Toshinao Yoshiba
Finance · 2002–2018
A researcher in the Science corpus: 4 papers; trusts 25 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Finance — 29 citations into it; #6,171 of 10,518 by trust here, #7,920 by citations
- Statistics and Probability — 15 citations into it
- Economics and Econometrics — 13 citations into it
- Management Science and Operations Research — 10 citations into it; #6,700 of 11,946 by trust here, #8,469 by citations
Whom Toshinao Yoshiba trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Adelchi Azzalini
- Paul Embrechts
- Máaarcia D. Branco
- Kjersti Aas
- Samuel Kotz
- S. Demarta
- Alexander J. McNeil
- Yasuhiro Yamai
- A. Capitanio
- F. Longin
Who trusts Toshinao Yoshiba overall
Papers from Toshinao Yoshiba's perspective
Ordered by how strongly the researchers Toshinao Yoshiba trusts endorse each paper. Same corpus, a different order for every researcher.
- The t Copula and Related Copulas
- Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Portfolio Selection
- Extreme Correlation of International Equity Markets
- Multivariate T-Distributions and Their Applications
- A General Class of Multivariate Skew-Elliptical Distributions
- Pair-copula constructions of multiple dependence
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- An Introduction to Statistical Modeling of Extreme Values
Their papers
- Value-at-risk versus expected shortfall: A practical perspective (2005) — 366 citations
- Maximum likelihood estimation of skew-t copulas with its applications to stock returns (2018) — 46 citations
- On the Validity of Value-at-Risk: Comparative Analyses with Expected Shortfall (2002) — 150 citations
- Comparative Analyses of Expected Shortfall and Value-at-Risk: Their Estimation Error, Decomposition, and Optimization (2002) — 147 citations