L. Ergun

Economics and Econometrics · 2016

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom L. Ergun trusts overall

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

  1. W. Reed
  2. Tim Bollerslev
  3. Laurens de Haan
  4. Peter J. Bickel
  5. Whitney K. Newey
  6. Bryan T. Kelly
  7. Aaron Clauset
  8. Jón Dańıelsson

Papers from L. Ergun's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. The Pareto law of incomes—an explanation and an extension
  3. Tail Risk and Asset Prices
  4. Extreme value theory : an introduction
  5. A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
  6. Power-Law Distributions in Empirical Data
  7. The Pareto, Zipf and other power laws
  8. ON THE CHOICE OF m IN THE m OUT OF n BOOTSTRAP AND CONFIDENCE BOUNDS FOR EXTREMA
  9. Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
  10. Statistical Inference Using Extreme Order Statistics

Their papers