Markus Junker

Finance · 2003–2006

A researcher in the Science corpus: 4 papers; trusts 20 researchers and is trusted by 37 researchers here, as inferred from the citation graph.

Subfields

Whom Markus Junker trusts overall

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

  1. Qiang Dai
  2. Paul Embrechts
  3. Gabriel Frahm
  4. Filip Lindskog
  5. Andrew J. Patton
  6. Jem N. Corcoran
  7. Alexander J. McNeil
  8. Xiaohong Chen
  9. Roger B. Nelsen
  10. Christian Genest

Who trusts Markus Junker overall

  1. Xiaohong Chen
  2. Jean-David Fermanian
  3. Chandra R. Bhat
  4. Yanqin Fan
  5. Friedrich Schmid
  6. Claudia Czado
  7. M. Janga Reddy
  8. H. Manner
  9. Poulomi Ganguli
  10. F. Serinaldi

Papers from Markus Junker's perspective

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

  1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  2. Fonctions de repartition a n dimensions et leurs marges
  3. An Introduction to Copulas
  4. Modelling Extremal Events for Insurance and Finance
  5. Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
  6. Elliptical copulas: applicability and limitations
  7. Simple Tests for Models of Dependence between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates
  8. Copula convergence theorems for tail events
  9. A Statistic for Testing the Null Hypothesis of Elliptical Symmetry
  10. Chapter 8 – Modelling Dependence with Copulas and Applications to Risk Management

Their papers