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	0	18	1	2	5	58
An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options	0	0	0	15	3	4	6	52
Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery	0	0	0	27	1	1	1	43
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach	0	0	3	30	4	5	14	129
Implicit Entropic Market Risk-Premium from Interest Rate Derivatives	0	0	0	12	1	4	6	103
Monte Carlo Approximate Tensor Moment Simulations	0	0	0	24	0	1	1	39
Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations	0	0	0	24	0	1	1	81
Multivariate Elliptical Truncated Moments	0	0	0	13	1	5	6	36
On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗	0	0	1	20	0	3	5	88
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System	0	0	0	42	1	2	4	92
The Implications of Tail Dependency Measures for Counterparty Credit Risk Pricing	0	1	1	37	10	13	17	121
Total Working Papers	0	1	5	262	22	41	66	842

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	3	4	4	28
Equity Risk Premium Predictability from Cross-Sectoral Downturns	0	0	3	9	1	4	12	28
Multivariate truncated moments	0	0	0	34	1	5	8	125
On quadratic forms in multivariate generalized hyperbolic random vectors	0	0	0	1	0	1	2	8
Seasonal Stochastic Volatility: Implications for the pricing of commodity options	0	0	0	15	3	4	11	101
Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network	0	0	0	19	3	6	11	142
The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing	0	0	0	7	1	2	3	26
The profitability of moving average trading rules in BRICS and emerging stock markets	0	0	0	28	1	3	6	142
Validation of default probability models: A stress testing approach	1	1	2	30	2	6	9	96
Total Journal Articles	1	1	5	146	15	35	66	696

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

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2026-01-09