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Mathematics

D-Index
55
Citations
30417
World Ranking
761
National Ranking
25

Overview

Harry Joe is affiliated with the University of British Columbia in Canada. Their research primarily focuses on the field of Economics, Econometrics and Finance, with particular emphasis on Finance and Statistical Methods. Their work spans subfields including Statistics and Probability, Artificial Intelligence, Economics and Econometrics, and General Economics, Econometrics and Finance.

The main topics covered in their publications include Financial Risk and Volatility Modeling, Statistical Methods and Inference, Market Dynamics and Volatility, Credit Risk and Financial Regulations, Monetary Policy and Economic Impact, Forecasting Techniques and Applications, and Bayesian Modeling and Causal Inference.

Frequent collaborators of Harry Joe include Shenyi Pan, Natalia Nolde, Xiaoting Li, Xinyao Fan, and Pavel Krupskii.

The scientist has contributed papers to various academic venues. Their most frequent publication platforms include arXiv (Cornell University), Journal of Multivariate Analysis, Journal of the American Statistical Association, Computational Statistics & Data Analysis, and Econometrics and Statistics.

Selected recent publications by Harry Joe are as follows:

  • Count Time Series: A Methodological Review, 2021, Journal of the American Statistical Association
  • Flexible copula models with dynamic dependence and application to financial data, 2020, Econometrics and Statistics
  • Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models, 2021, Statistical Papers
  • Estimation of multivariate tail quantities, 2023, Computational Statistics & Data Analysis
  • Predicting times to event based on vine copula models, 2022, Computational Statistics & Data Analysis

Best Publications

  • Multivariate Models and Multivariate Dependence Concepts

    Harry Joe

  • Multivariate models and dependence concepts

    Harry Joe

  • Dependence Modeling with Copulas

    Harry Joe

  • Generating random correlation matrices based on vines and extended onion method

    Daniel Lewandowski;Dorota Kurowicka;Harry Joe

  • Families of $m$-variate distributions with given margins and $m(m-1)/2$ bivariate dependence parameters

    Harry Joe

  • The Estimation Method of Inference Functions for Margins for Multivariate Models

    Harry Joe;James Jianmeng Xu

  • Asymptotic efficiency of the two-stage estimation method for copula-based models

    Harry Joe

  • Composite Likelihood Methods

    Harry Joe;Nancy Reid;Peter Xuekun;David Firth

  • Parametric families of multivariate distributions with given margins

    Harry Joe

  • Dependence Modeling: Vine Copula Handbook

    Dorota Kurowicka;Harry Joe

  • Relative Entropy Measures of Multivariate Dependence

    Harry Joe

  • Limited Information Goodness-of-fit Testing in Multidimensional Contingency Tables

    Albert Maydeu-Olivares;Harry Joe

  • Tail dependence functions and vine copulas

    Harry Joe;Haijun Li;Aristidis K. Nikoloulopoulos

  • Limited- and Full-Information Estimation and Goodness-of-Fit Testing in 2n Contingency Tables

    Albert Maydeu-Olivares;Harry Joe

  • Multivariate concordance

    Harry Joe

  • Generating random correlation matrices based on partial correlations

    Harry Joe

  • Vine copulas with asymmetric tail dependence and applications to financial return data

    Aristidis K. Nikoloulopoulos;Harry Joe;Haijun Li

  • Bivariate Threshold Methods for Extremes

    Harry Joe;Richard L. Smith;Ishay Weissman

  • Generalized Poisson distribution: the property of mixture of Poisson and comparison with negative binomial distribution.

    Harry Joe;Rong Zhu

  • Assessing Approximate Fit in Categorical Data Analysis

    Alberto Maydeu-Olivares;Harry Joe

  • Multivariate extreme value distributions

    Harry Joe

Frequent Co-Authors

Jan M. Friedman
Jan M. Friedman University of British Columbia
Frank Proschan
Frank Proschan Florida State University
Claudia Czado
Claudia Czado Technical University of Munich
D. Gareth Evans
D. Gareth Evans University of Manchester
Nancy Reid
Nancy Reid University of Toronto
Guy A. Rouleau
Guy A. Rouleau Montreal Neurological Institute and Hospital
Douw G. Steyn
Douw G. Steyn University of British Columbia
Laura Papi
Laura Papi University of Florence
Conxi Lázaro
Conxi Lázaro Institut d'Investigació Biomédica de Bellvitge
James A. Koziol
James A. Koziol Scripps Research Institute

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