Hendrik Supper

Finance · 2013

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

Subfields

Whom Hendrik Supper trusts overall

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

  1. G. Karolyi

Who trusts Hendrik Supper overall

  1. Kjersti Aas

Papers from Hendrik Supper's perspective

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

  1. Understanding Commonality in Liquidity Around the World
  2. Pair-copula constructions of multiple dependence
  3. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  4. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
  5. Individual Equity Return Data from Thomson Datastream: Handle with Care!
  6. Generalized autoregressive conditional heteroskedasticity
  7. Market liquidity and funding liquidity
  8. Pricing the commonality across alternative measures of liquidity
  9. The t Copula and Related Copulas
  10. Vines: A new graphical model for dependent random variables

Their papers