J. Peters

Finance · with Chapelle · 2001–2008

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom J. Peters trusts overall

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

  1. Daniel B. Nelson
  2. Michel Beine
  3. Thorsten Rheinländer
  4. Marco Moscadelli
  5. Roger B. Nelsen
  6. Carol Alexander

Who trusts J. Peters overall

  1. Christian Conrad
  2. P. Giot
  3. Sébastien-Yves Laurent
  4. Berthold R. Haag

Papers from J. Peters's perspective

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

  1. Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates
  2. Extreme Correlation of International Equity Markets
  3. Risk Management: Value at Risk and Beyond
  4. An Introduction to Copulas
  5. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  6. Modeling, Measuring and Hedging Operational Risk
  7. QUANTIFYING REGULATORY CAPITAL FOR OPERATIONAL RISK
  8. Temi di discussione del Servizio Studi The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee
  9. Beyond Correlation: Extreme Co-movements Between Financial Assets
  10. Chapter 8 – Modelling Dependence with Copulas and Applications to Risk Management

Their papers