G. A. Vargas

Dynamic Equicorrelation with Non-Gaussian Innovations

G. A. Vargas, 2009 .

Markov Switching VAR Model of Speculative Pressure: An Application to the Asian Financial Crisis

Gregorio A. Vargas, G. A. Vargas, 2009 .

What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?

G. A. Vargas, 2008 .

An Asymmetric Block Dynamic Conditional Correlation Multivariate Garch Model

G. A. Vargas, 2006 .

Forecasting from an Additive Model in the Presence of Multicollinearity by Erniel

G. A. Vargas, B. Barrios, 2007 .