Alexandra Dias

Finance · 2001–2010

A researcher in the Science corpus: 5 papers; trusts 40 researchers and is trusted by 31 researchers here, as inferred from the citation graph.

Subfields

Whom Alexandra Dias trusts overall

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

  1. Robert F. Engle
  2. Jem N. Corcoran
  3. Paul Embrechts
  4. Andrew J. Patton
  5. Alexander J. McNeil
  6. Wolfgang Breymann
  7. Sidney I. Resnick
  8. Thorsten Rheinländer
  9. Michael Rockinger
  10. Eric Jondeau

Who trusts Alexandra Dias overall

  1. Andrew J. Patton
  2. Xiaohong Chen
  3. Marco Rocco
  4. Luiz Koodi Hotta
  5. H. P. Palaro
  6. Juan Carlos Reboredo
  7. Kjersti Aas
  8. Paul Embrechts
  9. Lorán Chollete
  10. Yanqin Fan

Papers from Alexandra Dias's perspective

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

  1. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  2. Generalized autoregressive conditional heteroskedasticity
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Extreme Correlation of International Equity Markets
  5. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  6. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  7. An Introduction to Copulas
  8. Modelling Extremal Events for Insurance and Finance
  9. Risk Management: Value at Risk and Beyond
  10. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models

Their papers