V. Chavez‐Demoulin
Finance · 2005–2016
A researcher in the Science corpus: 7 papers; trusts 46 researchers and is trusted by 46 researchers here, as inferred from the citation graph.
Subfields
- Finance — 67 citations into it; #734 of 10,518 by trust here, #1,867 by citations
- Economics and Econometrics — 43 citations into it; #8,890 of 23,481 by trust here, #14,051 by citations
- Statistics and Probability — 34 citations into it; #10,580 of 12,932 by trust here, #12,077 by citations
- Global and Planetary Change — 28 citations into it; #273 of 10,225 by trust here, #2,870 by citations
- Management Science and Operations Research — 26 citations into it; #6,054 of 11,946 by trust here, #7,638 by citations
- Applied Mathematics — 7 citations into it; #1,087 of 7,620 by trust here, #2,295 by citations
- Artificial Intelligence — 7 citations into it
- Demography — 7 citations into it
Whom V. Chavez‐Demoulin trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Stuart Coles
- Paul Embrechts
- Jem N. Corcoran
- Alexander J. McNeil
- A. C. Davison
- C. Ferro
- Anthony Ledford
- Carl John Scarrott
- Eric R. Ziegel
- Rüdiger Frey
Who trusts V. Chavez‐Demoulin overall
- Paul Embrechts
- Laurent Gardes
- Alan G. Hawkes
- A. C. Davison
- Thibault Jaisson
- Stéphane Girard
- Matthias Kirchner
- Marius Hofert
- Marco Rocco
- James W. Taylor
Papers from V. Chavez‐Demoulin's perspective
Ordered by how strongly the researchers V. Chavez‐Demoulin trusts endorse each paper. Same corpus, a different order for every researcher.
- An Introduction to Statistical Modeling of Extreme Values
- Modelling Extremal Events for Insurance and Finance
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Nonparametric regression and generalized linear models
- Statistical Inference Using Extreme Order Statistics
- Generalized Linear Models
- Statistics of Extremes
- Generalized autoregressive conditional heteroskedasticity
- Generalized additive modelling of sample extremes
- Bootstrap Methods and Their Application
Their papers
- Quantitative models for operational risk: Extremes, dependence and aggregation (2006) — 274 citations
- Extreme-Quantile Tracking for Financial Time Series (2014) — 115 citations
- An extreme value approach for modeling Operational Risk losses depending on covariates (2016) — 132 citations
- High-frequency financial data modeling using Hawkes processes (2012) — 168 citations
- Modelling Time Series Extremes (2012) — 109 citations
- Estimating value-at-risk: a point process approach (2005) — 178 citations
- Generalized additive modelling of sample extremes (2005) — 345 citations