Daniel Berg

Finance · 2006–2009

A researcher in the Science corpus: 4 papers; trusts 43 researchers and is trusted by 39 researchers here, as inferred from the citation graph.

Subfields

Whom Daniel Berg trusts overall

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

  1. Alexander J. McNeil
  2. Christian Genest
  3. Jean-David Fermanian
  4. Yannick Malevergne
  5. Xiaohong Chen
  6. Assaf J. Zeevi
  7. Bruno R'emillard
  8. Weijing Wang
  9. S. Demarta
  10. C. Savu

Who trusts Daniel Berg overall

  1. Claudia Czado
  2. Andrew J. Patton
  3. Eike C. Brechmann
  4. Gregor N. F. Weiß
  5. Kjersti Aas
  6. Ingrid Hobæk Haff
  7. Wanling Huang
  8. Beatriz Vaz de Melo Mendes
  9. T. Wahl
  10. G. Salvadori

Papers from Daniel Berg's perspective

Ordered by how strongly the researchers Daniel Berg 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. Dependence structures for multivariate high-frequency data in finance
  3. Testing the Gaussian copula hypothesis for financial assets dependences
  4. Fonctions de repartition a n dimensions et leurs marges
  5. Goodness-of-fit tests for copulas
  6. Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
  7. The t Copula and Related Copulas
  8. Generalized autoregressive conditional heteroskedasticity
  9. Risk Management: Value at Risk and Beyond
  10. On Default Correlation: A Copula Function Approach

Their papers