1987
Extreme Values, Regular Variation and Point Processes
Springer series in operations research/Springer series in operations research and financial engineeringCore
3.2k
cites
Sidney I. Resnick
Faculty
Financial Risk and Volatility ModelingStochastic processes and financial applications
About
Sidney I. Resnick is a Finance scholar at Cornell University. Research spans Financial Risk and Volatility Modeling, Stochastic processes and financial applications. 286 works, 16k citations (h-index 55).
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Affiliation on publications · Cornell University
Most-cited work
2006
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling
CERN Document Server (European Organization for Nuclear Research)
925
cites
1993
Adventures in Stochastic Processes.
A. D. Barbour, Sidney I. Resnick
Journal of the American Statistical AssociationTop-listed
614
cites