Details about Alfonso Valdesogo Robles
Access statistics for papers by Alfonso Valdesogo Robles.
Last updated 2023-06-15. Update your information in the RePEc Author Service.
Short-id: pva333
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Working Papers
2015
- Desperately Seeking Small Worlds in Corporate Boards:International Evidence from Listed Firms
DEM Discussion Paper Series, Department of Economics at the University of Luxembourg 
2009
- Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (45)
2008
- Modeling International Financial Returns with a Multivariate Regime Switching Copula
MPRA Paper, University Library of Munich, Germany View citations (5)
Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2008) View citations (2)
Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques (2008) View citations (7)
Discussion Papers, Norwegian School of Economics, Department of Business and Management Science (2008) View citations (5)
See also Journal Article Modeling International Financial Returns with a Multivariate Regime-switching Copula, Journal of Financial Econometrics, Oxford University Press (2009) View citations (146) (2009)
Journal Articles
2022
- The Kendall and Spearman rank correlations of the bivariate skew normal distribution
Scandinavian Journal of Statistics, 2022, 49, (4), 1669-1698
2020
- Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions
Journal of Multivariate Analysis, 2020, 179, (C) View citations (2)
2009
- Modeling International Financial Returns with a Multivariate Regime-switching Copula
Journal of Financial Econometrics, 2009, 7, (4), 437-480 View citations (146)
See also Working Paper Modeling International Financial Returns with a Multivariate Regime Switching Copula, MPRA Paper (2008) View citations (5) (2008)
Chapters
2010
- Dynamic D-Vine Model
Chapter 16 in Dependence Modeling Vine Copula Handbook, 2010, pp 329-353 View citations (1)
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