Laurens de Haan : Citation Profile


Are you Laurens de Haan?

Universiteit van Tilburg

5

H index

3

i10 index

74

Citations

RESEARCH PRODUCTION:

8

Articles

1

Papers

RESEARCH ACTIVITY:

   41 years (1978 - 2019). See details.
   Cites by year: 1
   Journals where Laurens de Haan has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 1 (1.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde531
   Updated: 2020-10-24    RAS profile: 2011-09-05    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Laurens de Haan.

Is cited by:

de Vries, Casper (6)

Einmahl, John (5)

Danielsson, Jon (4)

Krajina, Andrea (4)

Schaumburg, Julia (3)

Schienle, Melanie (2)

Onali, Enrico (2)

Zhou, Chen (2)

Toda, Alexis Akira (1)

Ruiz, Esther (1)

Brooks, Chris (1)

Cites to:

de Vries, Casper (2)

Newey, Whitney (1)

Gabaix, Xavier (1)

Horvath, Lajos (1)

Einmahl, John (1)

West, Kenneth (1)

Engle, Robert (1)

Hodrick, Robert (1)

Jansen, Dennis (1)

Mandelbrot, Benoît (1)

Main data


Where Laurens de Haan has published?


Journals with more than one article published# docs
Journal of Multivariate Analysis3
Statistics & Probability Letters3

Recent works citing Laurens de Haan (2020 and 2019)


YearTitle of citing document
2020Capital and Labor Income Pareto Exponents across Time and Space. (2020). Toda, Alexis Akira ; de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2006.03441.

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2020Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Papers. RePEc:arx:papers:2007.10727.

Full description at Econpapers || Download paper

2019Extreme Downside Risk in Asset Returns. (2019). Ergun, Lerby. In: Staff Working Papers. RePEc:bca:bocawp:19-46.

Full description at Econpapers || Download paper

2019On second order conditions in the multivariate block maxima and peak over threshold method. (2019). Zou, Nan ; Volgushev, Stanislav ; Bucher, Axel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:604-619.

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2020Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Working Papers. RePEc:hal:wpaper:hal-02903655.

Full description at Econpapers || Download paper

Works by Laurens de Haan:


YearTitleTypeCited
2019Tail Index Estimation: Quantile-Driven Threshold Selection In: Staff Working Papers.
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paper5
2008Tail index estimation for heavy‐tailed models: accommodation of bias in weighted log‐excesses In: Journal of the Royal Statistical Society Series B.
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article23
1978Asymptotic properties of a correlation coefficient type statistic connected with the general linear model In: Journal of Econometrics.
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article0
1984Domains of attraction and regular variation in IRd In: Journal of Multivariate Analysis.
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article5
1997Rates of Convergence for Bivariate Extremes In: Journal of Multivariate Analysis.
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article4
2008Parametric tail copula estimation and model testing In: Journal of Multivariate Analysis.
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article14
1999Estimating the index of a stable distribution In: Statistics & Probability Letters.
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article21
2003On large deviation for extremes In: Statistics & Probability Letters.
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article2
2006A class of distribution functions with less bias in extreme value estimation In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article0

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