Walter Farkas

Finance · 2000–2009

A researcher in the Science corpus: 4 papers; trusts 7 researchers and is trusted by 19 researchers here, as inferred from the citation graph.

Subfields

• Finance — 12 citations into it
• Management Science and Operations Research — 8 citations into it
• Statistics and Probability — 5 citations into it

Whom Walter Farkas trusts overall

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

1. Hans Triebel
2. Paul Embrechts
3. N. Jacob
4. Alexander J. McNeil
5. René L. Schilling

Who trusts Walter Farkas overall

1. Marcin Bownik
2. H. Kempka
3. Fernando Cobos
4. Kwok-Pun Ho
5. Hans Triebel
6. Oscar Domínguez
7. V. Mikhailets
8. Davar Khoshnevisan
9. Dorothee D. Haroske
10. Jan Vyb'iral

Papers from Walter Farkas's perspective

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

1. Function spaces of generalised smoothness
2. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
3. Theory of Function Spaces III
4. The structure of functions (Mathematical Gazette)
5. Statistical Inference Using Extreme Order Statistics
6. Chapter 8 – Modelling Dependence with Copulas and Applications to Risk Management
7. Copula methods in finance
8. Quantitative Risk Management: Concepts, Techniques, and Tools
9. The Misbehavior of Markets: A Fractal View of Risk, Ruin, and Reward
10. Function spaces related to continuous negative definite functions: ψ-Bessel potential spaces

Their papers

• Operational Risk Quantification Using Extreme Value Theory and Copulas: From Theory to Practice (2009) — 51 citations
• Characterisations of function spaces of generalised smoothness (2006) — 165 citations
• Function spaces related to continuous negative definite functions: ψ-Bessel potential spaces (2001) — 92 citations
• Atomic and Subatomic Decompositions in Anisotropic Function Spaces (2000) — 62 citations