Aleksey Min

Finance · 2007–2012

A researcher in the Science corpus: 6 papers; trusts 46 researchers and is trusted by 24 researchers here, as inferred from the citation graph.

Subfields

• Finance — 55 citations into it; #1,016 of 10,518 by trust here, #1,670 by citations
• Statistics and Probability — 52 citations into it; #2,318 of 12,932 by trust here, #2,214 by citations
• Economics and Econometrics — 31 citations into it; #11,026 of 23,481 by trust here, #13,168 by citations
• Artificial Intelligence — 22 citations into it; #5,986 of 35,345 by trust here, #14,438 by citations
• Management Science and Operations Research — 15 citations into it
• Global and Planetary Change — 12 citations into it; #830 of 10,225 by trust here, #4,831 by citations
• Applied Mathematics — 6 citations into it
• Probabilistic & Bayesian Methods — 6 citations into it

Whom Aleksey Min trusts overall

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

1. Tim Bedford
2. Svetlozar T. Rachev
3. Peter J. Green
4. Alexander J. McNeil
5. Paul Embrechts
6. Claudia Czado
7. Harry Joe
8. Kjersti Aas
9. Roger M. Cooke
10. Christian Genest

Who trusts Aleksey Min overall

1. Claudia Czado
2. Eike C. Brechmann
3. Jeffrey F. Dißmann
4. Lutz F. Gruber
5. Andrew J. Patton
6. Ulf Schepsmeier
7. Kjersti Aas
8. Alexander Bauer
9. D. Oh
10. A. Daneshkhah

Papers from Aleksey Min's perspective

Ordered by how strongly the researchers Aleksey Min 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. Fonctions de repartition a n dimensions et leurs marges
3. Generalized autoregressive conditional heteroskedasticity
4. The t Copula and Related Copulas
5. Pair-copula constructions of multiple dependence
6. On Default Correlation: A Copula Function Approach
7. Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines (Annals of Mathematics and Artificial Intelligence)
8. Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
10. Chapter 8 – Modelling Dependence with Copulas and Applications to Risk Management

Their papers

• Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence (2010) — 186 citations
• Maximum likelihood estimation of mixed C-vines with application to exchange rates (2012) — 221 citations
• Bayesian model selection for D‐vine pair‐copula constructions (2011) — 52 citations
• A mixed copula model for insurance claims and claim sizes (2012) — 122 citations
• Bayesian inference for multivariate copulas using pair-copula constructions. (2010) — 220 citations
• Zero-inflated generalized Poisson models with regression effects on the mean, dispersion and zero-inflation level applied to patent outsourcing rates (2007) — 80 citations