Velayoudoum Marimoutou

Economics and Econometrics · 2009

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Velayoudoum Marimoutou trusts overall

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

  1. H. Byström
  2. Tim Bollerslev
  3. Jem N. Corcoran
  4. Ramazan Gencay
  5. Alexander J. McNeil
  6. Jürg Hüsler
  7. Niklas Wagner
  8. F. Selçuk
  9. Rüdiger Frey
  10. Deyuan Li

Who trusts Velayoudoum Marimoutou overall

  1. Pilar Abad
  2. Marco Rocco
  3. Sonia Benito

Papers from Velayoudoum Marimoutou's perspective

Ordered by how strongly the researchers Velayoudoum Marimoutou trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  2. Generalized autoregressive conditional heteroskedasticity
  3. Statistical Inference Using Extreme Order Statistics
  4. Modelling Extremal Events for Insurance and Finance
  5. High volatility, thick tails and extreme value theory in value-at-risk estimation
  6. From value at risk to stress testing : The extreme value approach Franc ß ois
  7. Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields
  8. Statistics of extremes in hydrology
  9. Extreme value theory and Value-at-Risk: Relative performance in emerging markets
  10. Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes

Their papers