J. E. Methni

Finance · 2014

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom J. E. Methni trusts overall

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

  1. Emanuel Parzen
  2. Laurent Gardes
  3. Richard A. Davis
  4. Stéphane Girard
  5. Paul Embrechts
  6. Abdelaati Daouia
  7. Dirk Tasche
  8. C. Anderson‐Cook
  9. Emiliano A. Valdez
  10. Zinoviy Landsman

Papers from J. E. Methni's perspective

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

  1. Expected shortfall and beyond
  2. Tail Conditional Expectations for Elliptical Distributions
  3. Tail Index Regression
  4. Value at Risk: The New Benchmark for Managing Financial Risk
  5. Extremes and Integrated Risk Management
  6. Quantitative Risk Management: Concepts, Techniques, and Tools
  7. Quantitative Risk Management: Concepts, Techniques, and Tools
  8. Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
  9. Estimating conditional tail expectation with actuarial applications in view
  10. Remarks on Some Nonparametric Estimates of a Density Function

Their papers