Mervyn J. Silvapulle

Finance · 2001–2007

A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

• Finance — 8 citations into it; #3,561 of 10,518 by trust here, #4,165 by citations
• Statistics and Probability — 7 citations into it; #3,940 of 12,932 by trust here, #3,102 by citations
• Economics and Econometrics — 5 citations into it

Whom Mervyn J. Silvapulle trusts overall

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

1. Harry Joe
2. Hideatsu Tsukahara
3. Christian Genest

Who trusts Mervyn J. Silvapulle overall

1. Christian Genest
2. Gerda Claeskens
3. Aleksey Min
4. Claudia Czado
5. A. Rosen
6. Daeyoung Kim
7. Johana Nešlehová
8. Ivan Kojadinovic

Papers from Mervyn J. Silvapulle's perspective

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

1. Asymptotic efficiency of the two-stage estimation method for copula-based models
2. Semiparametric estimation in copula models
3. Common Factors in Conditional Distributions for Bivariate Time Series
4. Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation
5. A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models
6. Quantitative Risk Management: Concepts, Techniques, and Tools
7. Copula methods in finance
8. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
9. Copulas: Tales and facts
10. Constraints on concordance measures in bivariate discrete data

Their papers

• An appraisal of some aspects of statistical inference under inequality constraints (2002) — 50 citations
• Comparison of semiparametric and parametric methods for estimating copulas (2007) — 364 citations
• Constrained Statistical Inference: Inequality, Order, and Shape Restrictions (2001) — 212 citations