V. Fernandez

Economics and Econometrics · 2003–2019

A researcher in the Science corpus: 4 papers; trusts 18 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom V. Fernandez trusts overall

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

  1. Umberto Cherubini
  2. Alexander J. McNeil
  3. Francis In
  4. Ramazan Gencay
  5. Elisa Luciano
  6. Stuart Coles
  7. Rüdiger Frey
  8. Sangbae Kim
  9. F. Selçuk
  10. Kay Giesecke

Who trusts V. Fernandez overall

  1. Thomas Conlon
  2. John Cotter
  3. Pilar Abad
  4. Zongrun Wang
  5. Marco Rocco
  6. Sonia Benito
  7. N. Mancheri

Papers from V. Fernandez's perspective

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

  1. An Introduction to Copulas
  2. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  3. An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
  4. Semiparametric ARCH models
  5. An Introduction to Statistical Modeling of Extreme Values
  6. CORRELATED DEFAULT WITH INCOMPLETE INFORMATION
  7. Value at Risk: The New Benchmark for Managing Financial Risk
  8. Copula Methods in Finance: Cherubini/Copula
  9. A Goodness-of-fit Test for Copulas
  10. The Hedge Ratio and the Empirical Relationship between the Stock and Futures Markets: A New Approach Using Wavelet Analysis

Their papers