Access Statistics for Juan Carlos Arismendi Zambrano

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Multi-Asset Option Approximation for General Stochastic Processes	0	0	1	18	0	1	3	54
An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options	0	0	0	15	0	1	2	47
Federal reserve chair communication sentimentsâ€™ heterogeneity, personal characteristics, and their impact on target rate discovery	0	0	0	27	0	0	1	42
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach	0	2	2	29	1	5	12	121
Implicit Entropic Market Risk-Premium from Interest Rate Derivatives	0	0	0	12	0	1	1	98
Monte Carlo Approximate Tensor Moment Simulations	0	0	0	24	0	0	0	38
Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations	0	0	0	24	0	0	1	80
Multivariate Elliptical Truncated Moments	0	0	0	13	0	0	1	31
On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗	0	1	1	20	0	2	6	85
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System	0	0	0	42	0	0	2	88
The Implications of Tail Dependency Measures for Counterparty Credit Risk Pricing	0	0	0	36	0	2	4	106
Total Working Papers	0	3	4	260	1	12	33	790

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A moment-based analytic approximation of the risk-neutral density of American options	0	0	0	3	0	0	1	24
Equity Risk Premium Predictability from Cross-Sectoral Downturns	0	0	1	6	1	2	3	18
Multivariate truncated moments	0	0	0	34	0	1	3	118
On quadratic forms in multivariate generalized hyperbolic random vectors	0	0	0	1	0	1	1	7
Seasonal Stochastic Volatility: Implications for the pricing of commodity options	0	0	0	15	0	2	12	94
Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network	0	0	0	19	0	1	3	132
The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing	0	0	0	7	0	1	6	24
The profitability of moving average trading rules in BRICS and emerging stock markets	0	0	0	28	0	1	5	138
Validation of default probability models: A stress testing approach	0	0	0	28	0	1	2	88
Total Journal Articles	0	0	1	141	1	10	36	643

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Higher-Order Tail Moments in Asset-Pricing Theory	0	0	0	4	0	0	0	15
Total Chapters	0	0	0	4	0	0	0	15

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2025-05-12