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	3	29	0	2	16	42
Extreme value models in a conditional duration intensity framework	0	0	0	10	0	1	5	79
Modelling Extreme Risks in Commodities and Commodity Currencies	0	0	1	6	1	3	13	34
Multivariate dynamic intensity peaks-over-threshold models	0	0	0	26	0	0	1	20
Point process models for extreme returns: Harnessing implied volatility	1	1	1	21	2	3	4	20
Total Working Papers	1	1	5	92	3	9	39	195

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	0	2	13	13
Energy risk management through self-exciting marked point process	0	0	0	14	0	1	7	79
Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union	0	0	0	27	0	0	1	112
Geographical spillovers on the relation between risk-taking and market power in the US banking sector	1	1	2	2	2	3	9	9
Modeling and forecasting extreme commodity prices: A Markov-Switching based extreme value model	1	2	9	13	2	14	34	63
Modeling extreme risks in commodities and commodity currencies	0	0	0	0	3	5	14	14
Modelling interregional links in electricity price spikes	0	0	0	6	1	1	7	35
Mutual excitation between OECD stock and oil markets: A conditional intensity extreme value approach	0	1	1	1	1	3	7	7
Point process models for extreme returns: Harnessing implied volatility	0	0	2	2	1	2	12	20
Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market	0	1	3	20	0	1	8	93
The modeling and forecasting of extreme events in electricity spot markets	0	0	1	14	0	3	5	42
Volatility Contagion in the Asian Crisis: New Evidence of Volatility Tail Dependence	0	0	0	6	0	0	0	27
Total Journal Articles	2	5	20	107	10	35	117	514

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Statistics updated 2019-07-03