Nikolai Kolev

Finance · 2006–2009

A researcher in the Science corpus: 2 papers; trusts 15 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 39 citations into it; #5,274 of 10,518 by trust here, #7,575 by citations
• Management Science and Operations Research — 25 citations into it; #5,551 of 11,946 by trust here, #10,392 by citations
• Statistics and Probability — 24 citations into it
• Economics and Econometrics — 23 citations into it

Whom Nikolai Kolev trusts overall

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

1. Jean-David Fermanian
2. Paul Embrechts
3. Roger B. Nelsen
4. Robert F. Engle
5. David X. Li
6. Shaun S. Wang
7. Thierry Ané
8. Christian Genest
9. Eric Bouyé
10. R. Tyrrell Rockafellar

Who trusts Nikolai Kolev overall

1. András Bárdossy
2. Frank Xing
3. G. Pegram
4. Erik Cambria
5. Roy E. Welsch
6. Fabrizio Durante
7. Edward W. Frees

Papers from Nikolai Kolev's perspective

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

1. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
2. An Introduction to Copulas
3. Modelling Extremal Events for Insurance and Finance
4. On Default Correlation: A Copula Function Approach
5. Best-possible bounds on sets of bivariate distribution functions
6. Risk Management: Value at Risk and Beyond
7. Dependence Structure and Risk Measure
8. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
9. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
10. Fonctions de repartition a n dimensions et leurs marges

Their papers

• Copulas: A Review and Recent Developments (2006) — 114 citations
• Copula-based regression models: A survey (2009) — 79 citations