M. Brunner
Finance · 2019
A researcher in the Science corpus: 1 paper; trusts 27 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 21 citations into it
- Global and Planetary Change — 20 citations into it
- Economics and Econometrics — 10 citations into it
- Environmental Engineering — 8 citations into it
- Statistics and Probability — 8 citations into it
Whom M. Brunner trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- G. Salvadori
- András Bárdossy
- Christian Genest
- Fabrizio Durante
- Anne-Catherine Favre
- A. C. Davison
- Carlo De Michele
- Johan Segers
- Harry Joe
- Benedikt Gräler
Papers from M. Brunner's perspective
Ordered by how strongly the researchers M. Brunner trusts endorse each paper. Same corpus, a different order for every researcher.
- Multivariate hydrological frequency analysis using copulas
- Frequency analysis via copulas: Theoretical aspects and applications to hydrological events
- Fonctions de repartition a n dimensions et leurs marges
- Importance of Tail Dependence in Bivariate Frequency Analysis
- Extremes in Nature
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Extreme value theory : an introduction
- Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask
- Extremes in Nature : an approach using Copulas
- Testing the Gaussian copula hypothesis for financial assets dependences
Their papers
- Modeling the spatial dependence of floods using the Fisher copula (2019) — 66 citations