Angelos Dassios
Statistics and Probability · 2008–2013
A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 13 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 10 citations into it; #3,708 of 12,932 by trust here, #5,857 by citations
- Applied Mathematics — 6 citations into it; #5,312 of 7,620 by trust here, #7,035 by citations
- Finance — 5 citations into it; #2,838 of 10,518 by trust here, #5,523 by citations
Whom Angelos Dassios trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jesper Møller
- Andrey Feuerverger
- Ivy Liu
- Jakob Gulddahl Rasmussen
- Yacine Aït-Sahalia
- G'abor J. Sz'ekely
- Eymen Errais
- Paul Embrechts
Who trusts Angelos Dassios overall
- Mathias Drton
- Emmanuel Bacry
- Dennis Leung
- Thomas B. Berrett
- Christina Heinze-Deml
- Iacopo Mastromatteo
- Hongjian Shi
- Fang Han
- Jean-François Muzy
- Richard J. Samworth
Papers from Angelos Dassios's perspective
Ordered by how strongly the researchers Angelos Dassios trusts endorse each paper. Same corpus, a different order for every researcher.
- Approximate Simulation of Hawkes Processes
- Affine Point Processes and Portfolio Credit Risk (SIAM Journal on Financial Mathematics)
- Measuring and testing dependence by correlation of distances
- Measuring Statistical Dependence with Hilbert-Schmidt Norms
- A Consistent Test for Bivariate Dependence
- Equivalence of distance-based and RKHS-based statistics in hypothesis testing
- Modeling financial contagion using mutually exciting jump processes
- A non-parametric test of independence ∗
- Table of Integrals, Series, and Products
- Analysis of Ordinal Categorical Data, 2nd edn by Alan Agresti
Their papers
- A consistent test of independence based on a sign covariance related to Kendall's tau (2010) — 159 citations
- Exact simulation of Hawkes process with exponentially decaying intensity (2013) — 134 citations
- Parisian ruin with exponential claims (2008) — 77 citations