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Dive into the research topics where Daniel Velasquez Gaviria is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Explosive Episodes and Time-Varying Volatility: A New MARMA-GARCH Model Applied to Cryptocurrencies
Hecq, A. & Velasquez-Gaviria, D., 24 Mar 2025, In: Econometrics. 13, 2, 25 p., 13.Research output: Contribution to journal › Article › Academic › peer-review
Open Access -
Non-causal and non-invertible ARMA models: Identification, estimation and application in equity portfolios
Hecq, A. & Velasquez Gaviria, D., Mar 2025, In: Journal of Time Series Analysis. 46, 2, p. 325-352 28 p.Research output: Contribution to journal › Article › Academic › peer-review
Open Access -
Noncausal and noninvertible models in financial econometrics: theory and applications
Velasquez Gaviria, D., 10 Mar 2025, Maastricht: Maastricht University. 185 p.Research output: Thesis › Doctoral Thesis › Internal
Open AccessFile91 Downloads (Pure) -
Spectral estimation for mixed causal-noncausal autoregressive models
Hecq, A. & Velasquez-Gaviria, D., 2025, In: Econometric Reviews. 44, 7, p. 939-962 24 p.Research output: Contribution to journal › Article › Academic › peer-review
Open Access -
Asymptotic Expansions for Market Risk Assessment: Evidence in Energy and Commodity Indices
Velasquez Gaviria, D., Mora-Valencia, A. & Perote, J., 2023, Theory and Applications of Time Series Analysis and Forecasting. ITISE 2021. Valenzuela, O., Rojas, F., Herrera, L. J., Pomares, H. & Rojas, I. (eds.). Springer, Cham, p. 123-142 (Contributions to Statistics).Research output: Chapter in Book/Report/Conference proceeding › Chapter › Academic