Victor H. de la Peña

Economics and Econometrics · 1998–2011

A researcher in the Science corpus: 7 papers; trusts 12 researchers and is trusted by 18 researchers here, as inferred from the citation graph.

Subfields

Whom Victor H. de la Peña trusts overall

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

  1. Andrew J. Patton
  2. Lingfang Hu
  3. Rustam Ibragimov
  4. Douglas J. Miller
  5. Amos Golan
  6. Xiaohong Chen
  7. Paul Embrechts
  8. Andrew Ang
  9. Ole E. Barndorff-Nielsen
  10. Alexandra Dias

Who trusts Victor H. de la Peña overall

  1. Evarist Gin'e
  2. Steven R. Howard
  3. Aaditya Ramdas
  4. Yasin Abbasi-Yadkori
  5. Rustam Ibragimov
  6. Jing Lei
  7. Victor Chernozhukov
  8. Ian Waudby-Smith
  9. Roman Vershynin
  10. Csaba Szepesvari

Papers from Victor H. de la Peña's perspective

Ordered by how strongly the researchers Victor H. de la Peña trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Asymmetric Correlations of Equity Portfolios
  2. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  3. An Introduction to Copulas
  4. Dependence patterns across financial markets: a mixed copula approach
  5. Fonctions de repartition a n dimensions et leurs marges
  6. On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation
  7. Extreme Correlation of International Equity Markets
  8. Entropy and predictability of stock market returns
  9. Dynamic copula models for multivariate high-frequency data in finance
  10. An Introduction to Copulas

Their papers