V. Oryshchenko

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 5 citations into it; #7,451 of 10,518 by trust here, #10,352 by citations

Whom V. Oryshchenko trusts overall

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

1. Christian Gouriéroux
2. G. Rossi
3. Joann Jasiak
4. Andrew S. Harvey

Who trusts V. Oryshchenko overall

1. Ayoub Ammy-Driss
2. Matthieu Garcin

Papers from V. Oryshchenko's perspective

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

1. Kernel Smoothing
2. Introduction to Nonparametric Estimation
3. Density Estimation
4. Dynamic quantile models
5. Testing Density Forecasts, With Applications to Risk Management
6. Present position and potential developments: some personal views
7. Quantiles, expectiles and splines
8. Some results on Tchebycheffian spline functions
9. Sampling-Based Approaches to Calculating Marginal Densities
10. Estimating the Dimension of a Model

Their papers

• Kernel density estimation for time series data (2012) — 67 citations