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SelectedWorks

Finance

Articles: Published and Forthcoming

Articles 1 - 5 of 5

Full-Text Articles in Business

International Diversification: An Extreme Value Approach, Lorán Chollete, Victor De La Peña, Ching-Chih Lu Jan 2011

International Diversification: A Copula Approach, Lorán Chollete, Victor De La Pena, Ching-Chih Lu Jan 2010

Financial Distress And Idiosyncratic Volatility: An Empirical Investigation, Lorán Chollete, Jing Chen, Rina Ray Jan 2009

Modeling International Financial Returns With A Multivariate Regime-Switching Copula, Lorán Chollete, Andreas Heinen, Alfonso Valdesogo Jan 2009

Economic Implications Of Copulas And Extremes, Lorán Chollete Jan 2008