Marc Chesney

Economics and Econometrics · 2009–2012

A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Marc Chesney trusts overall

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

  1. Jay Breidt
  2. Ramazan Gencay
  3. Turan G. Bali
  4. F. Selçuk
  5. Marliese Uhrig-Homburg
  6. William S. Cleveland

Who trusts Marc Chesney overall

  1. Hongzhong Zhang
  2. Jan Baldeaux
  3. B. Hintermann

Papers from Marc Chesney's perspective

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

  1. Robust Locally Weighted Regression and Smoothing Scatterplots
  2. Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
  3. Dynamic behavior of CO2 spot prices
  4. The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR
  5. Extreme value theory and Value-at-Risk: Relative performance in emerging markets
  6. Nonlinear Time Series: Nonparametric and Parametric Methods
  7. The price of terror: The effects of terrorism on stock market returns and volatility
  8. Value-at-Risk Prediction: A Comparison of Alternative Strategies
  9. Generalized autoregressive conditional heteroskedasticity
  10. Statistical Inference Using Extreme Order Statistics

Their papers