Joyjit Roy

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 12 citations into it
• Management Science and Operations Research — 9 citations into it
• Statistics and Probability — 8 citations into it
• Artificial Intelligence — 6 citations into it
• Mathematical Physics — 5 citations into it

Whom Joyjit Roy trusts overall

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

1. Sidney I. Resnick
2. Andreas E. Kyprianou

Papers from Joyjit Roy's perspective

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

1. Characterizations and Examples of Hidden Regular Variation
2. Hidden regular variation and the rank transform (Advances in Applied Probability)
3. Extreme value theory : an introduction
4. A conditional approach for multivariate extreme values (with discussion)
5. Extremal behavior of regularly varying stochastic processes
6. Introductory Lectures on Fluctuations of Lévy Processes with Applications
7. REGULAR VARIATION FOR MEASURES ON METRIC SPACES
8. Heavy-Tail Phenomena: Probabilistic and Statistical Modeling
9. Detecting a conditional extreme value model
10. Review: P. Billingsley, Convergence of probability measures

Their papers

• Regularly Varying Measures on Metric Spaces: Hidden Regular Variation and Hidden Jumps (2013) — 119 citations