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researcher

A. Dassios

6 papers hereh-index 221.8k citations91 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • middle author1
  • last author2

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • math.ST2
  • q-fin.MF2
  • math.PR1
  • physics.soc-ph1

identity via Semantic Scholar / OpenAlex

activity
20102026
most citedA consistent test of independence based on a sign covariance related to Kendall's tau

153 citations · 163 across the 6 of their papers we have counts for

collaborators
Showing 2014Show all

1 paper · 1 filter

q-fin.MF2014

Stationarity of Bivariate Dynamic Contagion Processes

Angelos Dassios, Xin Dong

The Bivariate Dynamic Contagion Processes (BDCP) are a broad class of bivariate point processes characterized by the intensities as a general class of piecewise deterministic Marko…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.