M. Bhatti

Economics and Econometrics · with Nguyen · 2012

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 25 citations into it; #10,147 of 23,481 by trust here, #10,386 by citations
• Finance — 19 citations into it; #4,970 of 10,518 by trust here, #4,165 by citations
• Statistics and Probability — 6 citations into it

Whom M. Bhatti trusts overall

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

1. Jean-David Fermanian
2. Andrew J. Patton
3. Lingfang Hu
4. H. Manner
5. Christian Genest

Who trusts M. Bhatti overall

1. Simplice A. Asongu
2. Dirk G. Baur
3. D. Broadstock

Papers from M. Bhatti's perspective

Ordered by how strongly the researchers M. Bhatti 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. An Introduction to Copulas
3. On Default Correlation: A Copula Function Approach
4. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
5. Extreme Correlation of International Equity Markets
6. Testing the Gaussian copula hypothesis for financial assets dependences
7. Measurement of Aggregate Risk with Copulas
8. Fonctions de repartition a n dimensions et leurs marges
9. Simple Tests for Models of Dependence between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates
10. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a

Their papers

• Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam (2012) — 186 citations
• Diversification evidence from international equity markets using extreme values and stochastic copulas (2012) — 87 citations