Joshua V. Rosenberg

2003

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Whom Joshua V. Rosenberg trusts overall

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

  1. Andrew J. Patton
  2. David X. Li
  3. Bernard Walter Silverman
  4. Jean-David Fermanian

Who trusts Joshua V. Rosenberg overall

  1. Andrew J. Patton
  2. Yanqin Fan
  3. Xiaohong Chen

Papers from Joshua V. Rosenberg's perspective

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

  1. Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula
  2. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  3. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  4. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  5. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  6. Mixing: Properties and Examples
  7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  8. Extreme Correlation of International Equity Markets
  9. Testing the Gaussian copula hypothesis for financial assets dependences
  10. Measurement of Aggregate Risk with Copulas

Their papers