| 1 | The use of the tail dependence function for high quantile risk measure analysis: an application to portfolio optimization | 1ᵉʳ autor: Salazar Flores, Yuri, Diaz Hernandez, Adan, Alberto Quezada-Tellez, Luis, Nolasco Jauregui, Oralia | 2023 | APPLIED ECONOMICS | WoS-id: 000870973200001
Scopus-id: 2-s2.0-85141091372
| 0 | 0 |
| 2 | The General Tail Dependence Function in the Marshall-Olkin and Other Parametric Copula Models with an Application to Financial Time Series | 1ᵉʳ autor: Flores, Yuri Salazar, Diaz-Hernandez, Adan | 2022 | SANKHYA-SERIES B-APPLIED AND INTERDISCIPLINARY STATISTICS | WoS-id: 000635071400001
Scopus-id: 2-s2.0-85103426421
| 3 | 2 |
| 3 | Application of Random Matrix Theory With Maximum Local Overlapping Semicircles for Comorbidity Analysis | Coautor: Salazar-Flores Y., Nolasco-Jáuregui O., Quezada-Téllez L.A., Díaz-Hernández A. | 2022 | Frontiers In Applied Mathematics And Statistics | WoS-id: 000812112500001
Scopus-id: 2-s2.0-85132832599
| 0 | 0 |
| 4 | Counterdiagonal/nonpositive tail dependence in Vine copula constructions: application to portfolio management | 1ᵉʳ autor: Salazar Flores, Yuri, Diaz-Hernandez, Adan | 2021 | STATISTICAL METHODS AND APPLICATIONS | WoS-id: 000541017600001
Scopus-id: 2-s2.0-85086574067
| 2 | 2 |
| 5 | Regular Variation, Conditions of Domain of Attraction and the Existence of the Tail Dependence Function in the General Dependence Case: A Copula Approach | 1ᵉʳ autor: Salazar Flores, Yuri, Diaz Hernandez, Adan | 2020 | Journal of Statistical Theory and Practice | WoS-id: 000588685100001
Scopus-id: 2-s2.0-85095857689
| 0 | 0 |
| 6 | Determinants of changes in gold returns | Coautor y autor de correspondencia: Flores Y.S., Díaz-Hernández A., Sánchez J.C.R. | 2020 | Contaduría Y Administración | Scopus-id: 2-s2.0-85090754270
| 0 | 0 |
| 7 | The diversification delta: A different perspective | 1ᵉʳ autor: Flores, Yuri Salazar, Bianchi, Robert J., Drew, Michael E., Trueck, Stefan | 2017 | JOURNAL OF PORTFOLIO MANAGEMENT | WoS-id: 000426456500010
Scopus-id: 2-s2.0-85026490002
| 8 | 10 |
| 8 | General multivariate dependence using associated copulas | 1ᵉʳ autor y autor de correspondencia: Flores Y.S. | 2016 | REVSTAT-STAT J | Scopus-id: 2-s2.0-84959193368
| 0 | 8 |
| 9 | Nonparametric estimation of general multivariate tail dependence and applications to financial time series | 1ᵉʳ autor: Salazar Y., Ng W.L. | 2015 | STATISTICAL METHODS AND APPLICATIONS | WoS-id: 000352238300007
Scopus-id: 2-s2.0-84939895365
| 12 | 12 |
| 10 | Nonparametric tail copula estimation: An application to stock and volatility index returns | 1ᵉʳ autor: Salazar Y., Ng W.L. | 2013 | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | WoS-id: 000311694900009
Scopus-id: 2-s2.0-84870269571
| 1 | 1 |
ID's SCOPUS 