Cyril Caillault

Finance · 2005

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Finance — 7 citations into it; #4,022 of 10,518 by trust here, #8,598 by citations
• Economics and Econometrics — 5 citations into it; #8,700 of 23,481 by trust here, #20,008 by citations
• Statistics and Probability — 5 citations into it

Whom Cyril Caillault trusts overall

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

1. Hirotugu Akaike
2. Wolfgang Breymann
3. Hong-Bin Fang
4. Janet E. Heffernan
5. Paul Embrechts
6. Alexandra Dias
7. Kai-Tai Fang
8. Yannick Malevergne
9. Samuel Kotz

Who trusts Cyril Caillault overall

1. Bing-Yue Liu
2. Riadh Aloui
3. Kun-xia Yu
4. Qiang Ji
5. Lihua Xiong
6. Mohamed Safouane Ben Aïssa
7. Duc Khuong Nguyen
8. Ying Fan
9. L. Gottschalk

Papers from Cyril Caillault's perspective

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

1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
2. A Directory of Coefficients of Tail Dependence
3. Dependence structures for multivariate high-frequency data in finance
4. The Meta-elliptical Distributions with Given Marginals
5. Testing the Gaussian copula hypothesis for financial assets dependences
6. A new look at the statistical model identification
7. Multivariate Survival Modelling: A Unified Approach with Copulas
8. Modelling Extremal Events for Insurance and Finance
9. On the foundations of multivariate heavy-tail analysis (Journal of Applied Probability)
10. Differentiating intraday seasonalities through wavelet multi-scaling

Their papers

• Empirical estimation of tail dependence using copulas: application to Asian markets (2005) — 88 citations