Mark Trede

Finance · 2008–2010

A researcher in the Science corpus: 2 papers; trusts 24 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

• Finance — 23 citations into it; #2,090 of 10,518 by trust here, #5,165 by citations
• Economics and Econometrics — 8 citations into it
• Statistics and Probability — 8 citations into it; #4,284 of 12,932 by trust here, #8,279 by citations
• Management Science and Operations Research — 6 citations into it

Whom Mark Trede trusts overall

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

1. Umberto Cherubini
2. Alexander J. McNeil
3. Paul Embrechts
4. Jean-David Fermanian
5. Elisa Luciano
6. Harry Joe
7. Jadran Dobric
8. Weijing Wang
9. C. Savu
10. Christian Genest

Who trusts Mark Trede overall

1. Eike C. Brechmann
2. Daniel Berg
3. Jean-David Fermanian
4. Marius Hofert
5. Poulomi Ganguli
6. C. Savu
7. Christian Genest
8. Goeran Kauermann
9. Claudia Czado
10. M. Janga Reddy

Papers from Mark Trede's perspective

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

1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
2. The t Copula and Related Copulas
3. Testing the Gaussian copula hypothesis for financial assets dependences
4. Asymptotic efficiency of the two-stage estimation method for copula-based models
5. Sampling nested Archimedean copulas
6. Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
7. Goodness-of-fit tests for copulas
8. Copula Methods in Finance: Cherubini/Copula
9. Copula methods in finance
10. Pair-copula constructions of multiple dependence

Their papers

• Goodness-of-fit tests for parametric families of Archimedean copulas (2008) — 66 citations
• Hierarchies of Archimedean copulas (2010) — 175 citations