Johana Nešlehová

Finance · 2004–2014

A researcher in the Science corpus: 12 papers; trusts 41 researchers and is trusted by 47 researchers here, as inferred from the citation graph.

Subfields

• Finance — 61 citations into it; #706 of 10,518 by trust here, #1,351 by citations
• Statistics and Probability — 56 citations into it; #2,096 of 12,932 by trust here, #4,132 by citations
• Management Science and Operations Research — 42 citations into it; #812 of 11,946 by trust here, #1,384 by citations
• Economics and Econometrics — 17 citations into it; #7,966 of 23,481 by trust here, #11,156 by citations
• Artificial Intelligence — 13 citations into it; #5,842 of 35,345 by trust here, #11,624 by citations
• Demography — 11 citations into it
• Global and Planetary Change — 8 citations into it

Whom Johana Nešlehová trusts overall

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

1. Paul Embrechts
2. Christian Genest
3. Michel Denuit
4. C. Anderson‐Cook
5. Roger B. Nelsen
6. Alexander J. McNeil
7. Philippe Lambert
8. Jem N. Corcoran
9. Bruno R'emillard
10. Manuel Úbeda-Flores

Who trusts Johana Nešlehová overall

1. Aristidis K. Nikoloulopoulos
2. Dimitris Karlis
3. Friedrich Schmid
4. Christian Genest
5. Fabrizio Durante
6. Edward Furman
7. Toshinao Yoshiba
8. Raphaël Huser
9. Sandra Gaißer
10. Rafael Schmidt

Papers from Johana Nešlehová's perspective

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

1. Fonctions de repartition a n dimensions et leurs marges
2. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
3. Modelling Extremal Events for Insurance and Finance
4. Asymptotic efficiency of the two-stage estimation method for copula-based models
5. An Introduction to Copulas
6. An Introduction to Copulas
7. Constraints on concordance measures in bivariate discrete data
8. Correlation and dependence
9. Worst VaR scenarios
10. Monographs on statistics and applied probability

Their papers

• A Primer on Copulas for Count Data (2007) — 484 citations
• Quantitative models for operational risk: Extremes, dependence and aggregation (2006) — 274 citations
• Modeling and Generating Dependent Risk Processes for IRM and DFA (2004) — 57 citations
• On rank correlation measures for non-continuous random variables (2007) — 147 citations
• Dependence modeling with copulas (2007) — 1,199 citations
• On the Ghoudi, Khoudraji, and Rivest test for extreme‐value dependence (2009) — 51 citations
• Stein's Lemma for elliptical random vectors (2008) — 78 citations
• Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness (2009) — 93 citations
• On tests of radial symmetry for bivariate copulas (2014) — 48 citations
• Spearman's footrule and Gini's gamma: a review with complements (2010) — 61 citations
• ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS (2011) — 116 citations
• Inference in multivariate Archimedean copula models (2011) — 76 citations