Christian C. P. Wolff

Finance · with Straetmans · 2003

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 17 citations into it; #8,696 of 10,518 by trust here, #9,027 by citations
• Economics and Econometrics — 16 citations into it; #18,891 of 23,481 by trust here, #20,730 by citations

Whom Christian C. P. Wolff trusts overall

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

1. Thomas Mikosch

Who trusts Christian C. P. Wolff overall

1. Olivier De Jonghe

Papers from Christian C. P. Wolff's perspective

Ordered by how strongly the researchers Christian C. P. Wolff trusts endorse each paper. Same corpus, a different order for every researcher.

1. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
2. Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications
3. Testing for Differences in the Tails of Stock-Market Returns
4. Rational contagion and the globalization of securities markets
5. Systemic Risk: A Survey (Social Science Research Network)
6. On crises, contagion, and confusion
7. Dependence structures for multivariate high-frequency data in finance
8. A New Approach to Measuring Financial Contagion
9. Multivariate extremes, aggregation and risk estimation
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Extreme US Stock Market Fluctuations in the Wake of 9/11 (2003) — 137 citations