Alfonso Valdesogo

Economics and Econometrics · 2009

A researcher in the Science corpus: 1 paper; trusts 12 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Alfonso Valdesogo trusts overall

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

  1. Juan Carlos Meléndez Rodríguez
  2. Andrew Ang
  3. Robert F. Engle
  4. Tim Bedford
  5. F. Longin
  6. Whitney K. Newey
  7. Eric Jondeau

Who trusts Alfonso Valdesogo overall

  1. Claudia Czado
  2. Eike C. Brechmann

Papers from Alfonso Valdesogo's perspective

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

  1. Extreme Correlation of International Equity Markets
  2. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  3. Vines: A new graphical model for dependent random variables
  4. Large sample estimation and hypothesis testing
  5. Pair-copula constructions of multiple dependence
  6. Measuring financial contagion:a copula approach
  7. The Copula-GARCH model of conditional dependencies: An international stock market application
  8. Regime Switches in Interest Rates
  9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  10. Generalized autoregressive conditional heteroskedasticity

Their papers