Gunther Matthys

Finance · 2001–2004

A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 6 citations into it; #7,859 of 10,518 by trust here, #6,671 by citations
• Economics and Econometrics — 5 citations into it

Whom Gunther Matthys trusts overall

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

1. M. Ivette Gomes
2. Armelle Guillou
3. Jón Dańıelsson

Who trusts Gunther Matthys overall

1. M. Ivette Gomes
2. Jean Diebolt
3. Dinis D. Pestana
4. Jan Beirlant
5. Laurent Gardes
6. Stéphane Girard
7. B. Vandewalle
8. Armelle Guillou

Papers from Gunther Matthys's perspective

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

1. Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
2. A diagnostic for selecting the threshold in extreme value analysis
3. Statistical Inference Using Extreme Order Statistics
4. The Bootstrap Methodology in Statistics of Extremes—Choice of the Optimal Sample Fraction
5. A new class of semi-parametric estimators of the second order parameter.
6. How to make a Hill Plot
7. Generalized autoregressive conditional heteroskedasticity
8. An Introduction to Statistical Modeling of Extreme Values
9. Reduced-Bias Tail Index Estimators Under a Third-Order Framework
10. ESTIMATING THE EXTREME VALUE INDEX AND HIGH QUANTILES WITH EXPONENTIAL REGRESSION MODELS

Their papers

• Estimating catastrophic quantile levels for heavy-tailed distributions (2004) — 72 citations
• HEAVY-TAILED DISTRIBUTIONS AND RATING (2001) — 86 citations
• ESTIMATING THE EXTREME VALUE INDEX AND HIGH QUANTILES WITH EXPONENTIAL REGRESSION MODELS (2003) — 98 citations