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Statistics of Multivariate Extremes with Applications in Risk Management
Herrera, Rodrigo - 2009
Persistent link: https://www.econbiz.de/10003899076
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Diversification benefits of commodities in portfolio allocation : a dynamic factor copula approach
Gaete, Michael; Herrera, Rodrigo - In: Journal of commodity markets 32 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014495646
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Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda; Herrera, Rodrigo; Clements, Adam - In: International journal of forecasting 39 (2023) 2, pp. 720-735
Persistent link: https://www.econbiz.de/10014465107