Alfonso Valdesogo Robles : Citation Profile

Universitat de les Illes Balears

3

H index

2

i10 index

213

Citations

RESEARCH PRODUCTION:

3

Articles

6

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 15
   Journals where Alfonso Valdesogo Robles has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 1 (0.47 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva333
   Updated: 2025-12-20    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)

Arreola Hernandez, Jose (8)

Tiwari, Aviral (7)

Ji, Qiang (7)

Powell, Robert (7)

Reboredo, Juan (5)

Nguyen, Duc Khuong (5)

Candido, Osvaldo (5)

Ning, Cathy (4)

Valls Pereira, Pedro (4)

Hafner, Christian (4)

Cites to:

Dehon, Catherine (6)

Fama, Eugene (2)

Weisbach, Michael (2)

Hermalin, Benjamin (2)

Moraga-Gonzalez, Jose (1)

Goyal, Sanjeev (1)

Adams, Renee (1)

Racine, Jeffrey (1)

Heinen, Andréas (1)

Palm, Franz (1)

Hallock, Kevin (1)

Main data

Where Alfonso Valdesogo Robles has published?

Recent works citing Alfonso Valdesogo Robles (2025 and 2024)

YearTitle of citing document
2024Is the Chinese gold product a hedge or safe haven for Chinese overseas investors?. (2024). Jia, Ruixin ; Zhang, Yu Yvette ; Liu, Mengqiao. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343698.

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2024Is the Chinese gold product a hedge or safe haven for Chinese overseas investors?. (2024). Liu, Mengqiao ; Jia, Ruixin ; Zhang, Yu Yvette. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343698.

Full description at Econpapers || Download paper

2025Beating the Correlation Breakdown: Robust Inference, Flexible Scenarios, and Stress Testing for Financial Portfolios. (2025). Opdyke, JD. In: Papers. RePEc:arx:papers:2504.15268.

Full description at Econpapers || Download paper

2024Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation. (2024). Stve, Brd ; Maruotti, Antonello ; Bacri, Timothe ; Gundersen, Kristian ; Hlleland, Sondre ; Bulla, Jan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:3:p:1012-1060.

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2025Global Market Shocks and Tail Risk Spillovers: Evidence from a Copula-Based Contagion Framework. (2025). Yamaka, Woraphon ; Chiawkhun, Phisanu ; Saekow, Sundusit ; Nakharutai, Nawapon ; Phetpradap, Parkpoom. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:9:p:498-:d:1742918.

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2024Empirical Performance of an ESG Assets Portfolio from US Market. (2024). SADEFO KAMDEM, Jules ; Benhmad, Franois ; Pokou, Fredy. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10491-3.

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2025Multi-Stage International Portfolio Selection with Factor-Based Scenario Tree Generation. (2025). Ji, Bingbing ; Chen, Zhiping ; Mei, YU ; Liu, Jia. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10699-x.

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2025Dynamic Conditional Correlations and Risk Spread between International Financial Markets: A DCC-Garch Analysis. (2025). Albu, Lucian Liviu ; Dima, Tefana Maria ; Ioan, Roxana ; Ionacui, Anca Saraolu ; Siminica, Marian Ilie. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2025:i:1:p:5-22.

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2025Unraveling the Interplay of Knowledge and Innovation in the Global Financial System: A Vine Copula Analysis of Sino-US Financial Risk Contagion. (2025). Cai, Shuhui ; He, Hua ; Zhou, Yan. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-01869-1.

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2024On comprehensive families of copulas involving the three basic copulas and transformations thereof. (2024). Marcus, Rockel ; Jonathan, Ansari. In: Dependence Modeling. RePEc:vrs:demode:v:12:y:2024:i:1:p:36:n:1001.

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2024Dependence properties of bivariate copula families. (2024). Jonathan, Ansari ; Marcus, Rockel. In: Dependence Modeling. RePEc:vrs:demode:v:12:y:2024:i:1:p:36:n:1002.

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2024Predicting tail risks by a Markov switching MGARCH model with varying copula regimes. (2024). Fulle, Markus J ; Herwartz, Helmut. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2163-2186.

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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]		article1
2008Modeling international financial returns with a multivariate regime switching copula In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper163
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: 163		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: 163		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: 163		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: 163		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]		article3
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

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