S. Demarta

Finance · 2005

A researcher in the Science corpus: 1 paper; trusts 13 researchers and is trusted by 47 researchers here, as inferred from the citation graph.

Subfields

Whom S. Demarta trusts overall

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

  1. Jem N. Corcoran
  2. Filip Lindskog
  3. Paul Embrechts
  4. Samuel Kotz
  5. Henrik Hult
  6. Assaf J. Zeevi
  7. Alexander J. McNeil
  8. Wolfgang Breymann
  9. Hong-Bin Fang
  10. Alexandra Dias

Who trusts S. Demarta overall

  1. Andrew J. Patton
  2. Kjersti Aas
  3. D. Oh
  4. Raphaël Huser
  5. Paul Embrechts
  6. Daniel Berg
  7. Toshinao Yoshiba
  8. David Lopez-Paz
  9. Emeric Thibaud
  10. Yanqin Fan

Papers from S. Demarta's perspective

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

  1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  2. Modelling Extremal Events for Insurance and Finance
  3. An Introduction to Copulas
  4. Beyond Correlation: Extreme Co-movements Between Financial Assets
  5. Tail Dependence from a Distributional Point of View
  6. KENDALL'S TAU FOR ELLIPTICAL DISTRIBUTIONS ∗
  7. Multivariate T-Distributions and Their Applications
  8. Extreme Value Distributions: Theory and Applications
  9. Dependence structures for multivariate high-frequency data in finance
  10. The Grouped t-Copula with an Application to Credit Risk

Their papers