Marco Rocco

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 42 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 50 citations into it; #5,594 of 10,518 by trust here, #10,352 by citations
• Economics and Econometrics — 41 citations into it; #12,090 of 23,481 by trust here, #23,209 by citations
• Management Science and Operations Research — 13 citations into it
• Statistics and Probability — 5 citations into it

Whom Marco Rocco trusts overall

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

1. F. Longin
2. Turan G. Bali
3. H. Byström
4. Jem N. Corcoran
5. John Cotter
6. Alexander J. McNeil
7. Alexandra Dias
8. K. F. Chan
9. V. Chavez‐Demoulin
10. Ser-Huang Poon

Who trusts Marco Rocco overall

1. M. Nieto
2. Esther Ruiz

Papers from Marco Rocco's perspective

Ordered by how strongly the researchers Marco Rocco 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. Generalized autoregressive conditional heteroskedasticity
3. Statistical Inference Using Extreme Order Statistics
4. Modelling Extremal Events for Insurance and Finance
5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
6. From value at risk to stress testing : The extreme value approach Franc ß ois
7. Extreme Correlation of International Equity Markets
8. The Behavior of Stock-Market Prices
9. An Introduction to Statistical Modeling of Extreme Values
10. Portfolio Selection

Their papers

• Extreme Value Theory for Finance: A Survey (2012) — 83 citations