Radu V. Craiu
Finance · 2013
A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 8 citations into it
- Statistics and Probability — 7 citations into it
Whom Radu V. Craiu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Radu V. Craiu's perspective
Ordered by how strongly the researchers Radu V. Craiu trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized likelihood ratio statistics and Wilks phenomenon
- Nonparametric Inferences for Additive Models
- Generalised likelihood ratio tests for spectral density
- MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- The Copula-GARCH model of conditional dependencies: An international stock market application
- A Class of Statistics with Asymptotically Normal Distribution
- Measuring financial contagion:a copula approach
- Test of independence and randomness based on the empirical copula process
- Estimation of a Conditional Copula and Association Measures
Their papers
- Statistical testing of covariate effects in conditional copula models (2013) — 54 citations