E. Orskaug

Economics and Econometrics · 2009

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom E. Orskaug trusts overall

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

  1. Kjersti Aas
  2. Robert F. Engle
  3. Ingrid Hobæk Haff
  4. X. K. Dimakos
  5. Eric R. Ziegel
  6. Ruey S. Tsay

Who trusts E. Orskaug overall

  1. Stelios D. Bekiros

Papers from E. Orskaug's perspective

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

  1. Risk Estimation using the Multivariate Normal Inverse Gaussian Distribution
  2. Generalized autoregressive conditional heteroskedasticity
  3. Density Estimation for Statistics and Data Analysis
  4. A new class of multivariate skew distributions with applications to bayesian regression models
  5. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution
  6. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
  7. On the Normal Inverse Gaussian Stochastic Volatility Model
  8. The t Copula and Related Copulas
  9. Pair-copula constructions of multiple dependence
  10. Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines (Annals of Mathematics and Artificial Intelligence)

Their papers