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 1 1 10 64
An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options 0 0 0 15 1 4 9 56
Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery 0 0 0 27 0 3 15 57
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach 0 0 1 30 2 11 26 147
Implicit Entropic Market Risk-Premium from Interest Rate Derivatives 0 0 0 12 0 3 10 109
Monte Carlo Approximate Tensor Moment Simulations 0 0 0 24 0 2 6 44
Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations 0 0 0 24 0 7 14 94
Multivariate Elliptical Truncated Moments 0 0 0 13 0 5 14 45
On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗ 0 0 0 20 0 5 12 97
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System 0 0 0 42 0 3 9 97
The Implications of Tail Dependency Measures for Counterparty Credit Risk Pricing 0 0 1 37 1 7 25 133
Total Working Papers 0 0 2 262 5 51 150 943

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 0 3 14 38
Equity Risk Premium Predictability from Cross-Sectoral Downturns 2 2 2 11 4 9 22 44
Multivariate truncated moments 0 0 1 35 1 5 16 134
On quadratic forms in multivariate generalized hyperbolic random vectors 0 0 0 1 0 3 8 15
Seasonal Stochastic Volatility: Implications for the pricing of commodity options 0 0 0 15 2 5 15 111
Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network 0 0 0 19 0 3 25 157
The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing 0 0 0 7 0 10 19 43
The profitability of moving average trading rules in BRICS and emerging stock markets 0 0 0 28 3 7 16 154
Validation of default probability models: A stress testing approach 0 0 1 30 1 3 14 103
Total Journal Articles 2 2 4 149 11 48 149 799

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 7 22
Total Chapters 0 0 0 4 0 3 7 22

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Statistics updated 2026-06-04