Luísa Canto e Castro

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Luísa Canto e Castro trusts overall

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

  1. M. Ivette Gomes

Who trusts Luísa Canto e Castro overall

  1. Andrea Rotnitzky

Papers from Luísa Canto e Castro's perspective

Ordered by how strongly the researchers Luísa Canto e Castro trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A new class of semi-parametric estimators of the second order parameter.
  2. Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
  3. How to make a Hill Plot
  4. DIRECT REDUCTION OF BIAS OF THE CLASSI- CAL HILL ESTIMATOR ⁄
  5. “Asymptotically Unbiased” Estimators of the Tail Index Based on External Estimation of the Second Order Parameter
  6. An Introduction to Statistical Modeling of Extreme Values
  7. Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields
  8. A diagnostic for selecting the threshold in extreme value analysis
  9. An algorithm for nonparametric GARCH modelling
  10. Reduced-Bias Tail Index Estimators Under a Third-Order Framework

Their papers