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Alfonso Valdesogo Robles

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Personal Details

First Name:Alfonso
Middle Name:
Last Name:Valdesogo Robles
Suffix:
RePEc Short-ID:pva333
Email:
Homepage:http://sites.google.com/site/alfonsovaldesogo/
Postal Address:
Phone:
Location: Madrid, Spain
Homepage: http://www.eco.uc3m.es/
Email:
Phone: +34-91 6249594
Fax: +34-91 6249329
Postal: C./ Madrid, 126, 28903 Getafe (Madrid)
Handle: RePEc:edi:deuc3es (more details at EDIRC)
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  1. HEINEN, Andréas & VALDESOGO, Alfonso, 2009. "Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model," CORE Discussion Papers 2009069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. 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.
  1. Lorán Chollete & Andréas Heinen & Alfonso Valdesogo, 2009. "Modeling International Financial Returns with a Multivariate Regime-switching Copula," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 7(4), pages 437-480, Fall.
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2008-04-15 2010-03-28. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2008-04-15 2010-03-28. Author is listed
  3. NEP-FOR: Forecasting (1) 2010-03-28
  4. NEP-RMG: Risk Management (5) 2008-04-15 2008-04-21 2008-11-11 2008-11-25 2010-03-28. Author is listed

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