Viktor Tsyrennikov

2006

A researcher in the Science corpus: 1 paper; trusts 0 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Who trusts Viktor Tsyrennikov overall

  1. Andrew J. Patton
  2. Eckhard Liebscher
  3. Xiao Bing Zhao

Papers from Viktor Tsyrennikov's perspective

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

  1. An Introduction to Copulas
  2. Density Estimation for Statistics and Data Analysis
  3. Nonparametric Kernel Estimation for Semiparametric Models
  4. (IAM Series No 001) On the Out-Of-Sample Importance of Skewness and Asymetric Dependence for Asset Allocation
  5. Bivariate option pricing with copulas
  6. Testing the Gaussian copula hypothesis for financial assets dependences
  7. On Default Correlation: A Copula Function Approach
  8. Measurement of Aggregate Risk with Copulas
  9. Goodness-of-fit tests for copulas
  10. Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models

Their papers