M. S. Smith

Statistics and Probability · 2000–2015

A researcher in the Science corpus: 7 papers; trusts 15 researchers and is trusted by 34 researchers here, as inferred from the citation graph.

Subfields

Whom M. S. Smith trusts overall

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

  1. Tim Bedford
  2. Juan Carlos Meléndez Rodríguez
  3. Andrew J. Patton
  4. Kjersti Aas
  5. S. Demarta
  6. Claudia Czado
  7. Roger M. Cooke
  8. Pravin K. Trivedi
  9. Alexander J. McNeil
  10. Paul Embrechts

Who trusts M. S. Smith overall

  1. Claudia Czado
  2. Andrew J. Patton
  3. Eike C. Brechmann
  4. Clifford Lam
  5. Florian Huber
  6. Christopher C. Holmes
  7. Sylvia Frühwirth-Schnatter
  8. R. O’Hara
  9. Remy Cottet
  10. Anastasios Panagiotelis

Papers from M. S. Smith's perspective

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

  1. The t Copula and Related Copulas
  2. Pair-copula constructions of multiple dependence
  3. Vines: A new graphical model for dependent random variables
  4. Chapter 8 – Modelling Dependence with Copulas and Applications to Risk Management
  5. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
  6. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  7. Measuring financial contagion:a copula approach
  8. Generalized autoregressive conditional heteroskedasticity
  9. Econometric Analysis of Cross Section and Panel Data
  10. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation

Their papers