|
Autor(es)
|
Año
|
Título del artículo
|
Nombre revista
|
Estado
|
SSN
|
Factor de impacto
|
|
Hautsch, N. and Herrera, R.
|
2019
|
Multivariate Dynamic Intensity Peaks‐Over‐Threshold Models
|
Journal of Applied Econometrics
|
Aceptado
|
1099-1255
|
2.053 (Q1)
|
|
Herrera, R., and Clements, A.
|
2018
|
A marked point process model for intraday financial returns: Modelling extreme risk
|
Empirical Economics
|
Aceptado
|
0377-7332
|
1.029 (Q3)
|
|
Pino, G., Herrera, R. and Rodriguez, A.
|
2019
|
Geographical spillovers on the relation between risk-taking and market power in the US banking sector
|
North American Journal of Economics and Finance
|
Publicado
|
1062-9408
|
1.199 (Q3)
|
|
Fuentes, F., Herrera, R., and Clements, A.
|
2018
|
Modeling Extreme Risks in Commodities and Commodity Currencies
|
Pacific-Basin Finance Journal
|
Publicado
|
0927-538X
|
1.442 (Q3)
|
|
Moisan, S., Herrera, R., and Clements, A.
|
2018
|
A Dynamic Multiple Equation Approach for PM2.5 Forecasting in Santiago, Chile
|
International Journal of Forecasting
|
Publicado
|
0169-2070
|
3.386 (Q1)
|
|
Herrera, R. and Gonzalez, S.
|
2018
|
Mutual excitation between OECD Stock and Oil Markets: A Conditional Intensity Extreme Value Approach
|
North American Journal of Economics and Finance
|
Publicado
|
1062-9408
|
1.199 (Q3)
|
|
Herrera, R., and Clements, A.
|
2018
|
Point process models for extreme returns: Harnessing implied volatility
|
Journal of Banking and Finance
|
Publicado
|
0378-4266
|
1.931 (Q1)
|
|
Herrera, R., Rodriguez, A. and Pino, G.
|
2017
|
Modeling and Forecasting Extreme Commodity Prices: A Markov-Switching based Extreme Value Model
|
Energy Economics
|
Publicado
|
0140-9883
|
4.151 (Q1)
|
|
Herrera, R., Clements, A. and Hurn, A.
|
2015
|
Modeling Interregional Links in Electricity Price Spikes
|
Energy Economics
|
Publicado
|
0140-9883
|
4.151 (Q1)
|
