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 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
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


Statistics updated 2019-07-03