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Alfonso Valdesogo Robles

Personal Details

First Name:Alfonso
Middle Name:
Last Name:Valdesogo Robles
RePEc Short-ID:pva333
[This author has chosen not to make the email address public]
Terminal Degree:2009 Center for Operations Research and Econometrics (CORE); Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM); Université Catholique de Louvain (from RePEc Genealogy)


Departament d'Economia Aplicada
Facultat de Ciències Econòmiques i Empresarials
Universitat de les Illes Balears

Palma de Mallorca, Spain
RePEc:edi:dauibes (more details at EDIRC)

Research output

Jump to: Working papers Articles Chapters

Working papers

  1. Malika Hamadi & Andreas Heinen & Nicolas Jonard & Alfonso Valdesogo, 2015. "Desperately Seeking Small Worlds in Corporate Boards:International Evidence from Listed Firms," DEM Discussion Paper Series 15-19, Department of Economics at the University of Luxembourg.
  2. HEINEN, Andréas & VALDESOGO, Alfonso, 2009. "Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model," LIDAM Discussion Papers CORE 2009069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. CHOLLETE, Loran & HEINEN, Andréas & VALDESOGO, Alfonso, 2008. "Modeling international financial returns with a multivariate regime switching copula," LIDAM Discussion Papers CORE 2008013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).


  1. Andréas Heinen & Alfonso Valdesogo, 2022. "The Kendall and Spearman rank correlations of the bivariate skew normal distribution," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(4), pages 1669-1698, December.
  2. Heinen, Andréas & Valdesogo, Alfonso, 2020. "Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 179(C).
  3. 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.


  1. Andréas Heinen & Alfonso Valdesogo, 2010. "Dynamic D-Vine Model," World Scientific Book Chapters, in: Dorota Kurowicka & Harry Joe (ed.), Dependence Modeling Vine Copula Handbook, chapter 16, pages 329-353, World Scientific Publishing Co. Pte. Ltd..

More information

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 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
  3. NEP-ETS: Econometric Time Series (2) 2008-04-15 2010-03-28
  4. NEP-FOR: Forecasting (1) 2010-03-28
  5. NEP-NET: Network Economics (1) 2016-01-29


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