H. Rad

Finance · 2016

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom H. Rad trusts overall

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

  1. Jonathan Brogaard
  2. Kjersti Aas
  3. Terrence Hendershott
  4. Nicolas Huck
  5. Claudia Czado
  6. Martin Eling
  7. Eugene F. Fama

Papers from H. Rad's perspective

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

  1. Pair-copula constructions of multiple dependence
  2. High Frequency Trading and Price Discovery (Social Science Research Network)
  3. The t Copula and Related Copulas
  4. The Meta-elliptical Distributions with Given Marginals
  5. Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
  6. On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation
  7. Fonctions de repartition a n dimensions et leurs marges
  8. Dependence structures for multivariate high-frequency data in finance
  9. Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines (Annals of Mathematics and Artificial Intelligence)
  10. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation

Their papers