J. -. Rodríguez-Lallena
Finance · 2002–2008
A researcher in the Science corpus: 5 papers; trusts 1 researcher and is trusted by 12 researchers here, as inferred from the citation graph.
Subfields
- Finance — 10 citations into it; #3,957 of 10,518 by trust here, #3,208 by citations
- Economics and Econometrics — 6 citations into it
- Statistics and Probability — 6 citations into it; #4,969 of 12,932 by trust here, #4,650 by citations
Whom J. -. Rodríguez-Lallena trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts J. -. Rodríguez-Lallena overall
- Fabrizio Durante
- Daeyoung Kim
- Friedrich Schmid
- Mahmoud M. M. Mansour
- Jong‐Min Kim
- Engin A. Sungur
- Christian Genest
- Rafael Schmidt
- Cécile Amblard
- Mohamed Ibrahim
Papers from J. -. Rodríguez-Lallena's perspective
Ordered by how strongly the researchers J. -. Rodríguez-Lallena trusts endorse each paper. Same corpus, a different order for every researcher.
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Best-possible bounds on sets of bivariate distribution functions
- Elliptical copulas: applicability and limitations
- Actuarial Theory for Dependent Risks: Measures, Orders and Models
- Dependence Structure and Risk Measure
- Estimating the tail-dependence coefficient: Properties and pitfalls
- Extreme behaviour for bivariate elliptical distributions
- The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas
- On the multivariate probability integral transformation
- Fonctions de repartition a n dimensions et leurs marges
Their papers
- Kendall distribution functions (2003) — 114 citations
- A new class of bivariate copulas (2004) — 200 citations
- On the construction of copulas and quasi-copulas with given diagonal sections (2008) — 121 citations
- Copulas with fractal supports (2005) — 51 citations
- Distributions With Given Marginals and Statistical Modelling (2002) — 132 citations