Matt Calder

Economics and Econometrics · 2009

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

Subfields

• Economics and Econometrics — 5 citations into it; #17,671 of 23,481 by trust here, #19,308 by citations

Whom Matt Calder trusts overall

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

1. John P. Nolan

Who trusts Matt Calder overall

1. Christian Gouriéroux

Papers from Matt Calder's perspective

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

1. Modelling Extremal Events for Insurance and Finance
2. Maximum likelihood estimation and diagnostics for stable distributions
3. Self‐weighted least absolute deviation estimation for infinite variance autoregressive models
4. Time Series: Theory and Methods (2nd ed.).
5. Least absolute deviation estimation for all-pass time series models
6. A method for fitting stable autoregressive models using the autocovariation function
7. ON CONVERGENCE OF STOCHASTIC PROCESSES
8. Real Analysis and Probability: Measurability: Borel Isomorphism and Analytic Sets
9. A conditional approach for multivariate extreme values (with discussion)
10. The Empirical Characteristic Function and Its Applications

Their papers

• Maximum likelihood estimation for α-stable autoregressive processes (2009) — 86 citations