Wolfgang Trutschnig

Finance · 2011–2015

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

Subfields

• Finance — 16 citations into it; #7,724 of 10,518 by trust here, #9,027 by citations
• Statistics and Probability — 10 citations into it
• Management Science and Operations Research — 8 citations into it

Whom Wolfgang Trutschnig trusts overall

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

1. Fabrizio Durante
2. M. D. Taylor
3. A. Klenke
4. Rabi N. Bhattacharya
5. Carlo Sempi
6. Peter M. Gruber
7. K. Siburg

Who trusts Wolfgang Trutschnig overall

1. J. Fernández Sánchez

Papers from Wolfgang Trutschnig's perspective

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

1. A Primer on Copulas for Count Data (ASTIN Bulletin: The Journal of the International Actuarial Association)
2. Copulas with fractal supports
3. An Introduction to Copulas
4. Multivariate measures of concordance
5. On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
6. Copula Theory: An Introduction
7. Chapter 8 – Modelling Dependence with Copulas and Applications to Risk Management
8. Real Analysis and Probability: Measurability: Borel Isomorphism and Analytic Sets
9. Review: P. Billingsley, Convergence of probability measures
10. Theory of Random Sets

Their papers

• Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and Iterated Function Systems (2015) — 47 citations
• On the exact region determined by Kendall's τ and Spearman's ρ (2015) — 53 citations
• On a strong metric on the space of copulas and its induced dependence measure (2011) — 119 citations