| Quantitative models for operational risk: extremes, dependence and aggregation V Chavez-Demoulin, P Embrechts, J Nešlehová Journal of Banking & Finance 30 (10), 2635-2658, 2006 | 419 | 2006 |
| Quantitative models for operational risk: extremes, dependence and aggregation V Chavez-Demoulin, P Embrechts, J Nešlehová Journal of Banking & Finance 30 (10), 2635-2658, 2006 | 419 | 2006 |
| Generalized additive modelling of sample extremes V Chavez-Demoulin, AC Davison Journal of the Royal Statistical Society Series C: Applied Statistics 54 (1 …, 2005 | 395 | 2005 |
| Infinite mean models and the LDA for operational risk J Nešlehová, P Embrechts, V Chavez-Demoulin Journal of Operational Risk 1 (1), 3-25, 2006 | 283 | 2006 |
| High-frequency financial data modeling using Hawkes processes V Chavez-Demoulin, JA McGill Journal of Banking & Finance 36 (12), 3415-3426, 2012 | 189 | 2012 |
| Estimating value-at-risk: a point process approach V Chavez-Demoulin*, AC Davison, AJ McNeil Quantitative Finance 5 (2), 227-234, 2005 | 185 | 2005 |
| An extreme value approach for modeling operational risk losses depending on covariates V Chavez‐Demoulin, P Embrechts, M Hofert Journal of Risk and Insurance 83 (3), 735-776, 2016 | 167 | 2016 |
| Modelling time series extremes V Chavez-Demoulin, AC Davison REVSTAT-Statistical Journal 10, 109-133, 2012 | 130 | 2012 |
| Extreme-quantile tracking for financial time series V Chavez-Demoulin, P Embrechts, S Sardy Journal of Econometrics 181 (1), 44-52, 2014 | 128 | 2014 |
| Valuing lead time S De Treville, I Bicer, V Chavez-Demoulin, V Hagspiel, N Schürhoff, ... Journal of Operations Management 32 (6), 337-346, 2014 | 126 | 2014 |
| Smooth extremal models in finance and insurance V Chavez‐Demoulin, P Embrechts Journal of Risk and Insurance 71 (2), 183-199, 2004 | 90 | 2004 |
| Generalized additive models for conditional dependence structures T Vatter, V Chavez-Demoulin Journal of Multivariate Analysis 141, 147-167, 2015 | 67 | 2015 |
| A point process approach to value-at-risk estimation V Chavez-Demoulin, AC Davison, AJ McNeil Quantitative Finance 5 (2), 227-234, 2005 | 58 | 2005 |
| Two problems in environmental statistics: Capture-recapture analysis and smooth extremal models V Chavez-Demoulin EPFL, 1999 | 46 | 1999 |
| Advanced extremal models for operational risk V Chavez-Demoulin, P Embrechts Preprint, department of mathematics ETH-Zentrum, http://www. Math. Ethz. Ch …, 2004 | 38 | 2004 |
| Causal mechanism of extreme river discharges in the upper Danube basin network L Mhalla, V Chavez-Demoulin, DJ Dupuis Journal of the Royal Statistical Society Series C: Applied Statistics 69 (4 …, 2020 | 34 | 2020 |
| Distinguishing cause from effect using quantiles: Bivariate quantile causal discovery N Tagasovska, V Chavez-Demoulin, T Vatter International Conference on Machine Learning, 9311-9323, 2020 | 28 | 2020 |
| Regression‐type models for extremal dependence L Mhalla, M de Carvalho, V Chavez‐Demoulin Scandinavian Journal of Statistics 46 (4), 1141-1167, 2019 | 25 | 2019 |
| Weather and supply chain performance in sport goods distribution P Appelqvist, F Babongo, V Chavez-Demoulin, AP Hameri, T Niemi International Journal of Retail & Distribution Management 44 (2), 178-202, 2016 | 24 | 2016 |
| Non-linear models for extremal dependence L Mhalla, V Chavez-Demoulin, P Naveau Journal of Multivariate Analysis 159, 49-66, 2017 | 21 | 2017 |
Anthony DavisonProfessor of Statistics, EPFLAdresse e-mail validée de epfl.ch
