Lyes Koliai

Finance · 2016

A researcher in the Science corpus: 1 paper; trusts 15 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Lyes Koliai trusts overall

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

  1. Robert F. Engle
  2. Andrew J. Patton
  3. Claudia Czado
  4. Alexander J. McNeil
  5. Andrew Ang
  6. Kjersti Aas
  7. F. Longin
  8. Tim Bollerslev
  9. Aleksey Min
  10. Tim Bedford

Papers from Lyes Koliai's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  3. Pair-copula constructions of multiple dependence
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. Fonctions de repartition a n dimensions et leurs marges
  6. Extreme Correlation of International Equity Markets
  7. The t Copula and Related Copulas
  8. Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines (Annals of Mathematics and Artificial Intelligence)
  9. On Default Correlation: A Copula Function Approach
  10. Vines: A new graphical model for dependent random variables

Their papers