John P. Nolan

Finance · 1993–2020

A researcher in the Science corpus: 8 papers; trusts 39 researchers and is trusted by 28 researchers here, as inferred from the citation graph.

Subfields

Whom John P. Nolan trusts overall

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

  1. Jem N. Corcoran
  2. Nicholas John Higham
  3. Svetlozar T. Rachev
  4. Andrey Feuerverger
  5. Eugene F. Fama
  6. Stefan Mittnik
  7. Muneya Matsui
  8. Alec Stephenson
  9. Piotr Indyk
  10. M. Powell

Who trusts John P. Nolan overall

  1. Muneya Matsui
  2. Alin M. Achim
  3. Mark M. Meerschaert
  4. Akimichi Takemura
  5. F. Rubio
  6. Szymon Borak
  7. B. Andrews
  8. Mamikon A. Gulian
  9. Yu Nishiyama
  10. Panagiotis Tsakalides

Papers from John P. Nolan's perspective

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

  1. Modelling Extremal Events for Insurance and Finance
  2. Generalized autoregressive conditional heteroskedasticity
  3. Maximum likelihood estimation and diagnostics for stable distributions
  4. Stable Paretian Models in Finance
  5. The Empirical Characteristic Function and Its Applications
  6. Fractional Dispersion, Lévy Motion, and the MADE Tracer Tests
  7. An Introduction to Probability Theory and Its Applications
  8. Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives
  9. A conditional approach for multivariate extreme values (with discussion)
  10. The Sizes of Compact Subsets of Hilbert Space and Continuity of Gaussian Processes

Their papers