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 1 10 64
An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options 0 0 0 15 0 1 8 56
Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery 0 0 0 27 0 1 16 58
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach 0 0 0 30 1 4 26 149
Implicit Entropic Market Risk-Premium from Interest Rate Derivatives 0 0 0 12 0 0 10 109
Monte Carlo Approximate Tensor Moment Simulations 0 0 0 24 0 0 6 44
Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations 0 0 0 24 0 0 14 94
Multivariate Elliptical Truncated Moments 0 0 0 13 0 1 15 46
On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗ 0 0 0 20 0 0 12 97
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System 0 0 0 42 0 1 8 98
The Implications of Tail Dependency Measures for Counterparty Credit Risk Pricing 0 0 1 37 0 1 25 133
Total Working Papers 0 0 1 262 1 10 150 948

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 1 1 15 39
Equity Risk Premium Predictability from Cross-Sectoral Downturns 0 2 2 11 1 6 23 46
Multivariate truncated moments 0 0 1 35 0 2 16 135
On quadratic forms in multivariate generalized hyperbolic random vectors 0 0 0 1 0 0 8 15
Seasonal Stochastic Volatility: Implications for the pricing of commodity options 0 0 0 15 1 4 16 113
Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network 1 1 1 20 1 1 24 158
The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing 0 0 0 7 0 1 20 44
The profitability of moving average trading rules in BRICS and emerging stock markets 0 0 0 28 1 5 17 156
Validation of default probability models: A stress testing approach 0 0 1 30 0 2 14 104
Total Journal Articles 1 3 5 150 5 22 153 810

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 0 6 22
Total Chapters 0 0 0 4 0 0 6 22

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07