Bojan Basrak

Finance · 2000–2010

A researcher in the Science corpus: 5 papers; trusts 9 researchers and is trusted by 25 researchers here, as inferred from the citation graph.

Subfields

• Finance — 11 citations into it; #1,350 of 10,518 by trust here, #1,721 by citations
• Economics and Econometrics — 7 citations into it; #9,079 of 23,481 by trust here, #16,755 by citations
• Management Science and Operations Research — 7 citations into it; #2,022 of 11,946 by trust here, #2,310 by citations
• Statistics and Probability — 7 citations into it; #5,452 of 12,932 by trust here, #7,508 by citations

Whom Bojan Basrak trusts overall

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

1. Richard A. Davis
2. Thomas Mikosch
3. Marta Tyran-Kamińska
4. Christian M. Hafner
5. Sean P. Meyn
6. Jem N. Corcoran
7. Sidney I. Resnick
8. Peter J. Brockwell
9. Eric R. Ziegel
10. C. Starica

Who trusts Bojan Basrak overall

1. Thomas Mikosch
2. Henrik Hult
3. Richard A. Davis
4. Zenghu Li
5. Sidney I. Resnick
6. S. Rao
7. Chunhua Ma
8. S. Ling
9. A. Lindner
10. Dimitrios G. Konstantinides

Papers from Bojan Basrak's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Mixing: Properties and Examples
3. Regular variation of GARCH processes
4. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
5. The sample autocorrelation function of non-linear time series
6. Probabilistic Properties of Stochastic Volatility Models
7. Regularly varying multivariate time series
8. The extremogram: a correlogram for extreme events
9. A characterization of multivariate regular variation
10. Modelling Extremal Events for Insurance and Finance

Their papers

• Regularly varying multivariate time series (2007) — 233 citations
• Regular variation of GARCH processes (2002) — 373 citations
• A functional limit theorem for dependent sequences with infinite variance stable limits (2010) — 83 citations
• A characterization of multivariate regular variation (2002) — 192 citations
• The sample autocorrelation function of non-linear time series (2000) — 52 citations