Access Statistics for Rodrigo Herrera

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 Dynamic Multiple Equation Approach for Forecasting PM2.5 Pollution in Santiago, Chile	0	0	1	29	3	3	13	45
Extreme value models in a conditional duration intensity framework	0	0	0	10	3	5	10	84
Modelling Extreme Risks in Commodities and Commodity Currencies	0	1	2	7	0	4	13	38
Multivariate dynamic intensity peaks-over-threshold models	0	0	0	26	0	2	2	22
Point process models for extreme returns: Harnessing implied volatility	0	0	1	21	2	3	7	23
Total Working Papers	0	1	4	93	8	17	45	212

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A dynamic multiple equation approach for forecasting PM2.5 pollution in Santiago, Chile	0	0	2	2	4	7	20	20
Energy risk management through self-exciting marked point process	0	0	0	14	0	0	3	79
Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union	0	0	0	27	2	2	2	114
Geographical spillovers on the relation between risk-taking and market power in the US banking sector	0	0	2	2	0	4	13	13
Modeling and forecasting extreme commodity prices: A Markov-Switching based extreme value model	0	1	8	14	1	4	34	67
Modeling extreme risks in commodities and commodity currencies	0	0	0	0	1	5	19	19
Modelling interregional links in electricity price spikes	0	0	0	6	0	0	3	35
Mutual excitation between OECD stock and oil markets: A conditional intensity extreme value approach	0	0	1	1	0	1	8	8
Point process models for extreme returns: Harnessing implied volatility	0	0	1	2	1	3	11	23
Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market	0	0	2	20	1	4	10	97
The modeling and forecasting of extreme events in electricity spot markets	0	0	1	14	0	0	5	42
Volatility Contagion in the Asian Crisis: New Evidence of Volatility Tail Dependence	0	0	0	6	1	1	1	28
Total Journal Articles	0	1	17	108	11	31	129	545

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

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

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

Statistics updated 2019-10-05