Terry A. Marsh

Finance · 2003

A researcher in the Science corpus: 1 paper; trusts 13 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Terry A. Marsh trusts overall

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

  1. Alexander J. McNeil
  2. M. Ivette Gomes
  3. Francis X. Diebold
  4. H. Drees
  5. Laurens de Haan
  6. Jón Dańıelsson
  7. Ronald Huisman
  8. Rüdiger Frey

Who trusts Terry A. Marsh overall

  1. Velayoudoum Marimoutou

Papers from Terry A. Marsh's perspective

Ordered by how strongly the researchers Terry A. Marsh 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. Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
  3. How to make a Hill Plot
  4. The Bootstrap Methodology in Statistics of Extremes—Choice of the Optimal Sample Fraction
  5. Tail-Index Estimates in Small Samples
  6. Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management
  7. Generalized autoregressive conditional heteroskedasticity
  8. An Introduction to Statistical Modeling of Extreme Values
  9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  10. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls

Their papers