Christian Cech

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Christian Cech trusts overall

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

  1. S. Demarta
  2. Alexander J. McNeil

Papers from Christian Cech's perspective

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

  1. The t Copula and Related Copulas
  2. Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula
  3. The Behavior of Stock-Market Prices
  4. Market Models: A Guide to Financial Data Analysis
  5. Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index
  6. Conditional Dependency of Financial Series: The Copula-GARCH Model
  7. Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications
  8. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  9. An Introduction to Copulas
  10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers