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researcher

N. Nolde

11 papers hereh-index 12572 citations34 works total

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

author position
  • first author3
  • last author8

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • stat.ME4
  • math.PR2
  • math.ST2
  • q-fin.RM2
  • stat.AP1

identity via Semantic Scholar / OpenAlex

activity
20092026
most citedAn extreme value approach to CoVaR estimation

3 citations · 5 across the 11 of their papers we have counts for

collaborators
Showing 2022 · math.STShow all

1 paper · 2 filters

math.ST2022★ 3 cited

An extreme value approach to CoVaR estimation

Natalia Nolde, Chen Zhou, Menglin Zhou

The global financial crisis of 2007-2009 highlighted the crucial role systemic risk plays in ensuring stability of financial markets. Accurate assessment of systemic risk would ena…

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