William T. Shaw
Finance · 2006–2010
A researcher in the Science corpus: 4 papers; trusts 9 researchers and is trusted by 20 researchers here, as inferred from the citation graph.
Subfields
- Finance — 12 citations into it; #1,682 of 10,518 by trust here, #3,438 by citations
- Economics and Econometrics — 10 citations into it
- Statistics and Probability — 7 citations into it; #2,187 of 12,932 by trust here, #3,330 by citations
Whom William T. Shaw trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Umberto Cherubini
- Saul A. Teukolsky
- Adelchi Azzalini
- K. Fergusson
- Marc Yor
- Elisa Luciano
- Samuel Kotz
- Eckhard Platen
- Michele Tumminello
- Michel M. Dacorogna
Who trusts William T. Shaw overall
- Ahmed Z. Afify
- Gokarna R. Aryal
- Haitham M. Yousof
- Zubair Ahmad
- Samir K. Ashour
- G. Hamedani
- M. Rahman
- Marcelo Bourguignon
- Faton Merovci
- Indranil K. Ghosh
Papers from William T. Shaw's perspective
Ordered by how strongly the researchers William T. Shaw trusts endorse each paper. Same corpus, a different order for every researcher.
- Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution
- The Skew‐normal Distribution and Related Multivariate Families *
- Numerical recipes in C
- Multivariate T-Distributions and Their Applications
- Exponential Functionals of Brownian Motion and Related Processes
- An Introduc-tion to High-Frequency Finance
- A tool for filtering information in complex systems. (Proceedings of the National Academy of Sciences of the United States of America)
- A minimum spanning tree algorithm with inverse-Ackermann type complexity (JACM)
- Dynamic asset trees and Black Monday
- Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series
Their papers
- The alchemy of probability distributions: beyond Gram-Charlier expansions, and a skew-kurtotic-normal distribution from a rank transmutation map (2009) — 512 citations
- Correlation structure and dynamics in volatile markets (2010) — 144 citations
- Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls (2008) — 47 citations
- Sampling Student’s T distribution – use of the inverse cumulative distribution function (2006) — 62 citations