artículo

• Risk Quantification for Commodity ETFs Backtesting Value-At-Risk and Expected Shortfall 2020
• The Kidnapping of Europe High-Order Moments' Transmission Between Developed and Emerging Markets 2017
• Semi-nonparametric VaR Forecasts for Hedge Funds During the Recent Crisis 2014
• VaR Performance During the Subprime and Sovereign Debt Crises an Application to Emerging Markets 2014