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Alfonso Valdesogo Robles

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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Alfonso
Middle Name:
Last Name:Valdesogo Robles
RePEc Short-ID:pva333
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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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (5) 2008-04-15 2008-04-21 2008-11-11 2008-11-25 2010-03-28. Author is listed
  2. NEP-ECM: Econometrics (2) 2008-04-15 2010-03-28. Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2008-04-15 2010-03-28. Author is listed
  4. NEP-FOR: Forecasting (1) 2010-03-28

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