Reto R. Gallati

2003

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

Whom Reto R. Gallati trusts overall

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

  1. Roger B. Nelsen
  2. Philippe Jorion

Who trusts Reto R. Gallati overall

  1. Keith Kuester
  2. Stefan Mittnik
  3. Marc S. Paolella

Papers from Reto R. Gallati's perspective

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

  1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  2. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  3. Generalized autoregressive conditional heteroskedasticity
  4. MODELING AND FORECASTING REALIZED VOLATILITY
  5. Worst VaR scenarios
  6. Fonctions de repartition a n dimensions et leurs marges
  7. Value at Risk: The New Benchmark for Managing Financial Risk
  8. Semiparametric ARCH models
  9. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  10. A comparative analysis of current credit risk models

Their papers