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Multivariate Analysis Commons

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Articles 1 - 9 of 9

Full-Text Articles in Multivariate Analysis

Cv, Lorán Chollete Jan 2011

Cv, Lorán Chollete

Lorán Chollete

No abstract provided.


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

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

Lorán Chollete

No abstract provided.


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

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

Lorán Chollete

No abstract provided.


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

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

Lorán Chollete

No abstract provided.


Financial Implications Of Extreme And Rare Events, Lorán Chollete, Dwight Jaffee Jan 2009

Financial Implications Of Extreme And Rare Events, Lorán Chollete, Dwight Jaffee

Lorán Chollete

No abstract provided.


Dependence Of Macro Variables In The Us Economy, Lorán Chollete, Cathy Ning Jan 2009

Dependence Of Macro Variables In The Us Economy, Lorán Chollete, Cathy Ning

Lorán Chollete

No abstract provided.


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

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

Lorán Chollete

No abstract provided.


Economic Implications Of Copulas And Extremes, Lorán Chollete Jan 2008

Economic Implications Of Copulas And Extremes, Lorán Chollete

Lorán Chollete

No abstract provided.


The Risk Components Of Liquidity, Lorán Chollete, Randi Naes, Johannes Skjeltorp Dec 2007

The Risk Components Of Liquidity, Lorán Chollete, Randi Naes, Johannes Skjeltorp

Lorán Chollete

No abstract provided.