Access Statistics for Juan Carlos Arismendi Zambrano

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 0 18 0 5 9 63
An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options 0 0 0 15 0 0 5 52
Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery 0 0 0 27 2 13 14 56
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach 0 0 1 30 2 9 18 138
Implicit Entropic Market Risk-Premium from Interest Rate Derivatives 0 0 0 12 1 4 9 107
Monte Carlo Approximate Tensor Moment Simulations 0 0 0 24 2 5 6 44
Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations 0 0 0 24 2 8 9 89
Multivariate Elliptical Truncated Moments 0 0 0 13 0 4 9 40
On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗ 0 0 0 20 0 4 7 92
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System 0 0 0 42 0 2 6 94
The Implications of Tail Dependency Measures for Counterparty Credit Risk Pricing 0 0 1 37 2 7 22 128
Total Working Papers 0 0 2 262 11 61 114 903

Journal Article File Downloads Abstract Views
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 3 10 14 38
Equity Risk Premium Predictability from Cross-Sectoral Downturns 0 0 3 9 1 8 19 36
Multivariate truncated moments 0 1 1 35 0 4 11 129
On quadratic forms in multivariate generalized hyperbolic random vectors 0 0 0 1 0 4 5 12
Seasonal Stochastic Volatility: Implications for the pricing of commodity options 0 0 0 15 0 5 12 106
Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network 0 0 0 19 0 12 22 154
The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing 0 0 0 7 3 10 12 36
The profitability of moving average trading rules in BRICS and emerging stock markets 0 0 0 28 1 6 10 148
Validation of default probability models: A stress testing approach 0 0 2 30 0 4 12 100
Total Journal Articles 0 1 6 147 8 63 117 759

Chapter File Downloads Abstract Views
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 3 4 19
Total Chapters 0 0 0 4 0 3 4 19

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Statistics updated 2026-04-09