G. Kuhn
Finance · with Klüppelberg · 2007–2008
A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Subfields
- Finance — 30 citations into it; #6,698 of 10,518 by trust here, #7,251 by citations
- Global and Planetary Change — 15 citations into it; #4,184 of 10,225 by trust here, #5,647 by citations
- Statistics and Probability — 14 citations into it
- Management Science and Operations Research — 7 citations into it
Whom G. Kuhn trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts G. Kuhn overall
Papers from G. Kuhn's perspective
Ordered by how strongly the researchers G. Kuhn trusts endorse each paper. Same corpus, a different order for every researcher.
- An Introduction to Statistical Modeling of Extreme Values
- Copula convergence theorems for tail events
- Bivariate tail estimation: dependence in asymptotic independence
- Extreme behaviour for bivariate elliptical distributions
- Chapter 8 – Modelling Dependence with Copulas and Applications to Risk Management
- Multivariate models for operational risk
- Multivariate extremes, aggregation and dependence in elliptical distributions (Advances in Applied Probability)
- Handbook of heavy tailed distributions in finance
- Non‐parametric Estimation of Tail Dependence
- Estimating the tail dependence function of an elliptical distribution
Their papers
- Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (2008) — 70 citations
- Geospatial temporal dependence among weekly precipitation extremes with applications to observations and climate model simulations in South America (2007) — 69 citations
- Estimating the tail dependence function of an elliptical distribution (2007) — 53 citations