Alfonso Valdesogo Robles
Names
| first: |
Alfonso |
| last: |
Valdesogo Robles |
Identifer
Contact
Affiliations
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Universitat de les Illes Balears
/ Facultat de Ciències Econòmiques i Empresarials
/ Departament d'Economia Aplicada
Research profile
author of:
- The Kendall and Spearman rank correlations of the bivariate skew normal distribution (RePEc:bla:scjsta:v:49:y:2022:i:4:p:1669-1698)
by Andréas Heinen & Alfonso Valdesogo - Modeling international financial returns with a multivariate regime switching copula (RePEc:cor:louvco:2008013)
by CHOLLETE, Loran & HEINEN, Andréas & VALDESOGO, Alfonso - Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model (RePEc:cor:louvco:2009069)
by HEINEN, Andréas & VALDESOGO, Alfonso - Modelling international financial returns with a multivariate regime switching copula (RePEc:ctl:louvec:2008011)
by Loran , CHOLLETTE & Andreas , HEINEN & Alfonso , VALDESOGO - Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions (RePEc:eee:jmvana:v:179:y:2020:i:c:s0047259x20302311)
by Heinen, Andréas & Valdesogo, Alfonso - Modeling International Financial Returns with a Multivariate Regime Switching Copula (RePEc:hhs:nhhfms:2008_003)
by Chollete, Lorán & Heinen, Andréas & Valdesogo, Alfonso - Desperately Seeking Small Worlds in Corporate Boards:International Evidence from Listed Firms (RePEc:luc:wpaper:15-19)
by Malika Hamadi & Andreas Heinen & Nicolas Jonard & Alfonso Valdesogo - Modeling International Financial Returns with a Multivariate Regime-switching Copula (RePEc:oup:jfinec:v:7:y:2009:i:4:p:437-480)
by Lorán Chollete & Andréas Heinen & Alfonso Valdesogo - Modeling International Financial Returns with a Multivariate Regime Switching Copula (RePEc:pra:mprapa:8114)
by Chollete, Loran & Heinen, Andreas & Valdesogo, Alfonso - Dynamic D-Vine Model (RePEc:wsi:wschap:9789814299886_0016)
by Andréas Heinen & Alfonso Valdesogo