David Huard
Finance · with Anctil · 2007–2013
A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 12 researchers here, as inferred from the citation graph.
Subfields
- Finance — 21 citations into it; #4,419 of 10,518 by trust here, #3,592 by citations
- Statistics and Probability — 8 citations into it
- Economics and Econometrics — 7 citations into it
- Management Science and Operations Research — 6 citations into it
Whom David Huard trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- G. Salvadori
- Alessandro Juri
- Rafael Schmidt
- Demetris Koutsoyiannis
- Paul Embrechts
- Christian Genest
- B. Abdous
Who trusts David Huard overall
- R. Chandra
- F. Serinaldi
- Nejc Bezak
- Mojca Šraj
- M. Janga Reddy
- Subhankar Karmakar
- Ujjwal K. Saha
- Rasoul Mirabbasi
- H. Chowdhary
- Vijay P. Singh
Papers from David Huard's perspective
Ordered by how strongly the researchers David Huard trusts endorse each paper. Same corpus, a different order for every researcher.
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Fonctions de repartition a n dimensions et leurs marges
- Copula convergence theorems for tail events
- The Meta-elliptical Distributions with Given Marginals
- Bivariate return periods via 2-Copulas
- Dependence Properties of Meta-Elliptical Distributions
- Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask
- Non‐parametric Estimation of Tail Dependence
- The bivariate lognormal distribution to model a multivariate flood episode
- Modelling Extremal Events for Insurance and Finance
Their papers
- An Assessment of Six Dissimilarity Metrics for Climate Analogs (2013) — 47 citations
- Bayesian estimation of intensity–duration–frequency curves and of the return period associated to a given rainfall event (2010) — 65 citations
- Importance of Tail Dependence in Bivariate Frequency Analysis (2007) — 185 citations