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Search Results - Díaz-Hernández, Adán
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Counterdiagonal/nonpositive tail dependence in Vine copula constructions: application to portfolio management
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Salazar Flores, Yuri
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Díaz-Hernández, Adán
Published in
Statistical methods & applications
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A multiple regime extension to the Heston–Nandi GARCH(1,1) model
by
Díaz-Hernández, Adán
,
Constantinou, Nick
Published in
Journal of empirical finance
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The use of the tail dependence function for high quantile risk measure analysis: an application to portfolio optimization
by
Salazar Flores, Yuri
,
Díaz Hernández, Adán
,
Quezada-Téllez, Luis Alberto
,
Nolasco Jáuregui, Oralia
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Applied economics
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Regular Variation, Conditions of Domain of Attraction and the Existence of the Tail Dependence Function in the General Dependence Case: A Copula Approach
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Salazar Flores, Yuri
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Díaz Hernández, Adán
Published in
Journal of statistical theory and practice
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Macrofinancial model of risk integration for the Mexican central bank
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Díaz Hernández, Adán
Published in
Monetaria
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UNA METODOLOGIA BASADA EN COPULAS Y VALORES EXTREMOS PARA ESTIMAR EL CAPITAL ECONOMICO REQUERIDO DE UN PORTAFOLIO DE CREDITOS AL MENUDEO/A COPULA AND EXTREME-VALUE BASED METHODOLOG...
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Hernandez, Adan Diaz
,
Sanchez, Jose Carlos Ramirez
Published in
Revista de análisis económico
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