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	2	2	5	56
An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options	0	0	0	15	0	1	3	48
Federal Reserve Chair Communication Sentiments' 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	0	3	30	1	2	11	124
Implicit Entropic Market Risk-Premium from Interest Rate Derivatives	0	0	0	12	0	0	2	99
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	0	80
Multivariate Elliptical Truncated Moments	0	0	0	13	0	0	1	31
On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗	0	0	1	20	0	0	2	85
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System	0	0	0	42	0	2	2	90
The Implications of Tail Dependency Measures for Counterparty Credit Risk Pricing	0	0	0	36	0	0	4	108
Total Working Papers	0	0	5	261	3	7	31	801

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	3	9	1	2	8	24
Multivariate truncated moments	0	0	0	34	0	2	5	120
On quadratic forms in multivariate generalized hyperbolic random vectors	0	0	0	1	0	0	1	7
Seasonal Stochastic Volatility: Implications for the pricing of commodity options	0	0	0	15	0	1	8	97
Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network	0	0	0	19	1	4	5	136
The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing	0	0	0	7	0	0	2	24
The profitability of moving average trading rules in BRICS and emerging stock markets	0	0	0	28	0	0	4	139
Validation of default probability models: A stress testing approach	0	0	1	29	0	0	3	90
Total Journal Articles	0	0	4	145	2	9	37	661

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	1	1	16
Total Chapters	0	0	0	4	0	1	1	16

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2025-10-06