Access Statistics for Rodrigo Herrera

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 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
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


Statistics updated 2019-10-05