Concepedia

Piotr Jaworski

PJ

24

Publications

669

Citations

18

H-Index

1986

Active since

Affiliations

University of Warsaw(Current)

Institute of Mathematics

Free University of Bozen-Bolzano

Johannes Kepler University of Linz

Sapienza University of Rome

Piotr Jaworski is an author at University of Warsaw specializing in business, copulas, and statistics.

Top concepts

BusinessCopulasStatisticsEngineeringMultivariate AnalysisFinanceEconomicsProbabilityStatistical InferenceRisk Management

Publications per year

1986–2021

24

Publications

24

Spatial contagion between financial markets: a copula‐based approach

Fabrizio Durante, Piotr Jaworski · Applied Stochastic Models in Business and Industry · 2009 · 65 citations

Spatial Contagion, Financial Markets X, Economics +10

On copulas and their diagonals

Piotr Jaworski · Information Sciences · 2008 · 55 citations

Geometry Of Number, Discrete Geometry, Topological Combinatorics +1

Absolutely Continuous Copulas with Given Diagonal Sections

Fabrizio Durante, Piotr Jaworski · Communication in Statistics- Theory and Methods · 2008 · 47 citations

Integral Geometry, Diagonal Section, Engineering +7

CoVaR of families of copulas

Mauro Bernardi, Fabrizio Durante, Piotr Jaworski · Statistics & Probability Letters · 2016 · 41 citations

Schubert Calculus, Business, Algebraic Combinatorics +2

A spatial contagion measure for financial time series

Fabrizio Durante, Enrico Foscolo, Piotr Jaworski et al. · Expert Systems with Applications · 2014 · 40 citations

Economics, Financial Economics, Financial Network +4

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