Manfred Gilli

Economics and Econometrics · 2000–2010

A researcher in the Science corpus: 6 papers; trusts 15 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Manfred Gilli trusts overall

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

  1. Alexander J. McNeil
  2. John H. Holland
  3. Stuart Coles
  4. Francis X. Diebold
  5. Jón Dańıelsson
  6. Fred W. Glover
  7. Peter J. Rousseeuw
  8. R. Eberhart
  9. Dietmar Bauer
  10. Rüdiger Frey

Who trusts Manfred Gilli overall

  1. H. Byström
  2. Christian Biener
  3. Anurag Gupta
  4. Martin Eling
  5. Jan Hendrik Wirfs
  6. Bing Liang

Papers from Manfred Gilli's perspective

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

  1. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  2. Statistical Inference Using Extreme Order Statistics
  3. Value-at-Risk and Extreme Returns
  4. Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
  5. Portfolio Selection
  6. An Introduction to Statistical Modeling of Extreme Values
  7. Generalized autoregressive conditional heteroskedasticity
  8. Modelling Extremal Events for Insurance and Finance
  9. Tabu Search
  10. High volatility, thick tails and extreme value theory in value-at-risk estimation

Their papers