2017
3.9k
cites
Faculty
Gennady Pinkhosovich Samorodnitsky is a Finance scholar at Cornell University. Research spans Financial Risk and Volatility Modeling, Stochastic processes and financial applications. 338 works, 11k citations (h-index 35).
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Affiliation on publications · Cornell University
Thomas Mikosch, Gennady Pinkhosovich Samorodnitsky, Murad S. Taqqu
Journal of the American Statistical AssociationTop-listed
Paul Embrechts, Sidney I. Resnick, Gennady Pinkhosovich Samorodnitsky
North American Actuarial JournalCore