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Information about:
Alfonso Valdesogo Robles

Personal Details | Affiliation | Works

This is information that was supplied by Alfonso Valdesogo Robles in registering through RePEc. If you are Alfonso Valdesogo Robles , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Alfonso
Middle Name:
Last Name: Valdesogo Robles
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RePEc Short-ID: pva333

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Homepage:
Postal Address:
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Affiliation

(in no particular order)

Center for Operations Research and Econometrics (CORE)
ECORE
Location: Louvain-la-Neuve, Belgium
Homepage: http://www.uclouvain.be/en-core.html
Email:
Phone: 32(10)474321
Fax: 32(10)474301
Postal: 34 VOIE DU ROMAN PAYS, 1348 LOUVAIN-LA-NEUVE
Handle: RePEc:edi:coreebe (registered authors at this institution)

Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

Chollete, Loran & Heinen, Andreas & Valdesogo, Alfonso, 2008. "Modeling International Financial Returns with a Multivariate Regime Switching Copula," MPRA Paper 8114, University Library of Munich, Germany. [Downloadable!]
Other versions:
- Loran , CHOLLETTE & Andreas , HEINEN & Alfonso , VALDESOGO, 2008. "Modelling international financial returns with a multivariate regime switching copula," Discussion Papers (ECON - DÃ©partement des Sciences Economiques) 2008011, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
- CHOLLETE, Loran & HEINEN, AndrŽas & VALDESOGO, Alfonso, 2008. "Modeling international financial returns with a multivariate regime switching copula," CORE Discussion Papers 2008013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
- Chollete, Lorán & Heinen, Andréas & Valdesogo, Alfonso, 2008. "Modeling International Financial Returns with a Multivariate Regime Switching Copula," Discussion Papers 2008/3, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
Published as:
- Lorán Chollete & Andréas Heinen & Alfonso Valdesogo, 2009. "Modeling International Financial Returns with a Multivariate Regime-switching Copula," Journal of Financial Econometrics, Oxford University Press, vol. 7(4), pages 437-480, Fall. [Downloadable!] (restricted)

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-ECM: Econometrics (1) 2008-04-15 Author is listed
NEP-ETS: Econometric Time Series (1) 2008-04-15 Author is listed
NEP-RMG: Risk Management (4) 2008-04-15 2008-04-21 2008-11-11 2008-11-25 Author is listed

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This page was last updated on 2009-12-3.

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