Y. Qiu

Finance · 2019

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Y. Qiu trusts overall

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

  1. Alexander J. McNeil
  2. Cibele N Behrens
  3. Rüdiger Frey
  4. Stuart Coles
  5. Eric P. Smith
  6. Hedibert Freitas Lopes
  7. Dani Gamerman
  8. Jem N. Corcoran
  9. Adrian W. Bowman
  10. Carl John Scarrott

Papers from Y. Qiu's perspective

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

  1. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  2. An Introduction to Statistical Modeling of Extreme Values
  3. An Introduction to Statistical Modeling of Extreme Values (Technometrics)
  4. Bayesian analysis of extreme events with threshold estimation
  5. Statistical Inference Using Extreme Order Statistics
  6. Monte Carlo Statistical Methods
  7. Modelling Extremal Events for Insurance and Finance
  8. Accounting for threshold uncertainty in extreme value estimation
  9. Inference from Iterative Simulation Using Multiple Sequences
  10. Anticipating catastrophes through extreme value modelling

Their papers