Jan Bergenthum

2007

A researcher in the Science corpus: 1 paper; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Jan Bergenthum trusts overall

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

  1. N. H. Bingham

Papers from Jan Bergenthum's perspective

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

  1. A semi-parametric approach to risk management
  2. Comparison Methods for Stochastic Models and Risks (Technometrics)
  3. The Variance Gamma (V.G.) Model for Share Market Returns
  4. Application of Generalized Hyperbolic Lévy Motions to Finance
  5. Value at risk using hyperbolic distributions
  6. Random number generation and Quasi-Monte Carlo methods
  7. Semi-parametric modelling in finance: theoretical foundations
  8. An Introduction to Copulas
  9. A Statistic for Testing the Null Hypothesis of Elliptical Symmetry
  10. Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach

Their papers