Ariane Chapelle

Economics and Econometrics · 2005–2012

A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Ariane Chapelle trusts overall

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

  1. Mara Faccio
  2. Thorsten Rheinländer
  3. Marco Moscadelli
  4. Roger B. Nelsen
  5. Carol Alexander
  6. Larry H. P. Lang
  7. F. Longin
  8. Paul Embrechts
  9. Lingfang Hu
  10. Bruno Solnik

Who trusts Ariane Chapelle overall

  1. Marco Rocco
  2. Eike C. Brechmann

Papers from Ariane Chapelle's perspective

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

  1. Extreme Correlation of International Equity Markets
  2. Dynamic Conditional Correlation
  3. An Introduction to Copulas
  4. Risk Management: Value at Risk and Beyond
  5. A Rational Expectations Model of Financial Contagion
  6. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  7. Modeling, Measuring and Hedging Operational Risk
  8. QUANTIFYING REGULATORY CAPITAL FOR OPERATIONAL RISK
  9. Temi di discussione del Servizio Studi The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee
  10. Beyond Correlation: Extreme Co-movements Between Financial Assets

Their papers