Emmanuel Jurczenko

Finance · 2006–2018

A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Emmanuel Jurczenko trusts overall

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

  1. Iain M. Johnstone
  2. F. Longin
  3. Andrew Ang
  4. Monica Billio

Papers from Emmanuel Jurczenko's perspective

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

  1. On the distribution of the largest eigenvalue in principal components analysis
  2. Extreme Correlation of International Equity Markets
  3. Tensor Decompositions and Applications
  4. A Newton-Grassmann Method for Computing the Best Multilinear Rank-(r1, r2, r3) Approximation of a Tensor
  5. Random matrix approach to cross correlations in financial data. (Physical review. E, Statistical, nonlinear, and soft matter physics)
  6. Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
  7. Asymmetric Correlations of Equity Portfolios
  8. Principal Component Analysis
  9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  10. Generalized autoregressive conditional heteroskedasticity

Their papers