H. P. Palaro

Finance · 2004–2006

A researcher in the Science corpus: 2 papers; trusts 14 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 20 citations into it
• Economics and Econometrics — 15 citations into it
• Statistics and Probability — 5 citations into it

Whom H. P. Palaro trusts overall

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

1. Robert F. Engle
2. Andrew J. Patton
3. Alexandra Dias
4. Umberto Cherubini
5. Michael Rockinger
6. Hirotogu Akaike
7. Paul Embrechts
8. Eric Bouyé
9. Eric Jondeau
10. Elisa Luciano

Papers from H. P. Palaro's perspective

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

1. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
2. Extreme Correlation of International Equity Markets
3. An Introduction to Copulas
4. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
5. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
6. Conditional Dependency of Financial Series: An Application of Copulas
7. Asymmetric Correlations of Equity Portfolios
8. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
9. Dynamic Conditional Correlation
10. Copulas for finance

Their papers

• Estimation of VAR Using Copula and Extreme Value Theory (2006) — 50 citations
• Using Conditional Copula to Estimate Value at Risk (2004) — 53 citations