Y. Bensalah

2000

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

Whom Y. Bensalah trusts overall

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

  1. F. Longin
  2. H. Drees
  3. Paul Embrechts

Who trusts Y. Bensalah overall

  1. Marco Rocco
  2. Richard Luger

Papers from Y. Bensalah's perspective

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

  1. From value at risk to stress testing : The extreme value approach Franc ß ois
  2. How to make a Hill Plot
  3. Generalized autoregressive conditional heteroskedasticity
  4. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  6. Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
  7. Extreme Correlation of International Equity Markets
  8. Statistical Inference Using Extreme Order Statistics
  9. On maximum likelihood estimation of the extreme value index
  10. A Directory of Coefficients of Tail Dependence

Their papers