Yannan Sun
Finance · 2009
A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Finance — 11 citations into it; #6,878 of 10,518 by trust here, #9,725 by citations
Whom Yannan Sun trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Yannan Sun overall
Papers from Yannan Sun's perspective
Ordered by how strongly the researchers Yannan Sun trusts endorse each paper. Same corpus, a different order for every researcher.
- Fonctions de repartition a n dimensions et leurs marges
- Regular variation of GARCH processes
- Heavy-Tail Phenomena: Probabilistic and Statistical Modeling
- Tail Dependence Comparison of Survival Marshall–Olkin Copulas
- Extreme value properties of multivariate t copulas
- Tail dependence functions and vine copulas (Journal of Multivariate Analysis)
- A characterization of multivariate regular variation
- Multivariate extremes, aggregation and dependence in elliptical distributions (Advances in Applied Probability)
- Extreme Values in Finance, Telecommunications, and the Environment
- On the extremal dependence coefficient of multivariate distributions
Their papers
- Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (2009) — 48 citations