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Piotr Jaworski · Study
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Author
Piotr Jaworski
11 works
· latest 2021
· 1 institutions
cluster: provisional
ORCID 0000-0001-8540-2698
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11
Citations
1,195
Works here
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Most cited in this library
Copula Theory and Its Applications
2010 · 669 citations
Copulae in Mathematical and Quantitative Finance
2013 · 139 citations
Spatial contagion between financial markets: a copula‐based approach
2009 · 62 citations
On copulas and their diagonals
2008 · 56 citations
Absolutely Continuous Copulas with Given Diagonal Sections
2008 · 49 citations
Works
11 shown
Spread Analysis of the Sustainability-Linked Bonds Tied to an Issuer’s Greenhouse Gases Emissions Reduction Target
Energies
·
2021
·
3 authors
·
Open access
40
citations
CoVaR of families of copulas
Statistics & Probability Letters
·
2016
·
3 authors
·
Open access
42
citations
A spatial contagion measure for financial time series
Expert Systems with Applications
·
2014
·
4 authors
39
citations
Copulae in Mathematical and Quantitative Finance
Lecture notes in statistics
·
2013
·
3 authors
·
book
139
citations
Invariant dependence structure under univariate truncation
Statistics
·
2010
·
2 authors
37
citations
A New Characterization of Bivariate Copulas
Communication in Statistics- Theory and Methods
·
2010
·
2 authors
34
citations
Copula Theory and Its Applications
Lecture notes in statistics
·
2010
·
4 authors
·
book
669
citations
Tail Behaviour of Copulas
Lecture notes in statistics
·
2010
·
1 author
·
chapter
28
citations
Spatial contagion between financial markets: a copula‐based approach
Applied Stochastic Models in Business and Industry
·
2009
·
2 authors
62
citations
On copulas and their diagonals
Information Sciences
·
2008
·
1 author
56
citations
Absolutely Continuous Copulas with Given Diagonal Sections
Communication in Statistics- Theory and Methods
·
2008
·
2 authors
49
citations