Wolfgang Breymann

Economics and Econometrics · 2003–2009

A researcher in the Science corpus: 2 papers; trusts 12 researchers and is trusted by 31 researchers here, as inferred from the citation graph.

Subfields

Whom Wolfgang Breymann trusts overall

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

  1. Jem N. Corcoran
  2. Arthur P. Dempster
  3. Alexander J. McNeil
  4. Paul Embrechts
  5. Ramazan Gencay
  6. Filip Lindskog
  7. Ole E. Barndorff-Nielsen
  8. Nan M. Laird
  9. F. Selçuk
  10. Donald B. Rubin

Who trusts Wolfgang Breymann overall

  1. Kjersti Aas
  2. Juan Carlos Reboredo
  3. Alexandra Dias
  4. Eike C. Brechmann
  5. Xiaohong Chen
  6. Daniel Berg
  7. Christian Genest
  8. Artem Prokhorov
  9. Claudia Czado
  10. Andrew J. Patton

Papers from Wolfgang Breymann's perspective

Ordered by how strongly the researchers Wolfgang Breymann 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. Modelling Extremal Events for Insurance and Finance
  3. Differentiating intraday seasonalities through wavelet multi-scaling
  4. An Introduction to Copulas
  5. Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paper
  6. KENDALL'S TAU FOR ELLIPTICAL DISTRIBUTIONS ∗
  7. Generalized autoregressive conditional heteroskedasticity
  8. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  10. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH

Their papers