Gilbert Colletaz

Finance · 2006–2013

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 19 citations into it; #6,999 of 10,518 by trust here, #6,162 by citations
• Economics and Econometrics — 15 citations into it; #15,203 of 23,481 by trust here, #14,996 by citations

Whom Gilbert Colletaz trusts overall

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

1. Olivier Scaillet
2. V. Acharya
3. Giulio Girardi
4. Monica Billio

Who trusts Gilbert Colletaz overall

1. Marie Bessec
2. Julien Fouquau
3. Denefa Bostandzic
4. Yuanyuan Zhang

Papers from Gilbert Colletaz's perspective

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

1. Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
2. A Tax on Systemic Risk
3. Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks †
4. Value at Risk: The New Benchmark for Managing Financial Risk
5. Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall
6. Regression Quantiles
7. Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR
8. Nonparametric Estimation of Conditional Expected Shortfall (Assurances et gestion des risques)
9. Deciphering the Liquidity and Credit Crunch 2007-08
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Backtesting value-at-risk : a GMM duration-based test (2008) — 132 citations
• A Theoretical and Empirical Comparison of Systemic Risk Measures (2013) — 198 citations
• Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach (2006) — 181 citations