8 citations · 10 across the 10 of their papers we have counts for
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q-fin.RM2014
Diversification and Endogenous Financial Networks
Jean-Cyprien Héam, Erwan Koch
We test the hypothesis that interconnections across financial institutions can be explained by a diversification motive. This idea stems from the empirical evidence of the existenc…
stat.ME2014★ 8 cited
A frailty-contagion model for multi-site hourly precipitation driven by atmospheric covariates
Erwan Koch, Philippe Naveau
Accurate stochastic simulations of hourly precipitation are needed for impact studies at local spatial scales. Statistically, hourly precipitation data represent a difficult challe…