T. Liniger

Journal of Applied Probability · 2011

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Whom T. Liniger trusts overall

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

  1. Eymen Errais
  2. V. Chavez‐Demoulin
  3. Yacine Aït-Sahalia

Who trusts T. Liniger overall

  1. Emmanuel Bacry
  2. Thibault Jaisson
  3. V. Chavez‐Demoulin
  4. Ban Zheng
  5. Mathieu Rosenbaum
  6. Jean-François Muzy

Papers from T. Liniger's perspective

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

  1. Affine Point Processes and Portfolio Credit Risk (SIAM Journal on Financial Mathematics)
  2. Estimating value-at-risk: a point process approach
  3. Modeling financial contagion using mutually exciting jump processes
  4. Generalized Linear Models
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. Extremal analysis of processes sampled at different frequencies
  7. Realistic Statistical Modelling of Financial Data
  8. Inference for clusters of extreme values
  9. Subcritical and supercritical regimes in epidemic models of earthquake aftershocks
  10. Value-at-Risk and Extreme Returns

Their papers