A. Höing
Finance · 2003
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 21 researchers here, as inferred from the citation graph.
Subfields
- Finance — 5 citations into it
- Management Science and Operations Research — 5 citations into it; #1,691 of 11,946 by trust here, #2,402 by citations
Whom A. Höing trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts A. Höing overall
- Andrew J. Patton
- Ludger Rüschendorf
- Yanqin Fan
- H. Manner
- Artem Prokhorov
- Paul Embrechts
- Wanling Huang
- Nicole Bäuerle
- Carole Bernard
- V. Chavez‐Demoulin
Papers from A. Höing's perspective
Ordered by how strongly the researchers A. Höing trusts endorse each paper. Same corpus, a different order for every researcher.
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- An Introduction to Copulas
- Copula convergence theorems for tail events
- Some Remarks on the Supermodular Order
- Modelling Extremal Events for Insurance and Finance
- Tail Dependence from a Distributional Point of View
- Fonctions de repartition a n dimensions et leurs marges
- An Introduction to Copulas
- Making and Evaluating Point Forecasts
- The Use of Archimedean Copulas to Model Portfolio Allocations
Their papers
- Using copulae to bound the Value-at-Risk for functions of dependent risks (2003) — 337 citations