Alfonso Valdesogo Robles : Citation Profile

Are you Alfonso Valdesogo Robles?

Universitat de les Illes Balears

2

H index

2

i10 index

204

Citations

RESEARCH PRODUCTION:

3

Articles

6

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 14
   Journals where Alfonso Valdesogo Robles has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 1 (0.49 %)

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   Permalink: http://citec.repec.org/pva333
   Updated: 2024-11-08    RAS profile: 2023-06-15    
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Relations with other researchers

Works with:

Heinen, Andréas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alfonso Valdesogo Robles.

Is cited by:

Allen, David (12)

Ji, Qiang (7)

Powell, Robert (7)

Tiwari, Aviral (7)

Reboredo, Juan (5)

Nguyen, Duc Khuong (5)

Candido, Osvaldo (5)

Valls Pereira, Pedro (4)

Ning, Cathy (4)

Hafner, Christian (4)

Catania, Leopoldo (3)

Cites to:

Dehon, Catherine (6)

Fama, Eugene (2)

Hermalin, Benjamin (2)

Weisbach, Michael (2)

Bouwman, Christa (1)

Goyal, Sanjeev (1)

Racine, Jeffrey (1)

Palm, Franz (1)

Heinen, Andréas (1)

van der Leij, Marco (1)

Hallock, Kevin (1)

Main data

Where Alfonso Valdesogo Robles has published?

Recent works citing Alfonso Valdesogo Robles (2024 and 2023)

YearTitle of citing document
2023Dynamic Adaptive Mixture Models. (2016). Catania, Leopoldo. In: Papers. RePEc:arx:papers:1603.01308.

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2023The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate. (2023). Chang, Kuang-Liang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000402.

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2023Data-Driven Modeling of Appliance Energy Usage. (2023). Assadian, Francis. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:22:p:7536-:d:1278552.

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2023Crash risk in the Nordic Stock Market - a cross-sectional analysis. (2023). Fjarvik, Thomas. In: Discussion Papers. RePEc:hhs:nhhfms:2023_005.

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2023Multivariate Regime Switching Model Estimation and Asset Allocation. (2023). Zhang, Xili ; Xu, Weidong ; Zheng, Kai. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10203-9.

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2023Robust Portfolio Optimization Based on Semi-Parametric ARMA-TGARCH-EVT Model with Mixed Copula Using WCVaR. (2023). Liang, Ying ; Deng, Xue. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10207-5.

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2023Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for global financial crises. (2023). Stephan, Andreas ; Sahamkhadam, Maziar. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:2139-2166.

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2023Maximum utility portfolio construction in the forward freight agreement markets: Evidence from a multivariate skewed t copula. (2023). Ge, Yingen ; Zhu, MO ; Wang, Xueqin ; Gong, Yuting ; Shi, Wenming. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:69-89.

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Works by Alfonso Valdesogo Robles:

YearTitleTypeCited
2022The Kendall and Spearman rank correlations of the bivariate skew normal distribution In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article0
2008Modeling international financial returns with a multivariate regime switching copula In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper156
2008Modelling international financial returns with a multivariate regime switching copula.(2008) In: Discussion Papers (ECON - Département des Sciences Economiques).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 156		paper
2008Modeling International Financial Returns with a Multivariate Regime Switching Copula.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 156		paper
2009Modeling International Financial Returns with a Multivariate Regime-switching Copula.(2009) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 156		article
2008Modeling International Financial Returns with a Multivariate Regime Switching Copula.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 156		paper
2009Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper45
2020Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article2
2015Desperately Seeking Small Worlds in Corporate Boards:International Evidence from Listed Firms In: DEM Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2010Dynamic D-Vine Model In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team