Casper G. de Vries

Finance · 2000–2016

A researcher in the Science corpus: 10 papers; trusts 23 researchers and is trusted by 56 researchers here, as inferred from the citation graph.

Subfields

Whom Casper G. de Vries trusts overall

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

  1. F. Longin
  2. Alexander J. McNeil
  3. Paul Embrechts
  4. Tim Bollerslev
  5. Jón Dańıelsson
  6. W. Reed
  7. Laurens de Haan
  8. Philipp Hartmann
  9. Robert F. Engle
  10. Brendan O. Bradley

Who trusts Casper G. de Vries overall

  1. Chen Zhou
  2. Jan Beirlant
  3. Jón Dańıelsson
  4. Ana Babus
  5. Franklin Allen
  6. Manfred Gilli
  7. P. Giot
  8. Marco Rocco
  9. Paul Embrechts
  10. D. Oh

Papers from Casper G. de Vries's perspective

Ordered by how strongly the researchers Casper G. de Vries 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. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Extreme Correlation of International Equity Markets
  5. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  6. A Directory of Coefficients of Tail Dependence
  7. Tail Risk and Asset Prices
  8. The Pareto law of incomes—an explanation and an extension
  9. Contagion as a Wealth Effect
  10. No Contagion, Only Interdependence: Measuring Stock Market Comovements

Their papers