Carlos Martins-Filho

Finance · 2007–2016

A researcher in the Science corpus: 2 papers; trusts 18 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Carlos Martins-Filho trusts overall

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

  1. Zongwu Cai
  2. Olivier Scaillet
  3. Bernard Walter Silverman
  4. C. Stone
  5. Keith Knight
  6. Jay Breidt
  7. Paul Doukhan
  8. Bradley Efron
  9. Byeong U. Park
  10. Alexander J. McNeil

Papers from Carlos Martins-Filho's perspective

Ordered by how strongly the researchers Carlos Martins-Filho trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Density Estimation for Statistics and Data Analysis
  2. Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall
  3. Nonparametric Inference of Value-at-Risk for Dependent Financial Returns
  4. Conditional value-at-risk: Aspects of modeling and estimation
  5. Consistent Nonparametric Regression
  6. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  7. Nonparametric Estimation of Expected Shortfall
  8. Credit Risk: Pricing, Measurement, and Management
  9. Nonparametric Estimation of Conditional Expected Shortfall (Assurances et gestion des risques)
  10. Mixing: Properties and Examples

Their papers