Erick Rengifo

2007

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Whom Erick Rengifo trusts overall

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

  1. S. Demarta
  2. Michel Denuit
  3. Xiaohong Chen
  4. Alexander J. McNeil
  5. Philippe Lambert

Who trusts Erick Rengifo overall

  1. Andrew J. Patton
  2. Richard A. Davis

Papers from Erick Rengifo's perspective

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

  1. The t Copula and Related Copulas
  2. Constraints on concordance measures in bivariate discrete data
  3. Simple Tests for Models of Dependence between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates
  4. Statistical Methods for Research Workers
  5. Modelling time series count data: an Autoregressive Conditional Poisson model
  6. Fonctions de repartition a n dimensions et leurs marges
  7. On Default Correlation: A Copula Function Approach
  8. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  9. Modelling Extremal Events for Insurance and Finance
  10. Generalized autoregressive conditional heteroskedasticity

Their papers