Jean‐François Quessy

Finance · 2003–2006

A researcher in the Science corpus: 4 papers; trusts 12 researchers and is trusted by 37 researchers here, as inferred from the citation graph.

Subfields

Whom Jean‐François Quessy trusts overall

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

  1. Kilani Ghoudi
  2. Christian Genest
  3. D. Hennessy
  4. Umberto Cherubini
  5. Weijing Wang
  6. Harvey E. Lapan
  7. Bruno R'emillard
  8. David X. Li

Who trusts Jean‐François Quessy overall

  1. Christian Genest
  2. Ivan Kojadinovic
  3. Daniel Berg
  4. Kjersti Aas
  5. Jun Yan
  6. Daeyoung Kim
  7. Zengchao Hao
  8. C. Savu
  9. Steffen Grønneberg
  10. Claudia Czado

Papers from Jean‐François Quessy's perspective

Ordered by how strongly the researchers Jean‐François Quessy 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. On Default Correlation: A Copula Function Approach
  3. DISTRIBUTION FREE TESTS OF INDEPENDENCE BASED ON THE SAMPLE DISTRIBUTION FUNCTION
  4. A Nonparametric Test of Serial Independence for Time Series and Residuals
  5. Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
  6. Risk Management: Value at Risk and Beyond
  7. A Consistent Test for Bivariate Dependence
  8. Local efficiency of a Cramér--von Mises test of independence
  9. Bivariate option pricing with copulas
  10. The Use of Archimedean Copulas to Model Portfolio Allocations

Their papers