Gunky Kim
Finance · 2007
A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Finance — 8 citations into it; #3,562 of 10,518 by trust here, #4,165 by citations
- Economics and Econometrics — 5 citations into it
Whom Gunky Kim trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Harry Joe
- Hideatsu Tsukahara
- Christian Genest
- Andrew J. Patton
- Jean‐François Quessy
- Luc Bauwens
- Bruno R'emillard
Who trusts Gunky Kim overall
- Christian Genest
- Aleksey Min
- Claudia Czado
- Daeyoung Kim
- Johana Nešlehová
- Ivan Kojadinovic
- Anne-Catherine Favre
- Jong‐Min Kim
- Ingrid Hobæk Haff
- Jun Yan
Papers from Gunky Kim's perspective
Ordered by how strongly the researchers Gunky Kim trusts endorse each paper. Same corpus, a different order for every researcher.
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Semiparametric estimation in copula models
- Common Factors in Conditional Distributions for Bivariate Time Series
- Copula methods in finance
- Quantitative Risk Management: Concepts, Techniques, and Tools
- Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation
- A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Copulas: Tales and facts
- Constraints on concordance measures in bivariate discrete data
Their papers
- Comparison of semiparametric and parametric methods for estimating copulas (2007) — 364 citations