Yuri Salazar

According to our database, Yuri Salazar authored at least 2 papers between 2013 and 2015.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2015

Nonparametric estimation of general multivariate tail dependence and applications to financial time series.

Yuri Salazar, Wing Lon Ng

Stat. Methods Appl., 2015

2013

Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns.

Yuri Salazar, Wing Lon Ng

Commun. Stat. Simul. Comput., 2013