S. Jeske

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 16 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom S. Jeske trusts overall

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

  1. Eike C. Brechmann
  2. Tim Bedford
  3. Ivan Kojadinovic
  4. Dorota Kurowicka
  5. Q. Vuong
  6. Daniel Berg
  7. Claudia Czado
  8. Roger M. Cooke
  9. Aleksey Min
  10. Christian Genest

Papers from S. Jeske's perspective

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

  1. Vines: A new graphical model for dependent random variables
  2. Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines (Annals of Mathematics and Artificial Intelligence)
  3. Bayesian inference for multivariate copulas using pair-copula constructions.
  4. Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
  5. Uncertainty Analysis With High Dimensional Dependence Modelling (Technometrics)
  6. Copula goodness-of-fit testing: an overview and power comparison
  7. Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
  8. Goodness-of-fit tests for copulas: A review and a power study
  9. Modeling International Financial Returns with a Multivariate Regime Switching Copula
  10. Truncated and simplified regular vines and their applications

Their papers