María Concepción Ausín

According to our database, María Concepción Ausín authored at least 6 papers between 2007 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2020

Variational inference for high dimensional structured factor copulas.

Hoang Nguyen, María Concepción Ausín, Pedro Galeano

Comput. Stat. Data Anal., 2020

2016

A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection.

Audrone Virbickaite, María Concepción Ausín, Pedro Galeano

Comput. Stat. Data Anal., 2016

2014

A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation.

María Concepción Ausín, Pedro Galeano, Pulak Ghosh

Eur. J. Oper. Res., 2014

2010

Time-varying joint distribution through copulas.

María Concepción Ausín, Hedibert Freitas Lopes

Comput. Stat. Data Anal., 2010

2008

Bayesian prediction of the transient behaviour and busy period in short- and long-tailed GI/G/1 queueing systems.

María Concepción Ausín, Michael P. Wiper, Rosa E. Lillo

Comput. Stat. Data Anal., 2008

2007

Bayesian estimation of the Gaussian mixture GARCH model.

María Concepción Ausín, Pedro Galeano

Comput. Stat. Data Anal., 2007