Nora Muler

Finance · 2002–2014

A researcher in the Science corpus: 7 papers; trusts 14 researchers and is trusted by 25 researchers here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it; #1,136 of 10,518 by trust here, #2,951 by citations
• Demography — 11 citations into it; #340 of 4,236 by trust here, #1,259 by citations
• Management Science and Operations Research — 8 citations into it; #1,596 of 11,946 by trust here, #3,977 by citations
• Statistics and Probability — 8 citations into it; #8,266 of 12,932 by trust here, #8,740 by citations
• Economics and Econometrics — 5 citations into it; #5,756 of 23,481 by trust here, #15,581 by citations

Whom Nora Muler trusts overall

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

1. James Davidson
2. Tim Bollerslev
3. Robert F. Engle
4. Peter Hall
5. Qiwei Yao
6. Liang Peng
7. Elvezio Ronchetti
8. Hanspeter Schmidli
9. Victor J. Yohai
10. Pablo Azcue

Who trusts Nora Muler overall

1. Amélie Charles
2. Vlad Ardelean
3. Jón Dańıelsson
4. Andrew S. Harvey
5. Hansjörg Albrecher *
6. Olivier Darné
7. Florin Avram
8. Kris Boudt
9. Chuancun Yin
10. Stefan Thonhauser

Papers from Nora Muler's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Least absolute deviations estimation for ARCH and GARCH models
3. Inference in ARCH and GARCH models with heavy-tailed errors
4. STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (Econometric Theory)
5. The Influence Curve and Its Role in Robust Estimation
6. Stochastic Limit Theory: An Introduction for Econometricians
7. Optimal investment for insurers
8. On robust estimation of the location parameter
9. Robust inference with GMM estimators
10. User’s guide to viscosity solutions of second order partial differential equations

Their papers

• OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL (2005) — 263 citations
• Robust estimates for arch processes (2002) — 50 citations
• Robust estimates for GARCH models (2008) — 136 citations
• Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints (2009) — 59 citations
• Robust Estimation for ARMA models (2009) — 92 citations
• Stochastic Optimization in Insurance (2014) — 47 citations
• Optimal investment policy and dividend payment strategy in an insurance company (2010) — 54 citations