Stijn Ferrari

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Stijn Ferrari trusts overall

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

  1. Victor Chernozhukov
  2. Roger W. Koenker
  3. Donald W. K. Andrews
  4. Giulio Girardi
  5. Emanuel Parzen
  6. Christian Hansen
  7. Alberto Abadie
  8. Iv'an Fern'andez-Val
  9. J. Chan-Lau
  10. A. Ergun

Papers from Stijn Ferrari's perspective

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

  1. Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models
  2. Inference on the Quantile Regression Process
  3. Conditional value-at-risk: Aspects of modeling and estimation
  4. Subsampling Inference on Quantile Regression Processes
  5. Instrumental quantile regression inference for structural and treatment effect models
  6. Nonparametric Statistical Data Modeling
  7. Tests for Parameter Instability and Structural Change with Unknown Change Point
  8. Regulatory Capital Charges for Too-Connected-To-Fail Institutions: A Practical Proposal (Social Science Research Network)
  9. Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis
  10. Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR

Their papers