Eric Bouyé

Economics and Econometrics · 2000–2009

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 13 citations into it; #7,219 of 23,481 by trust here, #16,151 by citations
• Finance — 12 citations into it; #2,694 of 10,518 by trust here, #2,249 by citations
• Statistics and Probability — 11 citations into it
• Management Science and Operations Research — 6 citations into it; #10,942 of 11,946 by trust here, #8,469 by citations

Whom Eric Bouyé trusts overall

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

1. Andrew J. Patton
2. Stephen Portnoy
3. Samuel Kotz
4. David X. Li
5. Dirk Tasche
6. Jadran Dobric
7. Peter X.-K. Song
8. Xiaohong Chen

Who trusts Eric Bouyé overall

1. H. Manner
2. Andrew J. Patton
3. Tae-Hwy Lee
4. Juan Carlos Reboredo
5. Xiaohong Chen
6. Valentyn Panchenko
7. Jun Yan
8. H. P. Palaro
9. Salvatore Grimaldi
10. Rajib Maity

Papers from Eric Bouyé's perspective

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

1. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
2. Topics in Matrix Analysis
3. Correlation and dependence
4. Nonparametric estimation of the lower tail dependence λ L in bivariate copulas
5. Censored Regression Quantiles
6. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
7. Testing the Gaussian copula hypothesis for financial assets dependences
8. Extreme Correlation of International Equity Markets
9. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
10. Measurement of Aggregate Risk with Copulas

Their papers

• Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets (2009) — 144 citations
• Copulas: An Open Field for Risk Management (2001) — 60 citations
• Copulas for finance (2000) — 495 citations