S. Tarrieu

Economics and Econometrics · 2004

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

Subfields

• Economics and Econometrics — 23 citations into it; #23,126 of 23,481 by trust here, #13,168 by citations
• Finance — 12 citations into it

Whom S. Tarrieu trusts

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

1. Eric Jondeau (in Finance)

Who trusts S. Tarrieu

1. Hervé le Bihan (in Economics and Econometrics)

Papers from S. Tarrieu's perspective

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

1. Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications
2. Semiparametric ARCH models
3. Information Theory and Statistical Mechanics
4. Statistical Inference Using Extreme Order Statistics
5. Asymmetric Correlations of Equity Portfolios
6. On the distribution of the largest eigenvalue in principal components analysis
7. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
8. Extreme Correlation of International Equity Markets
9. Testing for Differences in the Tails of Stock-Market Returns
10. Principal Component Analysis

Their papers

• Price Rigidity. Evidence from the French CPI Micro-Data (2004) — 176 citations