F. Longin

Economics and Econometrics · 2000–2005

A researcher in the Science corpus: 4 papers; trusts 6 researchers and is trusted by 128 researchers here, as inferred from the citation graph.

Subfields

Whom F. Longin trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Bruno Solnik
  4. Eugene F. Fama
  5. Alexander J. McNeil
  6. Jem N. Corcoran
  7. Ronald Huisman
  8. Jón Dańıelsson
  9. Ole E. Barndorff-Nielsen
  10. Torben G. Andersen

Who trusts F. Longin overall

  1. Marco Rocco
  2. Andrew J. Patton
  3. Kevin Dowd
  4. Eric Jondeau
  5. Carol Alexander
  6. Tae-Hwy Lee
  7. Michael Rockinger
  8. Yongmiao Hong
  9. Annastiina Silvennoinen
  10. M. Nieto

Papers from F. Longin's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  3. The Pricing of Options and Corporate Liabilities
  4. The Behavior of Stock-Market Prices
  5. Portfolio Selection
  6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  7. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
  8. Statistical Inference Using Extreme Order Statistics
  9. From value at risk to stress testing : The extreme value approach Franc ß ois
  10. Extreme Correlation of International Equity Markets

Their papers