P. Kalev

2003–2009

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Whom P. Kalev trusts overall

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

1. Svetlozar T. Rachev
2. Stefan Mittnik

Who trusts P. Kalev overall

1. Ronny Luss
2. Alexandre d'Aspremont

Papers from P. Kalev's perspective

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

1. The distribution of realized stock return volatility
2. Asymmetric Correlations of Equity Portfolios
3. Dependence patterns across financial markets: a mixed copula approach
4. Beyond Correlation: Extreme Co-movements Between Financial Assets
5. Handbook of heavy tailed distributions in finance
6. Chapter 8 – Modelling Dependence with Copulas and Applications to Risk Management
7. Stationarity of stable power-GARCH processes
8. Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
9. Stable Paretian Models in Finance
10. Stable Non-Gaussian Random Processes : Stochastic Models with Infinite Variance

Their papers

• Public Information Arrival and Volatility of Intraday Stock Returns (2004) — 251 citations
• A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence (2009) — 62 citations
• Underpricing, Stock Allocation, Ownership Structure and Post-Listing Liquidity of Newly Listed Firms (2003) — 119 citations