Umberto Cherubini
2000–2015
A researcher in the Science corpus: 6 papers; trusts 0 researchers and is trusted by 30 researchers here, as inferred from the citation graph.
Whom Umberto Cherubini trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Umberto Cherubini overall
- Andrew J. Patton
- Christian Genest
- C. Savu
- V. Fernandez
- Brendan K. Beare
- Yanqin Fan
- Fabrizio Durante
- Mark Trede
- Riadh Aloui
- Eike C. Brechmann
Papers from Umberto Cherubini's perspective
Ordered by how strongly the researchers Umberto Cherubini trusts endorse each paper. Same corpus, a different order for every researcher.
- An Introduction to Copulas
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- An Introduction to Copulas
- Worst VaR scenarios
- Fonctions de repartition a n dimensions et leurs marges
- Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula
- Probabilistic Metric Spaces
- Making and Evaluating Point Forecasts
- Robustness and sensitivity analysis of risk measurement procedures
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
Their papers
- Value-At-Risk Trade-Off and Capital Allocation with Copulas (2001) — 89 citations
- RiskMetrics Technical Document (2015) — 356 citations
- Copula Methods in Finance: Cherubini/Copula (2004) — 767 citations
- Copula methods in finance (2004) — 1,667 citations
- Bivariate option pricing with copulas (2002) — 129 citations
- Multivariate Option Pricing With Copulas (2000) — 60 citations