Multivariate reduced rank regression in non-Gaussian contexts, using copulas. - Andréas Heinen; Erick Rengifo (Comput. Stat. Data Anal., 2008)

Intradaily dynamic portfolio selection. - Luc Bauwens; Walid Ben Omrane; Erick Rengifo (Comput. Stat. Data Anal., 2010)