Jason Perry

Economics and Econometrics · 2005–2006

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Jason Perry trusts overall

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

  1. Francis X. Diebold
  2. Jón Dańıelsson

Who trusts Jason Perry overall

  1. E. Rodríguez
  2. Paul Embrechts
  3. J. Marín

Papers from Jason Perry's perspective

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

  1. Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
  2. Modelling Extremal Events for Insurance and Finance
  3. On the Choice of the Number of Class Intervals in the Application of the Chi Square Test
  4. Quantitative Risk Management: Concepts, Techniques, and Tools
  5. Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management
  6. Generalized autoregressive conditional heteroskedasticity
  7. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  8. MODELING AND FORECASTING REALIZED VOLATILITY
  9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  10. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls

Their papers