Gustavo Didier

32 papers and 255 indexed citations i.

Gustavo Didier has authored 32 papers that have received a total of 255 indexed citations. This includes 17 papers in Finance, 12 papers in Economics and Econometrics and 6 papers in Statistics and Probability. The topics of these papers are Financial Risk and Volatility Modeling (15 papers), Complex Systems and Time Series Analysis (12 papers) and Stochastic processes and financial applications (7 papers). Gustavo Didier is often cited by papers focused on Financial Risk and Volatility Modeling (15 papers), Complex Systems and Time Series Analysis (12 papers) and Stochastic processes and financial applications (7 papers) and collaborates with scholars based in United States, France and South Korea. Gustavo Didier's co-authors include Vladas Pipiras, Patrice Abry, Herwig Wendt, Stéphane Jaffard and Mark M. Meerschaert and has published in prestigious journals such as Proceedings of the National Academy of Sciences, IEEE Transactions on Signal Processing and The Annals of Statistics