Sebastian D. Marek

Finance · 2012–2014

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Sebastian D. Marek trusts overall

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

  1. Jean-David Fermanian
  2. Alessio Sancetta

Papers from Sebastian D. Marek's perspective

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

  1. Goodness-of-fit tests for copulas: A review and a power study
  2. CDO pricing with nested Archimedean copulas
  3. Copulas: A Personal View
  4. Nonparametric Estimation of Copulas for Time Series
  5. The Copula-GARCH model of conditional dependencies: An international stock market application
  6. The Advent of Copulas in Finance
  7. THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS (Econometric Theory)
  8. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  9. An Introduction to Copulas
  10. Extreme Correlation of International Equity Markets

Their papers