Adán Díaz-Hernández
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Person:2059100
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series Sankhyā. Series B | 2022-05-09 | Paper |
| Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management Statistical Methods and Applications | 2021-12-13 | Paper |
| Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach Journal of Statistical Theory and Practice | 2021-01-28 | Paper |
| PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY The ANZIAM Journal | 2020-06-02 | Paper |
Research outcomes over time
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