Evis Këllezi

Economics and Econometrics · 2000–2006

A researcher in the Science corpus: 4 papers; trusts 8 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Evis Këllezi trusts overall

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

  1. Alexander J. McNeil
  2. Francis X. Diebold
  3. Rüdiger Frey
  4. Stuart Coles
  5. Jón Dańıelsson
  6. Ramazan Gencay
  7. Til Schuermann
  8. Jem N. Corcoran
  9. Casper G. de Vries

Who trusts Evis Këllezi overall

  1. H. Byström
  2. Anurag Gupta
  3. Bing Liang
  4. Christian Biener
  5. Kevin Dowd
  6. Brendan O. Bradley

Papers from Evis Këllezi's perspective

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

  1. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  2. Statistical Inference Using Extreme Order Statistics
  3. Value-at-Risk and Extreme Returns
  4. Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
  5. Portfolio Selection
  6. An Introduction to Statistical Modeling of Extreme Values
  7. Modelling Extremal Events for Insurance and Finance
  8. High volatility, thick tails and extreme value theory in value-at-risk estimation
  9. Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields
  10. Adaptation in Natural and Artificial Sys-tems: An Introductory Analysis with Applications to Biology

Their papers