Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Adán Díaz Hernández"'
Publikováno v:
Frontiers in Applied Mathematics and Statistics, Vol 8 (2022)
In December 2019, the COVID-19 pandemic began, which has claimed the lives of millions of people around the world. This article presents a regional analysis of COVID-19 in Mexico. Due to comorbidities in Mexican society, this new pandemic implies a h
Externí odkaz:
https://doaj.org/article/d246bc42fd3f4f51ab89dea04074b52e
Autor:
Yuri Salazar Flores, Adán Díaz Hernández, Luis Alberto Quezada-Téllez, Oralia Nolasco Jáuregui
Publikováno v:
Applied Economics. :1-15
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dda33db6f50c2c19287c5fef3d37d52a
https://doi.org/10.1080/00036846.2022.2128183
https://doi.org/10.1080/00036846.2022.2128183
Publikováno v:
Sankhya B. 84:146-187
The accurate understanding of the dependence structure implied by the parametric models studied in statistical and financial literature has drawn growing attention in recent times. In particular, tail dependence is crucial in this analysis. We study
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::13b4d07bbcb02287d3264baedfcec3aa
https://doi.org/10.1007/s13571-020-00241-y
https://doi.org/10.1007/s13571-020-00241-y
Publikováno v:
Statistical Methods & Applications. 30:375-407
Accurately modelling the dependence structure between financial assets in a portfolio optimization framework has attracted growing attention in statistical and financial literature. Since in these assets several types of tail dependence might occur s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3342d55c4e6b11769f3bc2772a2b627b
https://doi.org/10.1007/s10260-020-00527-5
https://doi.org/10.1007/s10260-020-00527-5
In December 2019 COVID-19 appeared as a new pandemic that has claimed the lives of millions of people around the world. This article presents a regional analysis of COVID-19 in Mexico. Due to the comorbidities of Mexican society, the new pandemic imp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::238f4721cfee130a0ac82966efbe5505
https://doi.org/10.1101/2021.08.23.21262184
https://doi.org/10.1101/2021.08.23.21262184
Autor:
Adán Díaz-Hernández, Nick Constantinou
Publikováno v:
Journal of Empirical Finance. 53:162-180
In this article a multiple regime extension of a Heston-Nandi GARCH(1,1) class of models is presented to describe the asymmetries and intermittent dynamics in financial volatility. The statistical properties and the estimation of their parameters are
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4f7a2bebb1e031ecddcb16e6f9539ae8
https://doi.org/10.1016/j.jempfin.2019.05.004
https://doi.org/10.1016/j.jempfin.2019.05.004
Publikováno v:
Journal of Statistical Theory and Practice. 15
Given a random vector $${{\mathbb {X}}}$$ , Li and Sun (J Appl Probab 46:925–937, 2009), Weng and Zhang (J Multivar Anal 106:178–186, 2012) and Resnick (Extreme values. Regular variation and point processes, Springer, New York, 1987) proved relat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4e08459bb13721d68a981639b411ce98
https://doi.org/10.1007/s42519-020-00128-1
https://doi.org/10.1007/s42519-020-00128-1
Autor:
Adán Díaz Hernández
Publikováno v:
Revista Mexicana de Economía y Finanzas. 6:103-124
El documento plantea una metodologia para estimar el capital economico total de una institucion financiera bancaria utilizando una medida de capital en riesgo “diversificada” por unidad de negocio y tipo de riesgo. El modelo propuesto se puede ca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::33d8f98802b394ac23e78b10bbd9047e
https://doi.org/10.21919/remef.v6i1.15
https://doi.org/10.21919/remef.v6i1.15