Jakob Stober

Finance · 2016

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Jakob Stober trusts overall

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

  1. Tim Bedford
  2. Claudia Czado

Papers from Jakob Stober's perspective

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

  1. Pair-copula constructions of multiple dependence
  2. Vines: A new graphical model for dependent random variables
  3. Fonctions de repartition a n dimensions et leurs marges
  4. Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines (Annals of Mathematics and Artificial Intelligence)
  5. Pair-Copula Constructions of Multivariate Copulas
  6. Measuring financial contagion:a copula approach
  7. Selecting and estimating regular vine copulae and application to financial returns (Computational Statistics & Data Analysis)
  8. Dynamic Co-Movements of Stock Market Returns, Implied Volatility and Policy Uncertainty
  9. An empirical comparison of continuous-time models of implied volatility indices
  10. Modeling and predicting the CBOE market volatility index

Their papers