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Stable Paretian Models in Finance
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  • 2016The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series553 cited
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  • 2008An econometric analysis of emission allowance prices327 cited
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  • 2008Nondiversification Traps in Catastrophe Insurance Markets166 cited
  • 2008The virtues and vices of equilibrium and the future of financial economics157 cited

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2003
Elliptical copulas: applicability and limitations
155 cited
  • 2005Institutional Investors and Stock Market Volatility145 cited