Georges Tsafack

Finance · 2011

A researcher in the Science corpus: 1 paper; trusts 18 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 21 citations into it; #4,862 of 10,518 by trust here, #6,419 by citations
• Economics and Econometrics — 18 citations into it; #10,531 of 23,481 by trust here, #15,581 by citations

Whom Georges Tsafack trusts overall

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

1. Juan Carlos Meléndez Rodríguez
2. Denis Pelletier
3. F. Longin
4. Eric Jondeau
5. Steven Heston
6. Lorenzo Cappiello
7. Philipp Hartmann
8. Robert F. Engle
9. Kjersti Aas
10. Michael Rockinger

Who trusts Georges Tsafack overall

1. Andrew J. Patton
2. Rand Kwong Yew Low

Papers from Georges Tsafack's perspective

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

1. Extreme Correlation of International Equity Markets
2. Asset Market Linkages in Crisis Periods (Review of Economics and Statistics)
3. Pair-copula constructions of multiple dependence
4. A Closed-Form GARCH Option Valuation Model
5. Measuring financial contagion:a copula approach
6. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
7. The Copula-GARCH model of conditional dependencies: An international stock market application
8. Regime Switching for Dynamic Correlations
9. Generalized autoregressive conditional heteroskedasticity
10. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation

Their papers

• Dependence structure and extreme comovements in international equity and bond markets (2011) — 228 citations