David Beaudoin

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 12 researchers and is trusted by 52 researchers here, as inferred from the citation graph.

Subfields

• Finance — 21 citations into it; #761 of 10,518 by trust here, #1,252 by citations
• Economics and Econometrics — 7 citations into it; #1,549 of 23,481 by trust here, #3,084 by citations
• Global and Planetary Change — 5 citations into it

Whom David Beaudoin trusts overall

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

1. Valentyn Panchenko
2. Christian Genest
3. Jean-David Fermanian
4. Yannick Malevergne
5. Olivier Scaillet
6. Thierry Ané

Who trusts David Beaudoin overall

1. G. Salvadori
2. Fabrizio Durante
3. Daniel Berg
4. Carlo De Michele
5. Claudia Czado
6. Andrew J. Patton
7. M. Janga Reddy
8. Riadh Aloui
9. Poulomi Ganguli
10. Jean-David Fermanian

Papers from David Beaudoin's perspective

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

1. Testing the Gaussian copula hypothesis for financial assets dependences
2. Dependence structures for multivariate high-frequency data in finance
3. Asymptotic efficiency of the two-stage estimation method for copula-based models
4. Measurement of Aggregate Risk with Copulas
5. National Centre of Competence in Research Financial Valuation and Risk Management
6. Goodness-of-fit Procedures for Copula Models Based on the Integral Probability Transformation
7. Copulas: Tales and facts
8. Elliptical copulas: applicability and limitations
9. Semiparametric estimation in copula models
10. Weak Convergence of Empirical Copula Processes

Their papers

• Goodness-of-fit tests for copulas: A review and a power study (2006) — 1,426 citations