Marius Hofert

Finance · 2011–2016

A researcher in the Science corpus: 5 papers; trusts 20 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom Marius Hofert trusts overall

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

  1. Alexander J. McNeil
  2. David X. Li
  3. Paul Embrechts
  4. John C. Hull
  5. Philipp J. Schönbucher
  6. C. Savu
  7. V. Chavez‐Demoulin
  8. Ludger Rüschendorf
  9. Matthias Scherer
  10. Jem N. Corcoran

Who trusts Marius Hofert overall

  1. Andrew J. Patton
  2. Eike C. Brechmann
  3. Paul Embrechts
  4. Yanqin Fan
  5. Fabio Bellini
  6. Jérémie Bigot
  7. D. Diers

Papers from Marius Hofert's perspective

Ordered by how strongly the researchers Marius Hofert 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. Sampling nested Archimedean copulas
  3. Making and Evaluating Point Forecasts
  4. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  5. Risk Management: Value at Risk and Beyond
  6. On Default Correlation: A Copula Function Approach
  7. Modelling Extremal Events for Insurance and Finance
  8. An Introduction to Copulas
  9. Robustness and sensitivity analysis of risk measurement procedures
  10. The t Copula and Related Copulas

Their papers