María Concepción Ausín

According to our database1, María Concepción Ausín authored at least 6 papers between 2007 and 2020.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Other 

Links

On csauthors.net:

Bibliography

2020
Variational inference for high dimensional structured factor copulas.
Comput. Stat. Data Anal., 2020

2016
A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection.
Comput. Stat. Data Anal., 2016

2014
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation.
Eur. J. Oper. Res., 2014

2010
Time-varying joint distribution through copulas.
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.
Comput. Stat. Data Anal., 2008

2007
Bayesian estimation of the Gaussian mixture GARCH model.
Comput. Stat. Data Anal., 2007


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