M. Neves

Finance · 2000–2007

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Finance — 7 citations into it; #3,863 of 10,518 by trust here, #5,336 by citations

Whom M. Neves trusts overall

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

1. Jan Beirlant
2. M. Ivette Gomes

Who trusts M. Neves overall

1. M. Ivette Gomes
2. Jan Beirlant
3. M. Charras-Garrido
4. Frederico Caeiro
5. Dinis D. Pestana

Papers from M. Neves's perspective

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

1. Statistics of Extremes
2. A new class of semi-parametric estimators of the second order parameter.
3. How to make a Hill Plot
4. “Asymptotically Unbiased” Estimators of the Tail Index Based on External Estimation of the Second Order Parameter
5. A diagnostic for selecting the threshold in extreme value analysis
6. Bias reduction and explicit semi-parametric estimation of the tail index
7. Estimating the First‐ and Second‐Order Parameters of a Heavy‐Tailed Distribution
8. Generalizations of the Hill estimator – asymptotic versus finite sample behaviour☆
9. Generalized autoregressive conditional heteroskedasticity
10. A Directory of Coefficients of Tail Dependence

Their papers

• Alternatives to a Semi-Parametric Estimator of Parameters of Rare Events—The Jackknife Methodology* (2000) — 94 citations
• IMPROVING SECOND ORDER REDUCED BIAS EXTREME VALUE INDEX ESTIMATION (2007) — 73 citations