Henrik Hult
Management Science and Operations Research · 2002–2012
A researcher in the Science corpus: 6 papers; trusts 11 researchers and is trusted by 31 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 13 citations into it; #4,477 of 11,946 by trust here, #4,430 by citations
- Finance — 11 citations into it; #1,380 of 10,518 by trust here, #1,924 by citations
- Economics and Econometrics — 7 citations into it
- Mathematical Physics — 5 citations into it
Whom Henrik Hult trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Bojan Basrak
- Sidney I. Resnick
- Thomas Mikosch
- Laurens de Haan
- Filip Lindskog
- Jem N. Corcoran
- Gennady Samorodnitsky
- Daryl J. Daley
- Dimitrios G. Konstantinides
- Thorsten Rheinländer
Who trusts Henrik Hult overall
- Filip Lindskog
- Janet E. Heffernan
- Dominik Kortschak
- Marten H. Wegkamp
- S. Demarta
- Fang Han
- Sidney I. Resnick
- Thomas Mikosch
- Alexander J. McNeil
- Richard A. Davis
Papers from Henrik Hult's perspective
Ordered by how strongly the researchers Henrik Hult trusts endorse each paper. Same corpus, a different order for every researcher.
- Regular variation of GARCH processes
- The sample autocorrelation function of non-linear time series
- Extremal behavior of regularly varying stochastic processes
- Modelling Extremal Events for Insurance and Finance
- Heavy-Tail Phenomena: Probabilistic and Statistical Modeling
- An Introduction to the Theory of Point Processes
- Risk Management: Value at Risk and Beyond
- The supremum of a negative drift random walk with dependent heavy-tailed steps
- Extreme values of ζ′(ρ)
- Modeling Dependence and Tails of Financial Time Series
Their papers
- Multivariate extremes, aggregation and dependence in elliptical distributions (2002) — 304 citations
- Extremal behavior of regularly varying stochastic processes (2005) — 115 citations
- Functional large deviations for multivariate regularly varying random walks (2005) — 109 citations
- Tail probabilities for infinite series of regularly varying random vectors (2007) — 61 citations
- Risk and Portfolio Analysis: Principles and Methods (2012) — 73 citations
- REGULAR VARIATION FOR MEASURES ON METRIC SPACES (2006) — 202 citations