Yannick Malevergne

Economics and Econometrics · 2001–2009

A researcher in the Science corpus: 4 papers; trusts 4 researchers and is trusted by 19 researchers here, as inferred from the citation graph.

Subfields

Whom Yannick Malevergne trusts overall

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

  1. Didier Sornette
  2. William A. Brock
  3. F. Longin
  4. Alexander J. McNeil
  5. Tim Bollerslev
  6. David X. Li
  7. Eugene F. Fama
  8. Turan G. Bali
  9. Jan Beran
  10. W. Dechert

Who trusts Yannick Malevergne overall

  1. Daniel Berg
  2. Andrew J. Patton
  3. Valentyn Panchenko
  4. Christian Genest
  5. Xiaohong Chen
  6. M. Brunner
  7. Didier Sornette
  8. Fabrizio Durante
  9. Wei‐Xing Zhou
  10. András Bárdossy

Papers from Yannick Malevergne's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  3. Portfolio Selection
  4. The Pricing of Options and Corporate Liabilities
  5. The Behavior of Stock-Market Prices
  6. From value at risk to stress testing : The extreme value approach Franc ß ois
  7. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
  8. A test for independence based on the correlation dimension
  9. Statistics for long-memory processes
  10. Extreme Financial Risks: From Dependence to Risk Management

Their papers