Jonathan B. Hill

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 22 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 15 citations into it; #6,621 of 10,518 by trust here, #9,371 by citations
• Economics and Econometrics — 8 citations into it; #14,363 of 23,481 by trust here, #21,405 by citations
• Statistics and Probability — 6 citations into it

Whom Jonathan B. Hill trusts overall

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

1. M. Carrasco
2. Wei Biao Wu
3. Jón Dańıelsson
4. James Davidson
5. Xiaohong Chen
6. Laurens de Haan
7. Bojan Basrak
8. Jem N. Corcoran
9. Holger Rootz'en
10. Svetlozar T. Rachev

Who trusts Jonathan B. Hill overall

1. M. Nieto
2. Sébastien Fries
3. Aki Vehtari

Papers from Jonathan B. Hill's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. An Introduction to Probability Theory and Its Applications
3. MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
4. Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
5. Independent and stationary sequences of random variables
6. Regular variation of GARCH processes
7. Modelling Extremal Events for Insurance and Finance
8. A characterization of multivariate regular variation
9. Martingale Limit Theory and Its Application
10. On maximum likelihood estimation of the extreme value index

Their papers

• ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (2010) — 102 citations