Elizabeth Sheedy

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 18 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 17 citations into it; #7,728 of 10,518 by trust here, #9,371 by citations
• Economics and Econometrics — 14 citations into it; #16,724 of 23,481 by trust here, #21,405 by citations

Whom Elizabeth Sheedy trusts overall

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

1. F. Longin
2. Robert F. Engle
3. John C. Hull
4. Kevin Dowd
5. Alexander J. McNeil
6. P. Giot
7. Christophe Pérignon
8. Mike K. P. So
9. S. Chen
10. Timotheos Angelidis

Who trusts Elizabeth Sheedy overall

1. Gregor N. F. Weiß

Papers from Elizabeth Sheedy's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
3. Value-at-Risk for long and short trading positions
4. From value at risk to stress testing : The extreme value approach Franc ß ois
5. Measuring Market Risk
6. Dynamic Conditional Correlation
7. Value-at-Risk and Extreme Returns
8. Density Estimation for Statistics and Data Analysis
9. The Hidden Dangers of Historical Simulation
10. Conditional density and value‐at‐risk prediction of Asian currency exchange rates

Their papers

• Developing a stress testing framework based on market risk models (2008) — 155 citations