Yanbo Jin

Economics and Econometrics · 2006–2010

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

Subfields

Whom Yanbo Jin trusts overall

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

  1. Alexander J. McNeil

Who trusts Yanbo Jin overall

  1. Sofia Ramos
  2. Helena Veiga
  3. Jun Chen
  4. Kevin Aretz
  5. Larry Fauver
  6. Francisco Pérez-González
  7. Söhnke M. Bartram
  8. Michael K. McShane

Papers from Yanbo Jin's perspective

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

  1. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  2. Fonctions de repartition a n dimensions et leurs marges
  3. A Goodness-of-fit Test for Copulas
  4. Multivariate Exponential Distribution
  5. Multi-period hedge ratios for a multi-asset portfolio when accounting for returns comovement
  6. On Default Correlation: A Copula Function Approach
  7. Statistical Inference Using Extreme Order Statistics
  8. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  9. An Introduction to Copulas
  10. Semiparametric ARCH models

Their papers