R. Leal
Finance · 2010
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Finance — 14 citations into it; #6,644 of 10,518 by trust here, #7,575 by citations
- Statistics and Probability — 11 citations into it
Whom R. Leal trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts R. Leal overall
Papers from R. Leal's perspective
Ordered by how strongly the researchers R. Leal trusts endorse each paper. Same corpus, a different order for every researcher.
- Vines: A new graphical model for dependent random variables
- Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines (Annals of Mathematics and Artificial Intelligence)
- Copula goodness-of-fit testing: an overview and power comparison
- Models for construction of multivariate dependence – a comparison study
- Dynamic Copula Modelling for Value at Risk
- Pair-copula constructions of multiple dependence
- Uncertainty Analysis With High Dimensional Dependence Modelling (Technometrics)
- Fonctions de repartition a n dimensions et leurs marges
- The t Copula and Related Copulas
- Handbook of heavy tailed distributions in finance
Their papers
- Pair-copulas modeling in finance (2010) — 61 citations