Dominique Guégan

Economics and Econometrics · 2005–2020

A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 17 citations into it; #8,701 of 23,481 by trust here, #20,008 by citations
• Finance — 13 citations into it; #4,023 of 10,518 by trust here, #8,598 by citations
• Information Systems — 11 citations into it
• Management Science and Operations Research — 6 citations into it
• Statistics and Probability — 5 citations into it

Whom Dominique Guégan trusts overall

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

1. Hirotugu Akaike
2. Andrew Urquhart
3. Wolfgang Breymann
4. Hong-Bin Fang
5. Janet E. Heffernan
6. Paul Embrechts

Who trusts Dominique Guégan overall

1. Bing-Yue Liu
2. Riadh Aloui
3. Kun-xia Yu

Papers from Dominique Guégan's perspective

Ordered by how strongly the researchers Dominique Guégan 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. A Directory of Coefficients of Tail Dependence
3. Dependence structures for multivariate high-frequency data in finance
4. A new look at the statistical model identification
5. The Meta-elliptical Distributions with Given Marginals
6. Testing the Gaussian copula hypothesis for financial assets dependences
7. Multivariate Survival Modelling: A Unified Approach with Copulas
8. Generalized autoregressive conditional heteroskedasticity
9. Modelling Extremal Events for Insurance and Finance
10. The inefficiency of Bitcoin

Their papers

• Empirical estimation of tail dependence using copulas: application to Asian markets (2005) — 88 citations
• Does investor sentiment on social media provide robust information for Bitcoin returns predictability? (2020) — 110 citations