Adán Díaz Hernández

Adán Díaz Hernández

Red de Universidades Anáhuac - Huixquilucan / Mexico
Business & Management / Business Administration
AD Scientific Index ID: 4868611
Anahuac University Network
person_outline Adán Díaz Hernández's MOST POPULAR ARTICLES
1-) A multiple regime extension to the Heston–Nandi GARCH (1, 1) model Journal of Empirical Finance 53, 162-180, 2019
2-) Cold chain management during transport operations of perishable food in Mexico Food Chain 5 (3), 203-216, 2015
3-) The general tail dependence function in the marshall-olkin and other parametric copula models with an application to financial time series Sankhya B 84 (1), 146-187, 2022
4-) Counterdiagonal/nonpositive tail dependence in Vine copula constructions: application to portfolio management Statistical Methods & Applications 30 (2), 375-407, 2021
5-) A Copula and Extreme-Value Based Methodology for Estimating the Required Economic Capital in a Retail-Credit Portfolio Revista de Análisis Económico/Economic Analysis Review 24 (2), 95-132, 2009