Jacques Lévy Véhel

Finance · 2002–2011

A researcher in the Science corpus: 5 papers; trusts 3 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Jacques Lévy Véhel trusts overall

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

  1. Stilian A. Stoev
  2. Kenneth J. Falconer
  3. Murad S. Taqqu

Who trusts Jacques Lévy Véhel overall

  1. Tilmann Gneiting

Papers from Jacques Lévy Véhel's perspective

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

  1. Convergence of stochastic processes
  2. Review: P. Billingsley, Convergence of probability measures
  3. Stochastic properties of the linear multifractional stable motion (Advances in Applied Probability)
  4. The distribution of realized stock return volatility
  5. MULTIFRACTIONAL PROCESSES WITH RANDOM EXPONENT
  6. On convergence toward an extreme value distribution in C[0,1]
  7. The behavior of multivariate maxima of moving maxima processes
  8. Extreme Values in Finance, Telecommunications, and the Environment
  9. Extremal behavior of regularly varying stochastic processes
  10. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach

Their papers