Eike C. Brechmann
Finance · 2010–2014
A researcher in the Science corpus: 10 papers; trusts 84 researchers and is trusted by 29 researchers here, as inferred from the citation graph.
Subfields
- Finance — 126 citations into it; #1,222 of 10,518 by trust here, #1,351 by citations
- Statistics and Probability — 85 citations into it; #4,154 of 12,932 by trust here, #3,703 by citations
- Economics and Econometrics — 64 citations into it; #3,411 of 23,481 by trust here, #4,516 by citations
- Artificial Intelligence — 49 citations into it
- Global and Planetary Change — 23 citations into it
- Management Science and Operations Research — 22 citations into it; #9,455 of 11,946 by trust here, #8,062 by citations
- Demography — 10 citations into it
- Signal Processing — 6 citations into it
Whom Eike C. Brechmann trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Claudia Czado
- Tim Bedford
- Dorota Kurowicka
- Aleksey Min
- Christian Genest
- Harry Joe
- Roger M. Cooke
- Q. Vuong
- Kjersti Aas
- Robert F. Engle
Who trusts Eike C. Brechmann overall
- Claudia Czado
- Kjersti Aas
- Lutz F. Gruber
- Jeffrey F. Dißmann
- A. Daneshkhah
- Ulf Schepsmeier
- Riadh Aloui
- S. Jeske
- Stelios D. Bekiros
- Anastasios Panagiotelis
Papers from Eike C. Brechmann's perspective
Ordered by how strongly the researchers Eike C. Brechmann trusts endorse each paper. Same corpus, a different order for every researcher.
- Fonctions de repartition a n dimensions et leurs marges
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- The t Copula and Related Copulas
- Pair-copula constructions of multiple dependence
- Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines (Annals of Mathematics and Artificial Intelligence)
- Vines: A new graphical model for dependent random variables
- Generalized autoregressive conditional heteroskedasticity
- ImageNet classification with deep convolutional neural networks
- On Default Correlation: A Copula Function Approach
- Estimating the Dimension of a Model
Their papers
- Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50 (2013) — 172 citations
- Selection of Vine Copulas (2013) — 97 citations
- Truncated regular vines in high dimensions with application to financial data (2012) — 295 citations
- Selecting and estimating regular vine copulae and application to financial returns (2012) — 757 citations
- A mixed copula model for insurance claims and claim sizes (2012) — 122 citations
- Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013) — 481 citations
- Flexible dependence modeling of operational risk losses and its impact on total capital requirements (2014) — 54 citations
- Total loss estimation using copula-based regression models (2012) — 84 citations
- Hierarchical Kendall copulas: Properties and inference (2012) — 60 citations
- Truncated and simplified regular vines and their applications (2010) — 69 citations