Jose Arreola Hernandez

Economics and Econometrics · 2015–2021

A researcher in the Science corpus: 5 papers; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Jose Arreola Hernandez trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Claudia Czado
  2. Andrew J. Patton
  3. Eike C. Brechmann
  4. Tim Bedford
  5. Andréas Heinen
  6. Juan Carlos Reboredo
  7. F. Longin
  8. Christian Genest
  9. Kjersti Aas
  10. Robert F. Engle

Papers from Jose Arreola Hernandez's perspective

Ordered by how strongly the researchers Jose Arreola Hernandez trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Pair-copula constructions of multiple dependence
  2. Extreme Correlation of International Equity Markets
  3. Portfolio Selection
  4. Bayesian inference for multivariate copulas using pair-copula constructions.
  5. On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation
  6. Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
  7. International Asset Allocation With Regime Shifts
  8. Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines (Annals of Mathematics and Artificial Intelligence)
  9. Maximum likelihood estimation of mixed C-vines with application to exchange rates
  10. Uncertainty Analysis With High Dimensional Dependence Modelling (Technometrics)

Their papers