Chulmin Kang
2015
A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Chulmin Kang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Chulmin Kang's perspective
Ordered by how strongly the researchers Chulmin Kang trusts endorse each paper. Same corpus, a different order for every researcher.
- Modelling Extremal Events for Insurance and Finance
- Heavy-Tail Phenomena: Probabilistic and Statistical Modeling
- Financial economics: Fat-tailed distributions
- Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
- Systemic Risk Contributions (Journal of financial services research)
- Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress
- Empirical Likelihood
- Generalized autoregressive conditional heteroskedasticity
- Deciphering the Liquidity and Credit Crunch 2007-08
- A framework for assessing the systemic risk of major financial institutions
Their papers
- Stress scenario selection by empirical likelihood (2015) — 67 citations