C. Schölzel
Finance · 2008
A researcher in the Science corpus: 1 paper; trusts 24 researchers and is trusted by 13 researchers here, as inferred from the citation graph.
Subfields
- Finance — 19 citations into it; #2,911 of 10,518 by trust here, #5,523 by citations
- Statistics and Probability — 10 citations into it
- Economics and Econometrics — 8 citations into it
- Global and Planetary Change — 8 citations into it; #1,660 of 10,225 by trust here, #6,266 by citations
- Management Science and Operations Research — 8 citations into it
Whom C. Schölzel trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jean-David Fermanian
- Thomas Mikosch
- Valentyn Panchenko
- P. Deb
- Lingfang Hu
- Christian Genest
- Roger B. Nelsen
- S. Demarta
- Wolfgang Breymann
- S. Yue
Who trusts C. Schölzel overall
- Khaled H. Hamed
- Mathieu Vrac
- Christian Ohlwein
- Alberto Carrassi
- Stefanie Vogl
- Meixian Liu
- Petra Friederichs
- Eugene R. Wahl
- Patrick Laux
- Marc Bocquet
Papers from C. Schölzel's perspective
Ordered by how strongly the researchers C. Schölzel trusts endorse each paper. Same corpus, a different order for every researcher.
- Modelling Extremal Events for Insurance and Finance
- Dependence structures for multivariate high-frequency data in finance
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Fonctions de repartition a n dimensions et leurs marges
- A Generalized Pareto intensity‐duration model of storm rainfall exploiting 2‐Copulas
- Chapter 8 – Modelling Dependence with Copulas and Applications to Risk Management
- Goodness-of-fit tests for copulas
- A conditional approach for multivariate extreme values (with discussion)
- Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask
- Copulas: Tales and facts