Rafael Schmidt

Finance · 2003–2010

A researcher in the Science corpus: 7 papers; trusts 54 researchers and is trusted by 41 researchers here, as inferred from the citation graph.

Subfields

• Finance — 75 citations into it; #744 of 10,518 by trust here, #1,234 by citations
• Statistics and Probability — 57 citations into it; #2,158 of 12,932 by trust here, #4,132 by citations
• Economics and Econometrics — 36 citations into it; #2,644 of 23,481 by trust here, #4,336 by citations
• Management Science and Operations Research — 29 citations into it
• Demography — 12 citations into it
• Global and Planetary Change — 11 citations into it; #2,217 of 10,225 by trust here, #8,787 by citations
• Artificial Intelligence — 10 citations into it
• Statistical Learning Theory — 5 citations into it

Whom Rafael Schmidt trusts overall

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

1. Friedrich Schmid
2. Roger B. Nelsen
3. Gabriel Frahm
4. Hideatsu Tsukahara
5. Jadran Dobric
6. Jean-David Fermanian
7. Thomas Mikosch
8. Manuel Úbeda-Flores
9. Christian Genest
10. Peter Hall

Who trusts Rafael Schmidt overall

1. Friedrich Schmid
2. Sandra Gaißer
3. F. Serinaldi
4. Poulomi Ganguli
5. Fabrizio Durante
6. Martin Ruppert
7. M. Janga Reddy
8. Axel Bucher
9. Harry Joe
10. H. Chowdhary

Papers from Rafael Schmidt's perspective

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

1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
2. Fonctions de repartition a n dimensions et leurs marges
3. An Introduction to Copulas
4. Elliptical copulas: applicability and limitations
5. Extreme value theory : an introduction
6. Extreme behaviour for bivariate elliptical distributions
7. Constraints on concordance measures in bivariate discrete data
8. Extreme Correlation of International Equity Markets
9. Dependence Structure and Risk Measure
10. Estimating the tail-dependence coefficient: Properties and pitfalls

Their papers

• Non‐parametric Estimation of Tail Dependence (2006) — 371 citations
• Multivariate Extensions of Spearman's Rho and Related Statistics (2007) — 182 citations
• Estimating the tail-dependence coefficient: Properties and pitfalls (2005) — 362 citations
• Multivariate conditional versions of Spearman's rho and related measures of tail dependence (2007) — 109 citations
• Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence (2007) — 64 citations
• A semi-parametric approach to risk management (2003) — 52 citations
• Copula-Based Measures of Multivariate Association (2010) — 107 citations