Jadran Dobric

Finance · 2005

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Jadran Dobric trusts overall

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

  1. Paul Embrechts
  2. Yannick Malevergne
  3. Umberto Cherubini
  4. Alexander J. McNeil
  5. Roger B. Nelsen
  6. Jean-David Fermanian
  7. Markus Junker
  8. D. Straumann
  9. Didier Sornette
  10. Wolfgang Breymann

Who trusts Jadran Dobric overall

  1. Daniel Berg
  2. Rafael Schmidt
  3. C. Savu
  4. Emmanouil N. Karimalis
  5. Friedrich Schmid
  6. Mark Trede
  7. Ulrich Stadtmüller
  8. Nikos Nomikos
  9. Eric Bouyé
  10. Bruno R'emillard

Papers from Jadran Dobric's perspective

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

  1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  2. An Introduction to Copulas
  3. Copula Methods in Finance: Cherubini/Copula
  4. Testing the Gaussian copula hypothesis for financial assets dependences
  5. Dependence structures for multivariate high-frequency data in finance
  6. Measurement of Aggregate Risk with Copulas
  7. Correlation and dependence
  8. Copula methods in finance
  9. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  10. Fonctions de repartition a n dimensions et leurs marges

Their papers