Alessio Sancetta

Econometric Theory · 2004

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 11 researchers here, as inferred from the citation graph.

Whom Alessio Sancetta trusts overall

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

  1. Roger B. Nelsen
  2. Andrew J. Patton
  3. F. Longin
  4. Michael Rockinger

Who trusts Alessio Sancetta overall

  1. Andrew J. Patton
  2. Rustam Ibragimov
  3. Goeran Kauermann
  4. D. Diers
  5. J. Carnicero
  6. Friedrich Schmid
  7. Christian Schellhase
  8. Martin Eling
  9. María Concepción Ausín
  10. Rafael Schmidt

Papers from Alessio Sancetta's perspective

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

  1. Extreme Correlation of International Equity Markets
  2. Conditional Dependency of Financial Series: An Application of Copulas
  3. Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula
  4. An Introduction to Copulas
  5. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  6. A test for constant correlations in a multivariate GARCH model
  7. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  8. Statistical Inference Using Extreme Order Statistics
  9. Asymmetric Correlations of Equity Portfolios
  10. Worst VaR scenarios

Their papers