Krishanu Maulik
Finance · 2004–2006
A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 15 researchers here, as inferred from the citation graph.
Subfields
- Finance — 15 citations into it; #3,360 of 10,518 by trust here, #5,014 by citations
Whom Krishanu Maulik trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Krishanu Maulik overall
- Bikramjit Das
- Denis Denisov
- Sidney I. Resnick
- Enkelejd Hashorva
- Pierre Patie
- Janet E. Heffernan
- Qihe Tang
- Thomas Mikosch
- Bert Zwart
- V. Rivero
Papers from Krishanu Maulik's perspective
Ordered by how strongly the researchers Krishanu Maulik trusts endorse each paper. Same corpus, a different order for every researcher.
- Poissonian Exponential Functionals, q-Series, q-Integrals, and the Moment Problem for log-Normal Distributions
- Generalized autoregressive conditional heteroskedasticity
- Modelling Extremal Events for Insurance and Finance
- An Introduction to Probability Theory and Its Applications
- Nonparametric estimation of the spectral measure of an extreme value distribution
- Regular variation of GARCH processes
- Recurrent extensions of self-similar Markov processes and Cramér’s condition II
- Extreme value theory : an introduction
- Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
- Bivariate tail estimation: dependence in asymptotic independence
Their papers
- Characterizations and Examples of Hidden Regular Variation (2004) — 114 citations
- Tail asymptotics for exponential function-als of L evy processes (2006) — 133 citations