Publicaciones en colaboración con investigadores/as de Universidad EAFIT (11)

2017

  1. Measuring firm size distribution with semi-nonparametric densities

    Physica A: Statistical Mechanics and its Applications, Vol. 485, pp. 35-47

2016

  1. The productivity of top researchers: a semi-nonparametric approach

    Scientometrics, Vol. 109, Núm. 2, pp. 891-915

2014

  1. Semi-nonparametric VaR forecasts for hedge funds during the recent crisis

    Physica A: Statistical Mechanics and its Applications, Vol. 401, pp. 330-343

  2. VaR performance during the subprime and sovereign debt crises: An application to emerging markets

    Emerging Markets Review, Vol. 20, pp. 23-41