M. Concepción Ausín - Publications, H-index & Citations

M. Concepción Ausín

Universidad Carlos III de Madrid

14H指数

37论文数

940被引数

收录论文 8

发表时间

Structured factor copulas for modeling the systemic risk of European and United States banks

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2024-11-01

OAAI

Nguyen, Hoang; Virbickait, Audrone; Ausin, M. Concepcion; Galeano, Pedro

Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction

ENERGY ECONOMICS

IF14.2

2020-10-01

PREAI

Virbickaite, Audrone; Ausin, M. Concepcion; Galeano, Pedro

Multidimensional risk in a nonstationary climate: Joint probability of increasingly severe warm and dry conditions

SCIENCE ADVANCES

IF12.5

2018-11-02

174

OAAI

Sarhadi, Ali; Concepcion Ausin, Maria; Wiper, Michael P.; Touma, Danielle; Diffenbaugh, Noah S.

Vine copula models for predicting water flow discharge at King George Island, Antarctica

STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT

IF3.6

2018-08-27

PREAI

Gomez, Mario; Concepcion Ausin, M.; Carmen Dominguez, M.

A New Time-varying Concept of Risk in a Changing Climate

SCIENTIFIC REPORTS

IF3.9

2016-10-20

OAAI

Sarhadi, Ali; Concepcion Ausin, Maria; Wiper, Michael P.

Seasonal copula models for the analysis of glacier discharge at King George Island, Antarctica

STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT

IF3.6

2016-01-23

PREAI

Gomez, Mario; Concepcion Ausin, M.; Carmen Dominguez, M.

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

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2014-01-01

OAAI

Concepcion Ausin, M.; Galeano, Pedro; Ghosh, Pulak

Non-parametric copulas for circular-linear and circular-circular data: an application to wind directions

STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT

IF3.6

2013-04-25

PREAI

Carnicero, Jose A.; Concepcion Ausin, M.; Wiper, Michael P.

研究方向