| 1 | The use of the tail dependence function for high quantile risk measure analysis: an application to portfolio optimization | 2ᵒ autor: Diaz Hernandez, Adan, Salazar Flores, Yuri, Alberto Quezada-Tellez, Luis, Nolasco Jauregui, Oralia | 2023 | APPLIED ECONOMICS | WoS-id: 000870973200001
Scopus-id: 2-s2.0-85141091372
| 0 | 0 |
| 2 | The General Tail Dependence Function in the Marshall-Olkin and Other Parametric Copula Models with an Application to Financial Time Series | 2ᵒ autor y autor de correspondencia: Diaz-Hernandez, Adan, Flores, Yuri Salazar | 2022 | SANKHYA-SERIES B-APPLIED AND INTERDISCIPLINARY STATISTICS | WoS-id: 000635071400001
Scopus-id: 2-s2.0-85103426421
| 3 | 2 |
| 3 | Application of Random Matrix Theory With Maximum Local Overlapping Semicircles for Comorbidity Analysis | Coautor: Díaz-Hernández A., Nolasco-Jáuregui O., Quezada-Téllez L.A., Salazar-Flores Y. | 2022 | Frontiers In Applied Mathematics And Statistics | WoS-id: 000812112500001
Scopus-id: 2-s2.0-85132832599
| 0 | 0 |
| 4 | Counterdiagonal/nonpositive tail dependence in Vine copula constructions: application to portfolio management | 2ᵒ autor y autor de correspondencia: Diaz-Hernandez, Adan, Salazar Flores, Yuri | 2021 | STATISTICAL METHODS AND APPLICATIONS | WoS-id: 000541017600001
Scopus-id: 2-s2.0-85086574067
| 1 | 1 |
| 5 | Regular Variation, Conditions of Domain of Attraction and the Existence of the Tail Dependence Function in the General Dependence Case: A Copula Approach | 2ᵒ autor y autor de correspondencia: Diaz Hernandez, Adan, Salazar Flores, Yuri | 2020 | Journal of Statistical Theory and Practice | WoS-id: 000588685100001
Scopus-id: 2-s2.0-85095857689
| 0 | 0 |
| 6 | Determinants of changes in gold returns | 1ᵉʳ autor: Díaz-Hernández A., Sánchez J.C.R., Flores Y.S. | 2020 | Contaduría Y Administración | Scopus-id: 2-s2.0-85090754270
| 0 | 0 |
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