D. Diers

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom D. Diers trusts overall

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

  1. Jean-David Fermanian
  2. Alessio Sancetta
  3. Christian Genest
  4. Olivier Scaillet
  5. Stephen E. Satchell
  6. Paul Embrechts
  7. Eric Jondeau
  8. Marius Hofert

Papers from D. Diers's perspective

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

  1. Goodness-of-fit tests for copulas: A review and a power study
  2. Copulas: A Personal View
  3. CDO pricing with nested Archimedean copulas
  4. Nonparametric Estimation of Copulas for Time Series
  5. The Copula-GARCH model of conditional dependencies: An international stock market application
  6. The Advent of Copulas in Finance
  7. THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS (Econometric Theory)
  8. An Introduction to Copulas
  9. Extreme Correlation of International Equity Markets
  10. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls

Their papers