Herrera, Rodrigo
2768  Ergebnisse:
Personensuche X
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2

Market risk modeling with option-implied covariances and sc..:

Herrera, Rodrigo ; Piña, Marco
The North American Journal of Economics and Finance.  72 (2024)  - p. 102136 , 2024
 
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6

Forecasting extreme financial risk: A score-driven approach:

Fuentes, Fernanda ; Herrera, Rodrigo ; Clements, Adam
International Journal of Forecasting.  39 (2023)  2 - p. 720-735 , 2023
 
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11

Network analysis: a novel approach to identify PM2.5 hotspo..:

Clements, Adam ; Herrera, Rodrigo ; Hurn, Stan
Air Quality, Atmosphere & Health.  13 (2020)  9 - p. 1075-1082 , 2020
 
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13

Geographical spillovers on the relation between risk-taking..:

Pino, Gabriel ; Herrera, Rodrigo ; Rodríguez, Alejandro
The North American Journal of Economics and Finance.  47 (2019)  - p. 351-364 , 2019
 
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15

Multivariate dynamic intensity peaks‐over‐threshold models:

Hautsch, Nikolaus ; Herrera, Rodrigo
Journal of Applied Econometrics.  35 (2019)  2 - p. 248-272 , 2019
 
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