Erick Rengifo

Multivariate Reduced Rank Regression in Non-Gaussian Contexts, Using Copulas

Andréas Heinen, Erick Rengifo, Andréas Heinen, 2004, Comput. Stat. Data Anal..

Intradaily dynamic portfolio selection

Luc Bauwens, Walid Ben Omrane, Erick Rengifo, 2010, Comput. Stat. Data Anal..

Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas

Erick Rengifo, E. Rengifo, A. Heinen, 2004 .