H. Manner

Finance · 2007–2018

A researcher in the Science corpus: 4 papers; trusts 30 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom H. Manner trusts overall

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

  1. Xiaohong Chen
  2. Paul Embrechts
  3. P. Giot
  4. Yanqin Fan
  5. Andrew J. Patton
  6. Eric Bouyé
  7. Roman Liesenfeld
  8. Alexander J. McNeil
  9. M. S. Smith
  10. Christian Genest

Who trusts H. Manner overall

  1. Riadh Aloui
  2. Jeffrey F. Dißmann
  3. Andrew J. Patton
  4. Eike C. Brechmann
  5. Rangan Gupta
  6. Claudia Czado
  7. Heni Boubaker
  8. Stephen M. Miller
  9. Kjersti Aas
  10. Cuong C. Nguyen

Papers from H. Manner's perspective

Ordered by how strongly the researchers H. Manner 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. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  3. The t Copula and Related Copulas
  4. An Introduction to Copulas
  5. Measurement of Aggregate Risk with Copulas
  6. Risk Management: Value at Risk and Beyond
  7. Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
  8. Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets
  9. Estimation of Copula-Based Semiparametric Time Series Models
  10. Extreme Correlation of International Equity Markets

Their papers