in finance
  4. Vines: A new graphical model for dependent random variables
  5. The t Copula and Related Copulas
  6. Fonctions de repartition a n dimensions et leurs marges
  7. Beyond Correlation: Extreme Co-movements Between Financial Assets
  8. The Meta-elliptical Distributions with Given Marginals
  9. Uncertainty Analysis With High Dimensional Dependence Modelling (Technometrics)
  10. Chapter 8 – Modelling Dependence with Copulas and Applications to Risk Management

Their papers