Donato Abbate

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Donato Abbate trusts overall

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

  1. Paul Embrechts
  2. Alexander J. McNeil
  3. Umberto Cherubini
  4. Filip Lindskog
  5. Elisa Luciano
  6. Jem N. Corcoran
  7. Christian Genest
  8. Benoit B. Mandelbrot
  9. D. Straumann

Papers from Donato Abbate's perspective

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

  1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  2. Statistical Inference Using Extreme Order Statistics
  3. Chapter 8 – Modelling Dependence with Copulas and Applications to Risk Management
  4. Copula methods in finance
  5. Quantitative Risk Management: Concepts, Techniques, and Tools
  6. The Misbehavior of Markets: A Fractal View of Risk, Ruin, and Reward
  7. Risk Management: Value at Risk and Beyond
  8. Sampling nested Archimedean copulas
  9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  10. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach

Their papers