Dimitris A. Georgoutsos

Economics and Econometrics · 2005

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 6 citations into it; #15,709 of 23,481 by trust here, #21,405 by citations

Whom Dimitris A. Georgoutsos trusts overall

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

1. Jem N. Corcoran

Who trusts Dimitris A. Georgoutsos overall

1. Pilar Abad

Papers from Dimitris A. Georgoutsos's perspective

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

1. Modelling Extremal Events for Insurance and Finance
2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
3. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
4. Generalized autoregressive conditional heteroskedasticity
5. Statistical Inference Using Extreme Order Statistics
6. Extreme Correlation of International Equity Markets
7. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
8. From value at risk to stress testing : The extreme value approach Franc ß ois
9. MODELING AND FORECASTING REALIZED VOLATILITY
10. Semiparametric ARCH models

Their papers

• Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance (2005) — 82 citations