Beatriz Vaz de Melo Mendes

Finance · 2004–2010

A researcher in the Science corpus: 3 papers; trusts 18 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Beatriz Vaz de Melo Mendes trusts overall

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

  1. Tim Bedford
  2. Daniel Berg
  3. Dean Fantazzini
  4. Roger B. Nelsen
  5. Jean-David Fermanian
  6. Roger M. Cooke
  7. Paul Embrechts
  8. Robert F. Engle
  9. David X. Li
  10. Andrew J. Patton

Who trusts Beatriz Vaz de Melo Mendes overall

  1. J. Shiau
  2. Eike C. Brechmann
  3. Claudia Czado
  4. Jeffrey F. Dißmann
  5. Nikolai Kolev

Papers from Beatriz Vaz de Melo Mendes's perspective

Ordered by how strongly the researchers Beatriz Vaz de Melo Mendes trusts endorse each paper. Same corpus, a different order for every researcher.

  1. On Default Correlation: A Copula Function Approach
  2. An Introduction to Copulas
  3. Vines: A new graphical model for dependent random variables
  4. Goodness-of-fit tests for copulas
  5. Modelling Extremal Events for Insurance and Finance
  6. Copula goodness-of-fit testing: an overview and power comparison
  7. Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines (Annals of Mathematics and Artificial Intelligence)
  8. Risk Management: Value at Risk and Beyond
  9. Best-possible bounds on sets of bivariate distribution functions
  10. Dependence Structure and Risk Measure

Their papers