Concepedia

Alfonso Valdesogo

AV

Statistics

Publications

3

Citations

345

H-Index

3

Active since

2008

Affiliations

CY Cergy Paris Université(Current)

Universidad Carlos III de Madrid

Alfonso Valdesogo is an author at CY Cergy Paris Université specializing in statistics, biostatistics, and statistical inference.

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Publications per year

2008–2020

3

Publications

3

Modeling International Financial Returns with a Multivariate Regime-switching Copula

Lorán Chollete, Andréas Heinen, Alfonso Valdesogo · Journal of Financial Econometrics · 2009 · 272 citations

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Asymmetric CAPM Dependence for Large Dimensions: The Canonical Vine Autoregressive Copula Model

Andréas Heinen, Alfonso Valdesogo · SSRN Electronic Journal · 2008 · 55 citations · Full text

Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions

Andréas Heinen, Alfonso Valdesogo · Journal of Multivariate Analysis · 2020 · 18 citations · Full text

, , +5

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