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Herrera, Rodrigo
19
Clements, Adam
6
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Moisan, Stella
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International journal of forecasting
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2
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2
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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Operations research proceedings 2007 : selected papers of the Annual International Conference of the German Operations Research Society (GOR) ; Saarbrücken, September 5 - 7, 2007
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Statistical inference, econometric analysis and matrix algebra : Festschrift in honour of Götz Trenkler
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Point process models for extreme returns : harnessing implied volatility
Herrera, Rodrigo
;
Clements, Adam
- In:
Journal of banking & finance
88
(
2018
),
pp. 161-175
Persistent link: https://www.econbiz.de/10011962603
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12
Geographical spillovers on the relation between risk-taking and market power in the US banking sector
Pino, Gabriel
;
Herrera, Rodrigo
;
Rodriguez, Alejandro
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 351-364
Persistent link: https://www.econbiz.de/10012117877
Saved in:
13
Modelling extreme risks in commodities and commodity currencies
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
-
2016
Persistent link: https://www.econbiz.de/10011777185
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14
A dynamic multiple equation approach for forecasting PM2.5 pollution in Santiago, Chile
Moisan, Stella
;
Herrera, Rodrigo
;
Clements, Adam
-
2017
Persistent link: https://www.econbiz.de/10011777332
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15
Modeling and forecasting extreme commodity prices : a Markov-Switching based extreme value model
Herrera, Rodrigo
;
Rodriguez, Alejandro
;
Pino, Gabriel
- In:
Energy economics
63
(
2017
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011757876
Saved in:
16
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
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17
A marked point process model for intraday financial returns : modeling extreme risk
Herrera, Rodrigo
;
Clements, Adam
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1575-1601
Persistent link: https://www.econbiz.de/10012219662
Saved in:
18
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
Candia Campano, Claudio
;
Herrera, Rodrigo
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578542
Saved in:
19
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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