Danijel Krizmani'c

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Danijel Krizmani'c trusts overall

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

  1. Richard A. Davis
  2. Thomas Mikosch
  3. Marta Tyran-Kamińska
  4. Peter J. Brockwell
  5. Eric R. Ziegel
  6. Bojan Basrak

Papers from Danijel Krizmani'c's perspective

Ordered by how strongly the researchers Danijel Krizmani'c trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
  2. Regular variation of GARCH processes
  3. Probabilistic Properties of Stochastic Volatility Models
  4. Regularly varying multivariate time series
  5. The extremogram: a correlogram for extreme events
  6. Time Series: Theory and Methods
  7. Time Series: Theory and Methods (2nd ed.).
  8. Review: P. Billingsley, Convergence of probability measures
  9. A new maximal inequality and invariance principle for stationary sequences
  10. Heavy-Tail Phenomena: Probabilistic and Statistical Modeling

Their papers