Richard L. Smith

Finance · with Zhang · 2010

A researcher in the Science corpus: 1 paper; trusts 13 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Richard L. Smith trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Jem N. Corcoran
  4. R. Smith
  5. Nicole A. Lazar
  6. Alexander J. McNeil
  7. Laurens de Haan
  8. Martin Schlather
  9. Rüdiger Frey
  10. Ana Ferreira

Papers from Richard L. Smith's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  3. An Introduction to Statistical Modeling of Extreme Values
  4. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  5. Models for Stationary Max-Stable Random Fields
  6. Modelling Extremal Events for Insurance and Finance
  7. A conditional approach for multivariate extreme values (with discussion)
  8. Extreme value theory : an introduction
  9. Probability and Measure
  10. The behavior of multivariate maxima of moving maxima processes

Their papers